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Crypto MVRV ZScore - Strategy [PresentTrading]█ Introduction and How it is Different The "Crypto Valuation Extremes: MVRV ZScore - Strategy " represents a cutting-edge approach to cryptocurrency trading, leveraging the Market Value to Realized Value (MVRV) Z-Score. This metric is pivotal for identifying overvalued or undervalued conditions in the crypto market, particularly Bitcoin. It assesses the current market valuation against the realized capitalization, providing insights that are not apparent through conventional analysis. BTCUSD
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PresentTradingの投稿
6
Divergence AnalyzerUnlock the potential of your trading strategy with the Divergence Analyzer, a sophisticated indicator designed to identify divergence patterns between two financial instruments. Whether you're a seasoned trader or just starting, this tool provides valuable insights into market trends and potential trading opportunities. Key Features: 1. Versatility in Symbol Selection: - Choose from a wide range of symbols for comparison, including popular indices like XAUUSD and SPX. - Seamlessly toggle betwe
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Julien_Exeの投稿
6
Arbitrage SpreadThis indicator helps to find spreads between cryptocurrencies, assess their correlation, spread, z score and atr z score. The graphs are plotted as a percentage. Because of the limitation in pine tradingview for 5000 bars a period was introduced (after which a new starting point of the graph construction will be started), if you want it can be disabled The multiplier parameter affects only the construction of the joint diagram on which z score and atr z score are calculated (construction of th
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I_Leo_Iの投稿
5
Inter-Exchanges Crypto Price Spread Clouds (Tartigradia)Display variations in min-max and median values of high, low and close across exchanges. It's a kind of realized volatility indicator, as the idea is that in times of high volatility (high emotions, fear, uncertainty), it's more likely that market inefficiencies will appear for the same asset between different market makers, ie, the price can temporarily differ a lot. This indicator will catch these instants of high differences between exchanges, even if they lasted only an instant (because we u
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tartigradiaの投稿
Inter-Exchanges Crypto Price Spread Deviation (Tartigradia)Measures the deviation of price metrics between various exchanges. It's a kind of realized volatility indicator, as the idea is that in times of high volatility (high emotions, fear, uncertainty), it's more likely that market inefficiencies will appear for the same asset between different market makers, ie, the price can temporarily differ a lot. This indicator will catch these instants of high differences between exchanges, even if they lasted only an instant (because we use high and low values
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tartigradiaの投稿
4
MAD - Mean Absolute Deviation purpose :implementation of MAD Mean Absolute Deviation in pinescript implementation by : patmaba type : measures of spread Mean absolute deviation The mean absolute deviation of a dataset is the average distance between each data point and the mean. It gives us an idea about the variability in a dataset. Here's how to calculate the median absolute deviation. Step 1: Calculate the mean. Step 2: Calculate how far away each data point is from the mean using positive distances. These are called abs
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patmabaの投稿
4
Spread ChartThis script lets you chart a spread of a maximum of 3 tickers (one of them being the ticker in the main chart). Y axis is the currency amount of the spread, that is calculated by this formula: Y = PnL = quantity * price * handleValue Y is calculated for each ticker specified, and the sum of Ys obtained is plotted. this way it is possible to view the PnL of the spread directly. It is necessary to specify the handle value (point value) in the script inputs (not for the main chart ticker). A
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konidtaly88の投稿
two_leg_spread_diffThis script helps you discern the relative change of each leg in a two-legged spread over a given period. The main plot is a difference in log return over the number of bars identified by the "lag" parameter. E.g. if "lag" is 10 and leg one has increased 3% over the past ten bars, while leg two has only increased 1%, the plot value is 2%. The main plot is also colored blue when leg one increases while leg two decreases on a given bar, and red if the opposite is true. This feature identifies peri
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taylor_oの投稿
