HLC3This is a script I wrote years ago. Some people prefer a line instead of candles, the standard tradingview line is too simple, so I copied the line from bitcoinity.org. I added heiken ashi colors to it as well. If you don't want that you can configure that in the options, you get a yellow line instead. You can also configure the source there, you do not have to use hlc3.
Pesquisar nos scripts por "bitcoin"
BITFINEX BTCUSD shorts vs longsA simple script to get an RSI of BTCUSD SHORTS and LONGS on Bitfinex.
(Forked from an open sourced script)
Moving Average Price MultipleAuthor: Preston Pysh & Trace Mayer
Visit www.MayerMultiple.com to see current charts & explanation
Listen to Preston's Podcast: www.theinvestorspodcast.com
Follow Preston on Twitter: twitter.com
This indicator calculate the Price Multiple from Current Close Price vs 200 Day Moving Average.
Based on Preston's article:
+ The average Mayer Multiple is 1.44 for the history of Bitcoin.
+ Safe Buying Threshold is 2.4
rem sim v0.1every alt-coin has similarity.
cause of bitcoin.
always i want to delete that similarity and read the true(?) value of each coin.
and i made some script for that, but not good enough.
this one is different.
Rem Sim (rs) removes the similarity very effectively.
it make avg WaveTrend from nxt, strat, steem, ...
and that is the similarity
and it show true(?) WaveTrend without similarity.
so if the alt-coin move like other alt-coin, the WT almost 0.
sorry my bad english.
if you dont understand my english. just look at that chart.
also you can see source code.
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대부분의 알트가 어느정도 비슷한 차트를 가지는데, 그 유사성을 제거하면 어떤 모양인지 궁금해서 만들었어요.
전에 만들었던 비트코인의 영향력을 제거해주는 아이디어는 실제론 별 효용이 없는데 이건 좀 쓸만해보이네요.
웨이브트렌드의 모양으로 보여줍니다.
UCS Squeeze Momentum Overlay with AlertsAll credit to the great ucsgears. His original indicator is on this page:
I just remixed the visuals and added alerts when price is released from the squeeze. I find it works well on lower timeframes for Forex and Bitcoin. Suggestions for other instruments and timeframes are welcome! When adding alerts use 'On Condition' to get the fastest alerts.
Best used in conjunction with the USC_SQZ_Opt Ooscillator from this page:
Possibly useful tip: the squeeze code here is great for identifying ranging markets, and can be used with other indicators to stop alerts firing in choppy markets.
MAGNUS® CyclesThis indicator will help you if you struggle making any profit in bitcoin.
It generates very few signals with very nice profit potential ( around 100% this year ! ).
Perfect tool for longterm swing traders and new traders that need help figuring out the midterm trend.
Use it with these parameters only:
weekly: 13, 5, 12
daily: 92, 21, 96
Master Strategy: BTC W1 Mean Reversion [Institutional SOP]Overview This is an institutional-grade Mean Reversion and Range Rotation strategy designed specifically for Bitcoin (BTC/USDT) Perpetual Futures. It operates on the philosophy that liquidity resides at the extremes of the previous week's range (Previous Week High/Low). The strategy looks for false breakouts (Sweeps) followed by a confirmed return to the range (Reclaim), targeting the weekly equilibrium (EQ).
Core Logic: The Deviation Play Unlike standard breakout strategies, this indicator hunts for trapped liquidity.
Weekly Levels (Fixed): It calculates PWH (Previous Week High) and PWL (Previous Week Low) based on confirmed, closed weekly data. These levels act as the "Box" for the current week.
The Sweep: We wait for price to pierce the PWH or PWL (taking liquidity/stops). The script uses a dynamic ATR-based threshold to filter out noise (micro-pokes).
The Reclaim (4H Close): A signal is generated ONLY if a 4H candle closes back inside the weekly range shortly after the sweep. This confirms rejection of higher/lower prices.
The Entry: The script suggests a Limit Order at the retested level (PWH/PWL) to maximize R:R.
Institutional Quality Filters ("Kill Switches") To prevent trading in unfavorable conditions, the script includes strict SOP (Standard Operating Procedure) filters:
Trend Filter (ADX): Blocks mean reversion signals if the daily trend is too strong (ADX > 25).
Expansion Filter: Blocks signals if price accepted levels outside the range for too long (prevents fighting a true breakout).
Weekly Range Filter: Filters out weeks that are statistically too tight (chop) or too wide (expansion).
Time Filter: A reclaim must happen within a set number of 4H bars after the sweep (default: 3).
Key Features
Zero Repainting: Logic is based strictly on closed candles ( , , ).
State Machine Logic: Uses internal memory to track sweeps regardless of chart timeframe glitches.
Operational Dashboard: Displays current status, countdown to next decision candle (4H close), and exact parameters for the last valid signal (Entry, SL, TP).
Unified Alerting: A single "Any function call" alert handles both Long and Short scenarios dynamically.
Clean Visuals: Levels are plotted with line breaks to avoid visual clutter between weeks.
How to Use
Timeframe: Set your chart to 4H. This is crucial as the logic relies on 4H closes.
Signals: Wait for the "4H RECLAIM" label.
Execution: Place a Limit Order at the suggested Level (PWH/PWL).
Stop Loss: Use the calculated SL provided by the indicator (Swing extreme + ATR buffer).
Target: TP1 is always the EQ (Equilibrium/Mid-range).
ETH Dynamic Risk Strategy# ETH Dynamic Risk Strategy - Publication Description
## Overview
The ETH Dynamic Risk Strategy is a systematic approach to accumulating Ethereum during bear markets and distributing during bull markets. It combines multiple risk indicators into a single composite metric (0-1 scale) that identifies optimal buying and selling zones based on market conditions.
