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10-2 Year Treasury Yield Spread by zdmreLong-term bond yield reflects inflation. Short-term bond yields are tools used to predict Fed's interest rate policy. Spread between the two represents four cycles of an economy. 1. Growth Short-term yield rises as interest rates rise. Spread narrows. 2. Slow growth Central bank raises interest rates faster and short-term yield exceeds long-term yield. Spread turns negative. 3. Recession High interest rates lead to more defaults. Inflation caps consumption. Central bank lowers interest rate to stimulate the economy and short-term yield falls. Spread widens. 4. Recovery Central bank continues easing. Spread remains wide and yield curve remains steep. 0 = Recession Risk 2.6 = Recovery Plan DYOR
Indicador Pine Script®
por zdmre
5
10 Simple & 6 Exponential Moving Averages (w/ 18 day,week,month)* This is for the trader who wants tons of moving averages on their chart from one indicator * Using the options, you should be able ot turn off some of them if the screen is too noisy for you * You should also be able to change colors and thickness of the bars * The thicker bars are for longer term averages * This version is similar to my other script except it adds the 18 day, 18 week, and 18 Month SMa * I added them after watching ira Epstein's YouTube videos * Let me know if there are any bugs or things that need to be change
Indicador Pine Script®
por ryanman0
4
Double Top/Bottom Screener - Clean Today Only v5 //@version=6 indicator("Double Top/Bottom Screener - Clean Today Only", overlay=true, max_lines_count=100) // Inputs leftBars = input.int(5, "Left Bars", minval=3, maxval=10) rightBars = input.int(5, "Right Bars", minval=3, maxval=10) tolerance = input.float(0.02, "Max Difference (e.g., 0.02 for 2 cents)", step=0.01) atrLength = input.int(14, "ATR Length for Normalized Distance", minval=1) requiredPeaks = input.int(3, "Required Identical Peaks", minval=2, maxval=5) // Arrays to store today's swing levels only var array todaySwingLevels = array.new(0) var array swingCounts = array.new(0) var array swingLines = array.new(0) var array isResistance = array.new(0) var array swingBars = array.new(0) var bool hasDoubleTop = false var bool hasDoubleBottom = false var float doubleTopLevel = na var float doubleBottomLevel = na var float nearestDoubleLevel = na var int currentDay = na // Detect significant swings only swingHigh = ta.pivothigh(high, leftBars, rightBars) swingLow = ta.pivotlow(low, leftBars, rightBars) // Track current day currentDay := dayofmonth isNewDay = currentDay != currentDay // Clear everything on new day if barstate.isfirst or isNewDay // Delete all existing lines if array.size(swingLines) > 0 for i = array.size(swingLines) - 1 to 0 line.delete(array.get(swingLines, i)) // Clear all arrays array.clear(todaySwingLevels) array.clear(swingCounts) array.clear(swingLines) array.clear(isResistance) array.clear(swingBars) // Reset flags hasDoubleTop := false hasDoubleBottom := false doubleTopLevel := na doubleBottomLevel := na nearestDoubleLevel := na // Function to find matching level within today's swings only findMatchingLevel(newLevel, isHigh) => matchIndex = -1 if array.size(todaySwingLevels) > 0 for i = 0 to array.size(todaySwingLevels) - 1 existingLevel = array.get(todaySwingLevels, i) existingIsResistance = array.get(isResistance, i) if math.abs(newLevel - existingLevel) <= tolerance and existingIsResistance == isHigh matchIndex := i break matchIndex // Process swing highs (resistance levels) - today only if not na(swingHigh) matchIndex = findMatchingLevel(swingHigh, true) if matchIndex >= 0 // Found matching resistance level newCount = array.get(swingCounts, matchIndex) + 1 array.set(swingCounts, matchIndex, newCount) // Delete old line and create new one with appropriate color line.delete(array.get(swingLines, matchIndex)) lineColor = newCount >= requiredPeaks ? color.yellow : color.red // Start line from the original swing bar, not current bar originalBar = array.get(swingBars, matchIndex) newLine = line.new(originalBar, swingHigh, bar_index + 20, swingHigh, color=lineColor, width=2, extend=extend.right) array.set(swingLines, matchIndex, newLine) // Update pattern detection if newCount >= requiredPeaks hasDoubleTop := true doubleTopLevel := swingHigh else // New resistance level - add to today's levels array.push(todaySwingLevels, swingHigh) array.push(swingCounts, 1) array.push(isResistance, true) array.push(swingBars, bar_index) // Create red horizontal line starting from swing bar newLine = line.new(bar_index, swingHigh, bar_index + 20, swingHigh, color=color.red, width=2, extend=extend.right) array.push(swingLines, newLine) // Process swing lows (support levels) - today only if not na(swingLow) matchIndex = findMatchingLevel(swingLow, false) if matchIndex >= 0 // Found matching support level newCount = array.get(swingCounts, matchIndex) + 1 array.set(swingCounts, matchIndex, newCount) // Delete old line and create new one with appropriate color line.delete(array.get(swingLines, matchIndex)) lineColor = newCount >= requiredPeaks ? color.yellow : color.green // Start line from the original swing bar, not current bar originalBar = array.get(swingBars, matchIndex) newLine = line.new(originalBar, swingLow, bar_index + 20, swingLow, color=lineColor, width=2, extend=extend.right) array.set(swingLines, matchIndex, newLine) // Update pattern detection if newCount >= requiredPeaks hasDoubleBottom := true doubleBottomLevel := swingLow else // New support level - add to today's levels array.push(todaySwingLevels, swingLow) array.push(swingCounts, 1) array.push(isResistance, false) array.push(swingBars, bar_index) // Create green horizontal line starting from swing bar newLine = line.new(bar_index, swingLow, bar_index + 20, swingLow, color=color.green, width=2, extend=extend.right) array.push(swingLines, newLine) // Remove broken levels immediately (strict enforcement) if array.size(todaySwingLevels) > 0 for i = array.size(todaySwingLevels) - 1 to 0 level = array.get(todaySwingLevels, i) isRes = array.get(isResistance, i) // Check if level is broken (even slightly) levelBroken = isRes ? close > level : close < level if levelBroken // Delete line and remove from arrays line.delete(array.get(swingLines, i)) array.remove(swingLines, i) array.remove(todaySwingLevels, i) array.remove(swingCounts, i) array.remove(isResistance, i) array.remove(swingBars, i) // Reset pattern flags if broken level was part of pattern if level == doubleTopLevel hasDoubleTop := false doubleTopLevel := na if level == doubleBottomLevel hasDoubleBottom := false doubleBottomLevel := na // Calculate pattern signal patternSignal = (hasDoubleTop or hasDoubleBottom) ? 1 : 0 // Find nearest double level (only from unbroken levels) if patternSignal == 1 if hasDoubleTop and not na(doubleTopLevel) nearestDoubleLevel := doubleTopLevel if hasDoubleBottom and not na(doubleBottomLevel) if na(nearestDoubleLevel) nearestDoubleLevel := doubleBottomLevel else nearestDoubleLevel := math.abs(close - doubleBottomLevel) < math.abs(close - nearestDoubleLevel) ? doubleBottomLevel : nearestDoubleLevel else nearestDoubleLevel := na // Distance calculation atr = ta.atr(atrLength) distanceNormalizedATR = not na(nearestDoubleLevel) and not na(atr) and atr > 0 ? math.abs(close - nearestDoubleLevel) / atr : na // Outputs (minimal plotting) plot(patternSignal, title="Pattern Signal", color=patternSignal == 1 ? color.purple : na, style=plot.style_circles) plot(nearestDoubleLevel, title="Nearest Double Level Price", color=color.orange) plot(distanceNormalizedATR, title="Normalized Distance (ATR)", color=color.blue) // Background highlight for pattern bgcolor(patternSignal == 1 ? color.new(color.purple, 80) : na) // Alert for pattern detection if patternSignal == 1 and barstate.isconfirmed alert("Double Pattern