## Key Features
• **Multi-Component Risk Metric**: Combines 4 weighted indicators to assess market conditions
• **Tiered Buy/Sell System**: 3 levels of buy signals (L1, L2, L3) and 3 levels of sell signals based on risk thresholds
• **Configurable Filters**: Optional buy filters to reduce signal frequency by 30-50%
• **Visual Risk Zones**: Color-coded risk metric plot with clear threshold lines
• **Comprehensive Dashboard**: Real-time statistics including position size, P/L, and component scores
## How It Works
### Risk Components (Configurable Weights)
1. **Log Return from ATH** (Default: 35%)
- Tracks drawdown from all-time high over lookback period
- Deep drawdowns (-70% to -90%) = low risk / buying opportunity
- Near ATH (0% to -20%) = high risk / selling opportunity
2. **ETH/BTC Ratio** (Default: 25%)
- Measures ETH strength relative to Bitcoin
- Below historical average = ETH undervalued = low risk
- Above historical average = ETH overvalued = high risk
3. **Volatility Regime** (Default: 20%)
- Compares current volatility to long-term average
- Compressed volatility at lows = opportunity
- Expanded volatility at highs = danger
4. **Trend Strength** (Default: 20%)
- Uses multiple EMA alignment and slope analysis
- Strong downtrends = low risk scores
- Strong uptrends = high risk scores
### Trading Logic
**Buy Signals:**
- L1: Risk ≤ 0.30 → Buy $100 (default)
- L2: Risk ≤ 0.20 → Buy $250 total
- L3: Risk ≤ 0.10 → Buy $450 total
**Sell Signals (Sequential):**
- L1: Risk ≥ 0.75 → Sell 25% of position
- L2: Risk ≥ 0.85 → Sell 35% of remaining
- L3: Risk ≥ 0.95 → Sell 40% of remaining
**Buy Filters (Optional):**
- Minimum days between buys (prevents clustering)
- Minimum risk drop required (ensures falling risk)
- Toggle on/off to compare performance
## Settings Guide
### Risk Components
Toggle individual components on/off and adjust their weights. Total weight is automatically normalized. Experiment with different combinations to match your market view.
### Advanced Settings
- ATH Lookback: How far back to look for all-time highs (500-2000 recommended)
- Volatility Period: Window for volatility calculations (40-100 recommended)
- ETH/BTC MA Period: Moving average for ratio comparison (100-300 recommended)
- Trend Period: Base period for trend calculations (50-150 recommended)
### Trading Thresholds
Customize buy/sell trigger points and position sizes. Lower buy thresholds = more aggressive accumulation. Higher sell thresholds = holding longer into bull markets.
### Buy Filters
- Enable/disable filtering system
- Min Days Between Buys: Spacing between purchases (1-3 recommended)
- Min Risk Drop: How much risk must fall (-0.001 to -0.01 range)
## Best Practices
• **Timeframe**: Works best on daily (1D) and 3-day (3D) charts
• **Initial Capital**: Set based on your DCA budget (default $10,000)
• **Backtest First**: Test different parameter combinations on historical data
• **Position Sizing**: Adjust buy amounts to match your risk tolerance
• **Monitor Filters**: Check "Filtered Buys" stat to ensure filter isn't too strict
## Use Cases
- Long-term ETH accumulation strategy
- Systematic DCA with market-adaptive buying
- Risk-based portfolio rebalancing
- Educational tool for understanding crypto market cycles
## Disclaimer
This strategy is for educational purposes only. Past performance does not guarantee future results. Cryptocurrency trading involves substantial risk. The strategy uses historical price action and technical indicators which may not predict future movements. Always do your own research and never invest more than you can afford to lose.
## Credits
Strategy concept and development by nakphanan with assistance from Claude AI (Anthropic). Built using Pine Script v5....Mostly from Claude AI!!!
## Version History
v7.0 - Initial release with 4-component risk metric, tiered trading system, and optional buy filters
Round Level Pro Stats
Here is a professional English description of your indicator, which you can use for your own records or if you ever want to share it on the TradingView Community Scripts:
Indicator Name: Dynamic Round Levels & Historical Strength Grid
Overview
This indicator is a sophisticated technical analysis tool designed to identify and evaluate "Round Number" psychological levels (e.g., 1.17100, 1.17200, 1.17300). Unlike a static grid, this tool actively scans historical data to provide a "Strength Score" for each level, helping traders distinguish between minor price points and significant historical reaction zones.
Key Features
Automated Price Grid: Generates a clean, horizontal grid based on user-defined price intervals (Steps). Perfect for Forex (0.001 pips), Stocks, or Crypto.
Historical Strength Engine: Analyzes up to 5,000 historical bars to calculate how "respected" a price level is.
The "3-Candle Confirmation" Logic: A level's strength is only increased if the price touches the line and successfully reverses/bounces, staying on the same side for at least 3 subsequent candles.
Smart Visual Coding:
Green (High Strength): Levels with >60% historical reversal success.
Orange (Medium Strength): Levels with 35%–60% success.
Red (Low Strength): Levels frequently breached without reaction.
Pro HUD Display: Bold percentage labels are positioned at the far right of the chart (near the price scale) to keep the main trading area clutter-free.
How to Use
Set your Step: For Forex, use 0.001 to see 10-pip increments. For Bitcoin or Gold, use 10 or 100.
Lookback Period: Adjust the history scan (up to 5,000 bars) to match your trading timeframe.
Identify Support/Resistance: Look for Green % STR labels. These represent "Round Numbers" that have acted as strong barriers in the past, offering higher-probability entry or exit points.
Technical Summary for Pine Script
Language: Pine Script v5
Max Lines/Labels: 500 (Optimized for performance)
Placement: Far-right margin alignment using bar_index offsets.
QuantLabs MASM Correlation TableThe Market is a graph. See the flows:
The QuantLabs MASM is not a standard correlation table. It is an Alpha-Grade Scanner architected to reveal the hidden "hydraulic" relationships between global macro assets in real-time.
Rebuilt from the ground up for Version 3, this engine pushes the absolute limits of the Pine Script™ runtime. It utilizes a proprietary Logarithmic Math Engine, Symmetric Compute Optimization, and a futuristic "Ghost Mode" interface to deliver a 15x15 real-time correlation matrix with zero lag.
Under the Hood: The Quant Architecture
We stripped away standard libraries to build a lean, high-performance engine designed for institutional-grade accuracy.
1. Alpha Math Engine (Logarithmic Returns) Most tools calculate correlation based on Price, which generates spurious signals (e.g., "Everything is correlated in a bull run").
The Solution: Our engine computes Logarithmic Returns (log(close/close )) by default. This measures the correlation of change (Velocity & Vector), not price levels.
The Result: A mathematically rigorous view of statistical relationships that filters out the noise of general market drift.
Dual-Core: Toggle seamlessly between "Alpha Mode" (Log Returns) for verified stats and "Visual Mode" (Price) for trend alignment.
Calculation Modes: Pearson (Standard), Euclidean (Distance), Cosine (Vector), Manhattan (Grid).
2. Symmetric Compute Optimization Calculating a 15x15 matrix requires evaluating 225 unique relationships per bar, which often crashes memory limits.
The Fix: The V3 Engine utilizes Symmetric Logic, recognizing that Correlation(A, B) == Correlation(B, A).
The Gain: By computing only the lower triangle of the matrix and mirroring pointers to the upper triangle, we reduced computational load by 50%, ensuring a lightning-fast data feed even on lower timeframes.
3. Context-Aware "Ghost Mode" The UI is designed for professional traders who need focus, not clutter.
Smart Detection: The matrix automatically detects your current chart's Ticker ID. If you are trading QQQ, the matrix will visually highlight the Nas100 row and column, making them opaque and bright while dimming the rest.
Dynamic Transparency: Irrelevant data ("Noise" < 0.3 correlation) fades into the background. Only significant "Alpha Signals" (> 0.7) glow with full Neon Saturation.
Key Features
Dominant Flow Scanner: The matrix scans all 105 unique pairs every tick and prints the #1 Strongest Correlation at the bottom of the pane (e.g., DOMINANT FLOW: Bitcoin ↔ Nas100 ).
Streak Counter: A "Stubbornness" metric that tracks how many consecutive days a strong correlation has persisted. Instantly identify if a move is a "flash event" or a "structural trend."
Neon Palette: Proprietary color mapping using Electric Blue (+1.0) for lockstep correlation and Deep Red (-1.0) for inverse hedging.
Usage Guide
Placement: Best viewed in a bottom pane (Footer).
Assets: Pre-loaded with the Essential 15 Macro Drivers (Indices, BTC, Gold, Oil, Rates, FX, Key Sectors). Fully editable via settings (Ticker|Name).
Reading the Grid:
🔵 Bright Blue: Assets moving in lockstep (Risk-On).
🔴 Bright Red: Assets moving perfectly opposite (Hedge/Risk-Off).
⚫ Faded/Black: No statistical relationship (Decoupled).
Key Improvements Made:
Formatting: Added clear bullet points and bolding to make it scannable.
Clarity: Clarified the "Logarithmic Returns" section to explain why it matters (Velocity vs. Price Levels).
Tone: Maintained the "high-tech/quant" vibe but removed slightly clunky phrases like "spurious signals" (unless you prefer that academic tone, in which case I left it in as it fits the persona).
Structure: Grouped the "Modes" under the Math Engine for better logic.
Created and designed by QuantLabs
Drawdown % + STD Bands: Log-Scale Macro ToolDrawdown % + STD Bands: Log-Scale Macro ToolDescription: The exact indicator big-macro accounts use: tracks real-time drawdown from the rolling 252-period peak, then plots -1σ (blue) and -2σ (orange) bands on a clean percent scale. Built for weekly charts-shows if a stock, index, or crypto is statistically cheap (hit -1σ) or generational-buy territory (-2σ). Works flawlessly on SPX, Nasdaq, Bitcoin, Gold, Tesla... anything. How to Use (read it aloud like a voice memo): 1. Slap this under any chart, set to weekly timeframe . 2. Flip the price pane to log scale -zero negotiations. 3. Watch the thick red line: • Hovering 0 %? Bullish noise, chill. • Kissing blue (-10 % to -25 %)? Start loading-happens every 1-2 years. • Touching orange (-30 %+)? Panic sale finished. Buy like rent money's burning a hole. 4. Zoom out five-ten years; monthly works too if you want lazy vibes. Daily? Trash-too twitchy. Pro tip: Name your watchlist Panic Plays, drop this in, and ping me when MELI or GOOGL hits orange. I'll confirm if it's actually stupid-cheap.
Crypto Flow Index (CFI) - RS vs BTC/ETH ---
Crypto Flow Index, CFI
Crypto Flow Index, CFI, measures relative strength between an asset and Bitcoin or Ethereum.
You use CFI to judge whether capital favors your asset or the benchmark.
CFI does not give entry or exit signals.
You use CFI as a bias and context tool.
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What CFI measures
Relative strength money flow on the BASE/BTC or BASE/ETH pair.
Volume weighted pressure, not price alone.
Momentum blended into flow to smooth rotations.
Optional USD trend filter using fast and slow EMAs.
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How to read CFI
Above 50 means relative strength favors the asset.
Below 50 means relative strength favors BTC or ETH.
Rising CFI shows strengthening relative demand.
Falling CFI shows weakening relative demand.
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Histogram
Green bars show positive relative flow.
Red bars show negative relative flow.
Larger bars signal stronger pressure.
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Bias ribbon
Green ribbon shows bullish relative bias.
Red ribbon shows bearish relative bias.
Gray ribbon shows transition or balance.
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How to use CFI
Favor long trades when CFI stays above 50.
Avoid longs when price rises but CFI falls.
Spot rotations before price reacts.
Combine with structure, entries, and risk rules.
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Important limits
CFI compares assets only to BTC or ETH.
CFI does not represent the entire crypto market.
USD price and relative strength often diverge.