detected on " + syminfo.ticker + " at " + str.tostring(close), alert.freq_once_per_bar_close) // Clean information table if barstate.islast var table infoTable = table.new(position.top_right, 2, 4, bgcolor=color.new(color.black, 70)) table.cell(infoTable, 0, 0, "Pattern:", bgcolor=color.new(color.gray, 50), text_color=color.white) table.cell(infoTable, 1, 0, str.tostring(patternSignal), bgcolor=patternSignal == 1 ? color.new(color.purple, 50) : color.new(color.gray, 50), text_color=color.white) table.cell(infoTable, 0, 1, "Level:", bgcolor=color.new(color.gray, 50), text_color=color.white) table.cell(infoTable, 1, 1, str.tostring(nearestDoubleLevel, "#.####"), bgcolor=color.new(color.orange, 50), text_color=color.white) table.cell(infoTable, 0, 2, "Unbroken Swings:", bgcolor=color.new(color.gray, 50), text_color=color.white) table.cell(infoTable, 1, 2, str.tostring(array.size(todaySwingLevels)), bgcolor=color.new(color.gray, 50), text_color=color.white) // Count double levels doubleCount = 0 if array.size(swingCounts) > 0 for i = 0 to array.size(swingCounts) - 1 if array.get(swingCounts, i) >= requiredPeaks doubleCount += 1 table.cell(infoTable, 0, 3, "Double Levels:", bgcolor=color.new(color.gray, 50), text_color=color.white) table.cell(infoTable, 1, 3, str.tostring(doubleCount), bgcolor=color.new(color.yellow, 50), text_color=color.black)
Indicador Pine Script®
por qwccvsgm
Double Top/Bottom Screener - Today Only V4//@version=6 indicator("Double Top/Bottom Screener - Today Only", overlay=true, max_lines_count=500) // Inputs leftBars = input.int(5, "Left Bars") rightBars = input.int(5, "Right Bars") tolerance = input.float(0.02, "Max Difference (e.g., 0.02 for 2 cents)", step=0.01) atrLength = input.int(14, "ATR Length for Normalized Distance", minval=1) requiredPeaks = input.int(3, "Required Identical Peaks", minval=2, maxval=5) // Declarations of persistent variables and arrays var array resistanceLevels = array.new(0) var array resistanceCounts = array.new(0) var array supportLevels = array.new(0) var array supportCounts = array.new(0) var array resLines = array.new(0) var array supLines = array.new(0) var bool hasDoubleTop = false var bool hasDoubleBottom = false var float doubleTopLevel = na var float doubleBottomLevel = na var int todayStart = na var float nearestDoubleLevel = na // Explicitly declared as na by default // Step 1: Identify Swing Highs/Lows swingHigh = ta.pivothigh(high, leftBars, rightBars) swingLow = ta.pivotlow(low, leftBars, rightBars) // Today's premarket start (04:00 AM ET) todayStart := timestamp(syminfo.timezone, year, month, dayofmonth, 4, 0, 0) // Clear arrays and delete lines on the first bar or new day if barstate.isfirst or (dayofmonth != dayofmonth and time >= todayStart) // Delete all existing lines only if arrays are not empty if array.size(resLines) > 0 for i = array.size(resLines) - 1 to 0 line.delete(array.get(resLines, i)) if array.size(supLines) > 0 for i = array.size(supLines) - 1 to 0 line.delete(array.get(supLines, i)) // Clear arrays array.clear(resistanceLevels) array.clear(supportLevels) array.clear(resistanceCounts) array.clear(supportCounts) array.clear(resLines) array.clear(supLines) // Reset flags and levels hasDoubleTop := false hasDoubleBottom := false doubleTopLevel := na doubleBottomLevel := na nearestDoubleLevel := na // Ensure reset on new day // Add new swings only if today and after premarket if not na(swingHigh) and time >= todayStart and dayofmonth == dayofmonth bool isEqualHigh = false int peakIndex = -1 float prevLevel = na if array.size(resistanceLevels) > 0 for i = 0 to array.size(resistanceLevels) - 1 prevLevel := array.get(resistanceLevels, i) if math.abs(swingHigh - prevLevel) <= tolerance isEqualHigh := true peakIndex := i break if isEqualHigh and peakIndex >= 0 array.set(resistanceCounts, peakIndex, array.get(resistanceCounts, peakIndex) + 1) if array.get(resistanceCounts, peakIndex) == requiredPeaks