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Core question CFI answers
Is your asset gaining or losing strength versus Bitcoin or Ethereum.
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Quant VWAP System 3.8 This is the lower-indicator companion to the "Quant VWAP System." While the main chart tells you where the price is, this oscillator tells you how statistically significant the move is.
It uses a Z-Score algorithm to normalize price action. This means it ignores dollar amounts and instead measures how many Standard Deviations (SD) the price is away from its mean (VWAP). This allows you to instantly spot "Overbought" or "Oversold" conditions on any asset (Bitcoin, Forex, or Stocks) without needing to guess.
Key Features:
1. Normalized Extremes (The "Kill Zones")
±2.0 SD: These dotted lines represent statistical extremes. When the signal line crosses above +2.0, the asset is mathematically expensive (Overbought). When it crosses below -2.0, it is mathematically cheap (Oversold).
The Logic: Price rarely sustains movement beyond 2 Standard Deviations without a reversion or a pause.
2. The Squeeze Radar (Yellow Dots)
Volatility Detection: A row of Yellow Dots appearing on the center line indicates a "Squeeze."
What it means: The Standard Deviation bands are compressing. Energy is building.
Warning: DO NOT trade Mean Reversion when you see Yellow Dots. A squeeze often leads to a violent breakout. Wait for the dots to disappear to confirm the direction of the explosion.
3. Momentum Coloring
Green Line: Z-Score is rising (Bullish Momentum).
Red Line: Z-Score is falling (Bearish Momentum).
This helps you spot divergences (e.g., Price makes a Higher High, but the Oscillator makes a Lower High = Exhaustion).
How to Trade with It
Strategy A: The "Zero Bounce" (Trend Continuation)
Scenario: You are in a Bull Trend.
Signal: The Oscillator line pulls back to the Zero Line (White), turns Green, and curls upward.
Meaning: Price has tested the average (VWAP) and buyers have stepped in. This is a high-probability entry for trend continuation.
Strategy B: The "Extreme Fade" (Reversion)
Scenario: The Oscillator pushes deep into the Red Zone (+2.0 SD).
Signal: The line turns Red and crosses back down below the +2.0 dotted line. A small Red Triangle will appear.
Meaning: The statistical extension has failed, and price is likely snapping back to the mean.
Strategy C: Squeeze Breakout
Scenario: Yellow Dots appear on the center line.
Action: Stop trading. Wait.
Signal: The dots disappear, and the line shoots aggressively through +1.0 SD (Long) or -1.0 SD (Short). Ride the momentum.
Statistical Deviation per AssetINDICATOR: STATISTICAL DEVIATION PER ASSET (SDPA)
1. Overview
The Statistical Deviation per Asset (SDPA) is a quantitative analysis tool designed to measure the strength and exhaustion of price movements. Unlike standard oscillators (like RSI ), the SDPA calculates the actual percentage deviation from the most recent pivot point (High or Low) and compares it against historical performance averages specific to each asset.
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2. Core Logic & Calculation
The script operates on a Mean Reversion principle. It assumes that every asset (Gold, Bitcoin, Ethereum, etc.) has a unique "volatility signature" depending on the timeframe.
* Dynamic Pivot Detection : The indicator identifies recent Swing Highs and Swing Lows using an adaptive lookback period.
* Real-Time Return Calculation : Once a pivot is confirmed, the script calculates the real-time percentage gain (from a Low) or loss (from a High).
* Zero-Indexed Histogram : This return is plotted as an oscillator centered around a Zero Line , representing the current trend's progress since the last reversal.
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3. Adaptive Intelligence (Multi-Asset & Multi-TF)
The SDPA is pre-loaded with a statistical database. It automatically adjusts its sensitivity and thresholds based on:
1. The Selected Asset : Whether trading XAUUSD , Bitcoin , or Solana , the deviation thresholds adapt to the specific volatility of that instrument.
2. The Timeframe (TF) : The calculation period ( period ) and performance targets ( hausse_perf / baisse_perf ) change dynamically. For example, a 1-minute scalping setup uses a longer lookback (200) compared to a Daily swing setup (10).
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4. Visual Anatomy
The interface is designed for instant "at-a-glance" interpretation:
* The Histogram :
* Green : Price is trending up since the last Swing Low .
* Red : Price is trending down since the last Swing High .
* Threshold Lines (The Statistical Averages) :
* Thick Line (60% Opacity) : Represents the Average Historical Deviation . When the histogram hits this line, the move is considered "statistically mature."
* Thin Line (70% Opacity) : Represents the Strong Deviation Zone (1.5x the average), indicating extreme momentum or potential exhaustion.
* Background Highlighting : The chart background colors automatically when the price exceeds historical averages, signaling a High-Probability Reversal Zone .
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5. How to Trade with SDPA
* Trend Maturity : If the histogram exceeds the Bullish Average (Green line), the current move has reached its typical historical limit. Traders should look for take-profit opportunities or wait for a reversal.
* Impulse Strength : A rapid move from the Zero Line toward the thresholds confirms strong institutional interest.
* Mean Reversion : When the histogram reaches the Strong Zone (1.5x), the price is "overextended" statistically, offering a high reward-to-risk ratio for counter-trend setups.
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6. Technical Parameters
* Asset Choice : Dropdown menu to select the specific asset.
* Colors : Customizable Bullish and Bearish colors to match any UI theme.
* Precision : Set to 4 decimal places to ensure accuracy across all asset types.
Scanner Pro MTF v9.3Manual Script Trading Scanner Pro MTF v9.3
How to Interpret Your New Tool
• Total Alignment (The Holy Grail): When you see the chart turn green (LONG) from 15m to D1, it's a high-probability signal that the cycle's bottom has been confirmed.
• Inside Bars (Yellow Dots): When they appear near a support level, they indicate indecision. If the next candle breaks upwards with high volume ('V' on the chart), it's your entry confirmation.
Here's an explanation of the symbols:
1. The Fuchsia Diamond (The "Little Squares")
This symbol represents a Squeeze (Volatility Compression).
• What it means: It appears when the Bollinger Bands move inside the Keltner Channels.
• Interpretation: It indicates that the market is in a period of extreme calm or accumulation. Historically, after a "Squeeze," an explosive price movement occurs.
• Use in your Roadmap: If Bitcoin reaches $59,000 and these fuchsia diamonds start appearing, get ready: the market is building energy for the next big surge.
2. The White "V" (Unusual Volume)
This signal appears at the top of the chart when there is a spike in volume.
• What it means: It is activated when the volume of the current candle is 50% higher than the average of the last 20 candles (volume > ta.sma(volume, 20) * 1.5).
• Interpretation: It confirms the intention. A breakout from support or resistance with a "V" is much more reliable than one without volume.
• Use in your Roadmap: If you see a strong green candle bouncing off a support level with a "V" above it, it's a sign that institutions ("Smart Money") are buying.
3. The Yellow Circle (Inside Bar)
This symbol appears above candles that are "trapped" within the range of the previous candle.
• What it means: The high of the candle is lower than the previous one, and its low is higher than the previous one.
• Interpretation: It is a sign of pause and indecision. The market is compressing the price into a narrow range.
• Strategy: Often, the price breaks out strongly after an Inside Bar. It's like a spring being compressed.
________________________________________
Trading Summary:
• Ideal Buy Signal: Price near support + Fuchsia Diamond (Squeeze) + Yellow Circle (Inside Bar) + Bullish breakout with a "V" (Volume).
• Confirmation: All of the above occurs while the chart in row D1 or H4 changes to LONG (Green).
• Ideal Sell Signal: Price near resistance + Fuchsia Diamond (Squeeze) + Yellow Circle (Inside Bar) + Bearish breakout with a "V" (Volume).
• Confirmation: All of the above occurs while the chart in row D1 or H4 changes to SHORT (Red).
BTC - AXIS: Coppock + Williams %R CompositeTitle: BTC - AXIS: Coppock + Williams %R Composite | RM
Overview & Philosophy
AXIS (Advanced X-Momentum Intensity Score) is a specialized momentum composite designed to identify market structural shifts. In physics, an axis is the central line around which a body rotates; in this indicator, the Zero-Baseline acts as the AXIS for capital flow.
By fusing a slow-moving momentum engine ( Coppock Curve ) with a high-sensitivity tactical oscillator ( Williams %R ), this tool filters out the "market noise" that leads to overtrading and focuses on the high-conviction "Trend-Aligned Dips."
Methodology
Most indicators either suffer from too much lag (Moving Averages) or too much noise (Standard RSI). AXIS solves this through "Speed-Balanced Normalization."
1. Macro Engine (Coppock Curve): Named after Edwin Coppock, this component identifies major market bottoms by smoothing two separate Rates of Change (RoC). It is your structural compass.
2. Tactical Trigger (Williams %R): Created by Larry Williams, this measures the current close relative to the High-Low range.
• Re-centered Logic: Standard Williams %R oscillates between 0 and -100. Here, this is re-centered to oscillate around zero, ensuring it interacts mathematically correctly with the Coppock baseline.
3. The AXIS Score: The Composite line (Orange) is the weighted sum of these two engines. It provides a singular view of the market's "Net Momentum Intensity."
How to Read the Chart
🟧 The AXIS Composite (Orange Line): The primary signal line. It tracks the speed and exhaustion of the price by fusing macro and tactical data.
• Red Zone (> 150): Overheated. Short and long-term momentum are at extreme highs. Risk of a blow-off top or local reversal is high.
• Green Zone (< -150): Capitulation. The market is statistically exhausted. Historically, these zones represent high-conviction accumulation areas.
• Bullish Momentum (> 0): The market is rotating above the central Axis. Buyers are in control of the trend.
• Bearish Momentum (< 0): The market is rotating below the central Axis. Sellers are in control of the trend.
🟦 The Coppock Line (Blue): The macro filter. When Blue is above 0, the long-term trend is up.
🟥 The Williams %R Line (Red): The short-term cycles. Watch for divergences here to spot early trend fatigue.
Strategy: The "AXIS Alignment" Signal
The highest-conviction entry point—and the primary "Alpha" of this tool—occurs when:
The macro trend is Bullish ( Blue Line > 0 ).
The market experiences a correction, pushing the Orange (AXIS) Line into the Green Capitulation Zone.
The AXIS Score turns back upward.
This indicates that a short-term panic has been absorbed by a long-term bull trend—the ideal "Buy the Dip" scenario.
Settings
• Long/Short RoC: Standardized to 14/11 for cycle accuracy.
• Weighting: Allows you to prioritize trend (Coppock) or cycle sensitivity (%R).
• Visibility Toggles: Fully customizable display switches for each line.
Credits
• Edwin Coppock: For the foundation of long-term recovery momentum.
• Larry Williams: For the Percent Range methodology.
⚠️ Note: This indicator is optimized for the Daily (1D) Timeframe. Please switch your chart to 1D for accurate signal reading.
Disclaimer
This script is for research and educational purposes only. Past performance does not guarantee future results.
Tags
bitcoin, btc, axis, momentum, oscillator, coppock, williams r, on-chain, valuation, cycle, Rob Maths
Global Net Liquidity w/offsetShows the value of Global Net Liquidity.
Currently defined as:
Fed + Japan + China + HK + UK + ECB - RRP - TGA
where the first six components are central bank assets.
This script has been heavily inspired by dharmatech 's Global Net Liquidity
Original script can be viewed here:
Special for this script:
Hong Kong assets added
Offset mode
Smooth vs stepped line in lower than 1D time frame
Switch between trillion USD or full number
Defaults to overlay mode when added to chart
For Bitcoin, 90 days, is a fitting offset.
For SPX, around 60-70 days, is a fitting offset.
9 EMA Trend-Flow StrategyThis strategy avoids trading inside the noise and waits for Bitcoin to "coil up" before exploding.