hasDoubleTop := true doubleTopLevel := prevLevel else array.push(resistanceLevels, swingHigh) array.push(resistanceCounts, 1) line newResLine = line.new(bar_index - rightBars, swingHigh, bar_index, swingHigh, color=color.red, width=2, extend=extend.none) array.push(resLines, newResLine) if not na(swingLow) and time >= todayStart and dayofmonth == dayofmonth bool isEqualLow = false int peakIndex = -1 float prevLevel = na if array.size(supportLevels) > 0 for i = 0 to array.size(supportLevels) - 1 prevLevel := array.get(supportLevels, i) if math.abs(swingLow - prevLevel) <= tolerance isEqualLow := true peakIndex := i break if isEqualLow and peakIndex >= 0 array.set(supportCounts, peakIndex, array.get(supportCounts, peakIndex) + 1) if array.get(supportCounts, peakIndex) == requiredPeaks hasDoubleBottom := true doubleBottomLevel := prevLevel else array.push(supportLevels, swingLow) array.push(supportCounts, 1) line newSupLine = line.new(bar_index - rightBars, swingLow, bar_index, swingLow, color=color.green, width=2, extend=extend.none) array.push(supLines, newSupLine) // Monitor and remove broken levels/lines; reset pattern if the equal level breaks if array.size(resistanceLevels) > 0 for i = array.size(resistanceLevels) - 1 to 0 float level = array.get(resistanceLevels, i) if close > level line.delete(array.get(resLines, i)) array.remove(resLines, i) array.remove(resistanceLevels, i) array.remove(resistanceCounts, i) if level == doubleTopLevel hasDoubleTop := false doubleTopLevel := na nearestDoubleLevel := na // Reset if level breaks if array.size(supportLevels) > 0 for i = array.size(supportLevels) - 1 to 0 float level = array.get(supportLevels, i) if close < level line.delete(array.get(supLines, i)) array.remove(supLines, i) array.remove(supportLevels, i) array.remove(supportCounts, i) if level == doubleBottomLevel hasDoubleBottom := false doubleBottomLevel := na nearestDoubleLevel := na // Reset if level breaks // Limit arrays (after removals) if array.size(resistanceLevels) > 10 line oldLine = array.shift(resLines) line.delete(oldLine) array.shift(resistanceLevels) array.shift(resistanceCounts) if array.size(supportLevels) > 10 line oldLine = array.shift(supLines) line.delete(oldLine) array.shift(supportLevels) array.shift(supportCounts) // Pattern Signal: 1 only if the exact required number of peaks is met patternSignal = (hasDoubleTop or hasDoubleBottom) ? 1 : 0 // New: Nearest Double Level Price - Only update if pattern is active today and on current day if time >= todayStart and dayofmonth == dayofmonth // Restrict to today if patternSignal == 1 // Only set if pattern is active if hasDoubleTop and not na(doubleTopLevel) nearestDoubleLevel := doubleTopLevel if hasDoubleBottom and not na(doubleBottomLevel) nearestDoubleLevel := na(nearestDoubleLevel) ? doubleBottomLevel : (math.abs(close - doubleBottomLevel) < math.abs(close - nearestDoubleLevel) ? doubleBottomLevel : nearestDoubleLevel) else nearestDoubleLevel := na // Reset to na if no pattern today else nearestDoubleLevel := na // Reset for all historical bars // New: Distance to Nearest Level (using ATR for normalization) var float atr = ta.atr(atrLength) var float distanceNormalizedATR = na if not na(nearestDoubleLevel) and not na(atr) and atr > 0 distanceNormalizedATR := math.abs(close - nearestDoubleLevel) / atr // Outputs plot(patternSignal, title="Pattern Signal", color=patternSignal == 1 ? color.purple : na, style=plot.style_circles) plot(nearestDoubleLevel, title="Nearest Double Level Price", color=color.orange) plot(distanceNormalizedATR, title="Normalized Distance (ATR)", color=color.green) bgcolor(patternSignal == 1 ? color.new(color.purple, 80) : na) if patternSignal == 1 and barstate.isconfirmed alert("Double Pattern detected on " + syminfo.ticker + " at " + str.tostring(close), alert.freq_once_per_bar_close) if barstate.islast var table infoTable = table.new(position.top_right, 1, 3, bgcolor=color.new(color.black, 50)) table.cell(infoTable, 0, 0, "Pattern: " + str.tostring(patternSignal), bgcolor=patternSignal == 1 ? color.purple : color.gray) table.cell(infoTable, 0, 1, "Level: " + str.tostring(nearestDoubleLevel, "#.##"), bgcolor=color.orange) table.cell(infoTable, 0, 2, "ATR Dist: " + str.tostring(distanceNormalizedATR, "#.##"), bgcolor=color.green)