1. Chart Setup
Timeframe: 5 Minutes
Bollinger Bands: Length 20, Standard Deviation 2 (Default).
RSI (Relative Strength Index): Length 14.
EMA (Exponential Moving Average): Length 200 (Trend Filter).
2. The Rules
Long Setup (Buy)
The Trend Filter: Price must be above the 200 EMA.
The Squeeze: The Bollinger Bands must visually contract (narrow), indicating volatility is dying down.
The Trigger: A 5m candle closes strongly above the Upper Bollinger Band.
Confirmation: RSI must be rising and above 50 (but ideally not yet "pegged" at 90+).
Short Setup (Sell)
The Trend Filter: Price must be below the 200 EMA.
The Squeeze: The Bollinger Bands contract.
The Trigger: A 5m candle closes strongly below the Lower Bollinger Band.
Confirmation: RSI must be falling and below 50.
Execution Guide
Entry Technique
Don't enter immediately when the candle touches the band. Wait for the candle close.
Why? Bitcoin frequently "wicks" through bands to trap traders (fakeouts) before reversing. A solid close outside the band confirms momentum.
Exit Strategy (Take Profit)
Target 1 (Conservative): Close 50% of the position when price expands to a fixed risk-reward ratio (e.g., 1.5R).
Target 2 (Runner): Keep the remaining position open as long as price "walks the band" (stays outside or touching the outer band). Close the rest when a candle finally closes back inside the Bollinger Bands.
Stop Loss
Placement: Place your Stop Loss (SL) slightly below the Middle Band (the 20 SMA) at the time of entry.
Trailing: As the price moves in your favor, move your SL to trail the Middle Band.
Arbitrage Detector [LuxAlgo]The Arbitrage Detector unveils hidden spreads in the crypto and forex markets. It compares the same asset on the main crypto exchanges and forex brokers and displays both prices and volumes on a dashboard, as well as the maximum spread detected on a histogram divided by four user-selected percentiles. This allows traders to detect unusual, high, typical, or low spreads.
This highly customizable tool features automatic source selection (crypto or forex) based on the asset in the chart, as well as current and historical spread detection. It also features a dashboard with sortable columns and a historical histogram with percentiles and different smoothing options.
🔶 USAGE
Arbitrage is the practice of taking advantage of price differences for the same asset across different markets. Arbitrage traders look for these discrepancies to profit from buying where it’s cheaper and selling where it’s more expensive to capture the spread.
For begginers this tool is an easy way to understand how prices can vary between markets, helping you avoid trading at a disadvantage.
For advanced traders it is a fast tool to spot arbitrage opportunities or inefficiencies that can be exploited for profit.
Arbitrage opportunities are often short‑lived, but they can be highly profitable. By showing you where spreads exist, this tool helps traders:
Understand market inefficiencies
Avoid trading at unfavorable prices
Identify potential profit opportunities across exchanges
As we can see in the image, the tool consists of two main graphics: a dashboard on the main chart and a histogram in the pane below.
Both are useful for understanding the behavior of the same asset on different crypto exchanges or forex brokers.
The tool's main goal is to detect and categorize spread activity across the major crypto and forex sources. The comparison uses data from up to 19 crypto exchanges and 13 forex brokers.
🔹 Forex or Crypto
The tool selects the appropriate sources (crypto exchanges or forex brokers) based on the asset in the chart. Traders can choose which one to use.
The image shows the prices and volumes for Bitcoin and the euro across the main sources, sorted by descending average price over the last 20 days.
🔹 Dashboard
The dashboard displays a list of all sources with four main columns: last price, average price, volume, and total volume.
All four columns can be sorted in ascending or descending order, or left unsorted. A background gradient color is displayed for the sorted column.
Price and volume delta information between the chart asset and each exchange can be enabled or disabled from the settings panel.
🔹 Histogram
The histogram is excellent for visualizing historical values and comparing them with the asset price.
In this case, we have the Euro/U.S. Dollar daily chart. As we can see, the unusual spread activity detected since 2016, with values at or above 98%, is usually a good indication of increased trader activity, which may result in a key price area where the market could turn around.
By default, the histogram has the gradient and smoothing auto features enabled.
The differences are visible in the chart above. On top is an adaptive moving average with higher values for unusual activity. At the bottom is an exponential moving average with a length of 9.
The differences between the gradient and solid colors are evident. In the first case, the colors are in sync with the data values, becoming more yellow with higher values and more green with lower values. In the second case, the colors are solid and only distinguish data above or below the defined percentiles.
🔶 SETTINGS
Sources: Choose between crypto exchanges, forex brokers, or automatic selection based on the asset in the chart.
Average Length: Select the length for the price and volume averages.
🔹 Percentiles
Percentile Length: Select the length for the percentile calculation, or enable the use of the full dataset. Enabling this option may result in runtime errors due to exceeding the allotted resources.
Unusual % >: Select the unusual percentile.
High % >: Select the high percentile.
Typical % >: Select the typical percentile.
🔹 Dashboard
Dashboard: Enable or disable the dashboard.
Sorting: Select the sorting column and direction.
Position: Select the dashboard location.
Size: Select the dashboard size.
Price Delta: Show the price difference between each exchange and the asset on the chart.
Volume Delta: Show the volume difference between each exchange and the asset on the chart.
🔹 Style
Unusual: Enable the plot of the unusual percentile and select its color.
High: Enable the plot of the high percentile and select its color.
Typical: Enable the plot of the typical percentile and select its color.
Low: Select the color for the low percentile.
Percentiles Auto Color: Enable auto color for all plotted percentiles.
Histogram Gradient: Enable the gradient color for the histogram.
Histogram Smoothing: Select the length of the EMA smoothing for the histogram or enable the Auto feature. The Auto feature uses an adaptive moving average with the data percent rank as the efficiency ratio.
BTC - VDD Multiple (Approx)Overview & Philosophy
⚠️ Note: This indicator is optimized for the Daily (1D) Timeframe. Please switch your chart to 1D for accurate signal reading.
The BTC – VDD Multiple (Approx) is an advanced oscillator designed to identify market overheating and cycle tops by analyzing the velocity of value moving through the market.
In traditional On-Chain Analysis, Value Days Destroyed (VDD) is a premier metric for spotting macro tops. It multiplies the coin age (how long a coin was held) by the price at which it was moved. When old coins (HODLer money) move at high prices, VDD spikes, signaling massive profit-taking.
The Problem: Real "Coin Days Destroyed" (CDD) data is typically locked behind institutional paywalls or unavailable on standard TradingView plans.
The Solution: This script calculates a Deterministic Proxy. By analyzing the relationship between Exchange Volume, Price, and a Dormancy Constant, we can approximate the structure of the VDD Multiple without needing a premium data feed.
Methodology
The VDD Multiple works by comparing short-term market velocity against a long-term baseline.
1. The Proxy Calculation
Since we cannot directly access the age of coins on TradingView, we model the economic weight of the move:
Proxy Value = Exchange Volume * Price * Dormancy Factor
This creates a synthetic representation of "Value Throughput."
2. The Multiple
We compare the immediate heat of the market against the yearly trend:
• Short-Term MA (2 Days): Captures flash spikes and sudden liquidity exit events.
• Long-Term MA (365 Days): Represents the baseline "hum" of network activity.
VDD Multiple = Short Term MA / Long Term MA
How to Read the Chart
The indicator plots the Multiple as a line and uses background highlighting to signal extreme regimes.
🔴 The Red Zone (Overheated > 2.9)
Meaning: Current value transfer is ~3x higher than the yearly average.
Interpretation: Historically, sharp spikes into the Red Zone correlate with Local or Cycle Tops. This indicates that massive volume is changing hands at high prices—typically a sign of "Smart Money" distributing into "Dumb Money" FOMO.
Note: In strong bull runs, price can push higher even after a VDD spike, but the risk/reward ratio is extremely poor here.
🟢 The Green Zone (Undervalued < 0.75)
Meaning: Market activity is quiet and below the yearly baseline.
Interpretation: These are periods of apathy or accumulation. Historically, extended time spent in the Green Zone (the "flatline") has offered the best asymmetric buying opportunities.
🟠 The Orange Line (Neutral)
Meaning: The market is in transition or equilibrium.
Strategy & Context
This indicator is best used as a Macro Cycle Tool, not a day-trading signal.
• Exit Strategy: Look for "Clusters" of Red Spikes. A single spike often marks a local correction, but a cluster of intense spikes while price makes new highs (Divergence) is a strong Cycle Top warning.
• Entry Strategy: Historically the best entries occur when the indicator flattens out in the Green Zone for weeks or months. This suggests sellers are exhausted and the market has reached a floor.
Credits
This script is an approximation of the original VDD Multiple concept. Full credit for the underlying on-chain theory goes to the pioneers of this metric:
• Concept: The original Value Days Destroyed metric was popularized by Hans Hauge and Glassnode.
• The Multiple: The specific application of a Short/Long MA Multiple on VDD is widely attributed to analysts like TXMC and Bitbo.
This script adapts these concepts for the free TradingView environment using exchange volume proxies.
Settings
• Data Source: Defaults to BINANCE:BTCUSDT to capture high-volume liquidity.
• Short MA: Default is 2 Days to capture rapid velocity spikes.
• Long MA: Default is 365 Days to track the annual trend.
Disclaimer
This tool is an approximation based on exchange volume, not raw blockchain data. While exchange volume and on-chain volume are highly correlated during cycle extremes, they are not identical. This script is for educational and research purposes only. Past performance does not guarantee future results.
Tags
bitcoin, btc, onchain, vdd, cdd, valuation, cycle, top, bottom, Rob Maths
Tailwind.(BTC)Imagine the price of Bitcoin is like a person climbing a staircase.
The Steps (Grid): Instead of watching every single price movement, the strategy divides the market into fixed steps. In your configuration, each step measures **3,000 points**. (Examples: 60,000, 63,000, 66,000...).
The Signal: We buy only when the price climbs a full step decisively.
The "Expensive Price" Filter: If the price jumps the step but lands too far away (the candle closes too high), we do not buy. It is like trying to board a train that has already started moving too fast; the risk is too high.
Rigid Exits: The Take Profit (TP) and Stop Loss (SL) are calculated from the edge of the step, not from the specific price where you managed to buy. This preserves the geometric structure of the market.
The Code Logic (Step-by-Step)
A. The Math of the Grid (`math.floor`)
pinescript
level_base = math.floor(close / step_size) * step_size
This is the most important line.
What does it do? It rounds the price down to the nearest multiple of 3,000.
Example: If BTC is at 64,500 and the step size is 3,000:
1. Divide: $64,500 / 3,000 = 21.5$
2. `math.floor` (Floor): Removes the decimals $\rightarrow$ remains $21$.
3. Multiply: $21 * 3,000 = 63,000$.
Result: The code knows that the current "floor" is **63,000**, regardless of whether the price is at 63,001 or 65,999.
B. The Strict Breakout (`strict_cross`)
pinescript
strict_cross = (open < level_base) and (close > level_base)
Most strategies only check if `close > level`. We do things slightly differently:
`open < level_base`: Requires the candle to have "born" *below* the line (e.g., opened at 62,900).
`close > level_base`: Requires the candle to have *finished* above the line (e.g., closed at 63,200).
Why? This avoids entering on gaps (price jumps where the market opens already very high) and confirms that there was real buying power crossing the line.
C. The "Expensive Price" Filter (`max_dist_pct`)
pinescript
limit_price_entry = level_base + (step_size * (max_dist_pct / 100.0))
price_is_valid = close <= limit_price_entry
Here you apply the percentage rule:
-If the level is 63,000 and the next is 66,000 (a difference of 3,000).