Indicador Pine Script®
por qwccvsgm
Multi-Asset Arbitrage CalculatorMulti-Asset Arbitrage Calculator 📊 Overview A comprehensive Pine Script indicator designed to identify and monitor arbitrage opportunities across multiple trading pairs in real-time. This tool calculates potential profit percentages from various transaction paths while accounting for trading fees and market inefficiencies. 🎯 Purpose - Arbitrage Detection : Automatically identifies price discrepancies between related trading pairs - Multi-Path Analysis : Supports up to 10 simultaneous arbitrage loops with different transaction sequences - Fee Integration : Incorporates comprehensive fee structures for realistic profit calculations - Real-Time Monitoring : Provides continuous monitoring with customizable alert thresholds 🚀 Key Features Flexible Transaction Paths - Triangular Arbitrage : A→B→C→A patterns for three-asset opportunities - Direct Pairs : Simple A→B conversions - Reverse Paths : Inverse transaction sequences - Custom Routing : Multiple path options for diverse market scenarios Comprehensive Fee Structure - Start/End transaction fees - Deposit/Withdrawal fees - Inter-asset conversion fees - Configurable percentage-based calculations Professional Tools - Moving Average Smoothing: Reduces noise with configurable MA periods - Alert System : Individual and combined alert conditions - Weekend Detection : Visual highlighting for market hours - Clean Interface : Organized input groups for easy configuration 📋 Supported Transaction Types 1. `A→B→C→A` - Standard triangular arbitrage 2. `B→A→C→A` - Reverse entry triangular 3. `A→B→A→C` - Split conversion path 4. `A→C→B→A` - Alternative triangular route 5. `A→C→A→B` - Modified split path 6. `A→B` - Direct pair conversion 7. `A→B (Inverse)` - Inverse direct conversion 8. `B→A (Inverse)` - Reverse inverse conversion 🛠️ Configuration Options General Settings - Alert threshold percentage - Moving average period - Enable/disable individual loops Per Loop Settings - Transaction path selection - Three symbol inputs (A, B, C) - Six fee parameters (Start, Deposit, Step1, Step2, End, Withdraw) - Individual on/off controls 📈 Use Cases - Cross-Exchange Arbitrage : Identify price differences between exchanges - Currency Triangulation : Find inefficiencies in forex/crypto triangular paths - Fee Analysis : Understand the impact of trading costs on profitability - Market Research : Study price relationships and correlations ⚙️ Technical Specifications - Pine Script Version : v6 - Chart Type : Oscillator (overlay=false) - Data Source : Real-time price feeds via TradingView - Calculations : Percentage-based profit/loss with fee adjustments - Alerts : TradingView alert system integration 📊 Visual Elements - Clean Charts : Plots hidden by default for uncluttered interface - Weekend Highlighting : Yellow background during market closures - Color Coding : Distinct colors for each arbitrage loop - MA Overlay : Optional moving average display 🔧 Installation & Setup 1. Add indicator to TradingView chart 2. Configure desired number of arbitrage loops 3. Set symbol pairs for each active loop 4. Adjust fee parameters based on your broker/exchange 5. Set alert threshold percentage 6. Enable alerts for desired loops ⚠️ Important Notes - Real-time Data : Requires live market data for accurate calculations - Fee Accuracy : Ensure fee parameters match your actual trading costs - Market Hours : Consider exchange operating hours and liquidity - Risk Management : This is an analysis tool, not investment advice
Indicador Pine Script®
por UnrektFUD