-If `max_dist_pct` is **60%**, the limit is $63,000 + (60\% \text{ of } 3,000) = 64,800$.
-If the breakout candle closes at **65,000**, the variable `price_is_valid` will be **false** and it will not enter the trade. This avoids buying at the ceiling.
D. TP and SL Calculation (Anchored to the Level)
pinescript
take_profit = level_base + (step_size * tp_mult)
stop_loss = level_base - (step_size * sl_mult)
Note that we use `level_base` and not `close`.
-If you entered because the price broke 63,000, your SL is calculated starting from 63,000.
-If your SL is 1.0x, your stop will be exactly at 60,000.
This is crucial: If you bought "expensive" (e.g., at 63,500), your real stop is wider (3,500 points) than if you bought cheap (63,100). Because you filter out expensive entries, you protect your Risk/Reward ratio.
E. Visual Management (`var line`)
The code uses `var` variables to remember the TP and SL lines and the `line.set_x2` function to stretch them to the right while the operation remains open, providing that visual reference on the chart until the trade ends.
Workflow Summary
Strategy Parameters:
Total Capital: $20,000
We will use 10% of total capital per trade.
Commissions: 0.1% per trade.
TP: 1.4
SL: 1
Step Size (Grid): 3,000
We use the 200 EMA as a trend filter.
Feel free to experiment with the parameters to your liking. Cheers.
CT Market Fragility & Systemic Risk Monitor v1.0CT ⊕ Market Fragility & Systemic Risk Monitor v1.0
Systemic Stress & Market Regime Monitor
OVERVIEW
Wall Street-grade structural monitoring now open-source.
CT ⊕ Market Fragility & Systemic Risk Monitor v1.0 is a real-time systemic risk tool designed to detect fragility before it hits price. Built by former institutional traders, it delivers structural insight typically reserved for desks inside hedge funds and global macro desks.
This isn’t about finding entries or exits, it’s about understanding the environment you're trading in, and recognizing when it's shifting.
WHAT IT DOES
• Monitors six key market domains: Equities, Rates/Credit, FX (USD stress), Commodities, Crypto, and Macro
• Detects volatility stress, cross-domain coupling, and regime synchronization
• Classifies market structure into Normal → Fragile → Critical
• Shows a live dashboard with scores, coupling levels, and structural state
• Plots event markers (T1, T2, T3) for structural transitions
• Implements hysteresis logic to model post-stress 'memory
• Supports both single-domain ("Local Mode") and system-wide monitoring
HOW IT WORKS
This engine does not rely on traditional TA. No moving averages. No MACD. No patterns. No guesswork.
Instead, it measures how markets are behaving beneath price detecting when stress is:
• Building internally
• Spreading across domains
• Synchronizing into systemic fragility
T1 (🟠) — Early instability: acceleration in market coupling
T2 (🔵) — Fragile regime: multiple domains simultaneously stressed
T3 (🔴) — Critical regime: synchronized, system-wide stress
These are not buy/sell signals. They are structural regime alerts, the same kind used by institutions to cut risk before stress cascades.
WHY IT MATTERS
Most retail tools are reactive. They interpret surface-level patterns after the move.
This tool is different. It’s proactive – measuring pressure before it breaks structure.
Institutions have used structural fragility models like this for years. This script helps close that gap, giving everyday traders the same early warnings that pros use to reduce exposure and sidestep systemic blowups.
It’s not about finding the edge.
It’s about not getting crushed when the system breaks.
Whether you trade crypto, stocks, FX, or macro, this engine helps answer:
• Is the system stable right now?
• Are stress levels rising across markets?
• Is it time to tighten risk?
Institutions don’t wait for breakouts. They monitor structure.
Now, you can too.
KEY FEATURES
• Works on any asset class and any timeframe
• Fully customizable domain selection
• Three-tier structural alert system (T1–T3)
• Real-time dashboard: stress scores, states, and coupling levels
• Hysteresis modeling: post-stress “memory” detection
• Supports single-domain (local) or multi-domain (systemic) monitoring
• PineScript alerts built-in
RECOMMENDED USE
Active traders - all asset classes
Use the dashboard and T1–T3 alerts to stay aware of structural risk in real time.
Track multi-timeframe alignment to detect where risk originates and how it spreads across markets.
Crypto trader s
Monitor upstream domains (Equities, FX, Rates, Macro) to detect pressure before it reaches crypto.
Identify reflexive stress before Bitcoin reacts — and stay ahead of contagion events.
Macro & systematic traders
Use T1–T3 transitions as volatility filters, exposure governors, or dynamic risk overlays.
Build regime-aware models that adapt to shifting systemic conditions.
Examples & Visuals
Question: Would it have helped to know that at 9:30 on October 9th and again at 10:00 on October 10th that critical states were detected in the structural behavior of Bitcoin? Take a look:
30 min chart BTC shows two distinct T3 (critical) regime detections October 9th and 10:30 October 10th
5m BTC chart reveals high frequency instability for the same period, identifying instability, fragility, criticality
The 30minute BTC chart at 16:30 Friday October 10th,, a few hours after first detecting critical systemic risk
RISK DISCLAIMER
This is a structural analysis tool, not a predictive signal. It does not provide financial advice, trade entries, or forecasts. Use at your own risk. Full disclaimer embedded in the script.
Complexity Trading - From Wall St to Main St
No patterns. No repainting. No mysticism. Just logic, math, science and market structure - now made accessible to everyone.
Developer of LPPL Critical Pulse (LPPLCP), the Temporal Phase Model (TPM) and other
other advanced structural and attractor based systems inspired by Sornette’s LPPL framework and other differentiated thinkers.
Note on Methodology
This tool is not predictive, and not designed for academic publication.
It is a real-time structural monitoring system inspired by academically established concepts,
including LPPL attractor dynamics, cross-asset coupling, reflexivity, and phase regime transitions, implemented within the real-time constraints of PineScript, and intended for visual, exploratory, and diagnostic use.






