two_leg_spread_returns_zscoreThis script helps assess the relative returns of each leg in a two-legged spread. It shows the z-score of each period's returns, along with a moving average of the difference between the two returns. A negative moving average implies that the second leg is strengthening, on a relative return basis, against the first leg, and vice versa. The inputs are: - timeframe: the timeframe for the calculations. the default is five minutes. - leg1_sym: the symbol for the first leg - leg2_sym: the symbol f
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taylor_oの投稿
4
10-Year Bond Yields (Interest Rate Differential)With this little script, I have attempted to incorporate fundamental data (in this case, 10-year bond yields) into technical analysis . When pairing two currencies, the one with a higher bond interest rate usually appreciates when the interest rate differential widens, or, to use a simple example: in a currency pair A vs. B, with A showing a higher bond yield than B, a widening interest rate gap is likely to help A and create a buying opportunity (shown as a blue square at the bottom of the char
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phirの投稿
Future's spread with base contract (MOEX)English: Indicator calculates spread between future and it's theoretical price baased on base contract, number of days to expiration and central bank key rate. I didn't find any means of getting base contract of security on chart so I hardcoded futures and corresponding base contracts. Hardcoded futures are MOEX (Moscow Exchange) only and key rate used in script is Russian Central Bank's key rate from 2013, but I believe you can easily adapt it to any other key rate history. I can share source c
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Besumetzの投稿
Historical US Bond Yield CurvePreface: I'm just the bartender serving today's freshly blended concoction; I'd like to send a massive THANK YOU to all the coders and PineWizards for the locally-sourced ingredients. I am simply a code editor, not a code author. Many thanks to these original authors! Source 1 (Aug 8, 2019): Source 2 (Aug 11, 2019): About the Indicator: The term yield curve refers to the yields of U.S. treasury bills, notes, and bonds in order from shortest to longest maturity date. The yield curve describes
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BarefootJoeyの投稿
1
Volume Spread for VSA CustomHey everyone, I have been using volume a lot more lately as price action can sometimes get manipulated but volume shows us the truth! Anyways, I have enjoyed the Volume Spread for VSA indicator but wished I had the code to change a few settings. This volume indicator includes spread analysis with the ability to customize input values and I'm making it open source so you can do with it as you please. I have made notes all throughout the code to give suggestions on a few changes or why I have wri
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theehoganatorの投稿
10
Binance Futures Swap-Spot Basis LabelNote: This script will only work with Binance Futures Symbols This script calculates the basis between the Binance Future and Binance Spot market for the coin you are currently viewing and paints a label on the chart which displays the percentage difference between future and spot. If the future is trading below the spot market the text will be red indicating backwardation and if the future is trading above spot, it will be green indicating contango. Please note this script will only work on Bi
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king_mobの投稿
3
vertical_pricer USAGE 1. Select the type of contract (call or put), the long strike, and the width. 2. Select the volatility model 3. The standard deviation is shown, enter it into the input. The tool gives a theoretical price of a vertical spread, based on a historical sample. The test assumes that a spread of equal width was sold on every prior trading day at the given standard deviation, based on the volatility model and duration of the contract. For example, if the 20 dte 110 strike is presently two
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taylor_oの投稿
Libor-EFFRThis is the 3-month Libor minus effective federal funds rate. Traders watch certain spreads for a wider spread to indicate a bad economy. This is a conceptual indicator that tries to make sense of how important a FRA-OIS spread can be, in this case the Libor-EFFR. It may be completely wrong in calculation and understanding :) en.wikipedia.org www.investopedia.com Libor was derived from the TED Spread less 3-month treasury bills due to Quandl missing updated Libor data. fred.stlouisfed.org fre
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NeoButaneの投稿
4
Spread by//Every spread & central tendency measure in 1 script with comfortable visualization, including scrips's status line. Spread measures: - Standard deviation (for most cases); - Average deviation (if there are extreme values); - GstDev - Geometric Standard Deviation (exclusively for Geometric Mean); - HstDev - Harmonic Deviation (exclusively for Harmonic Mean). These modified functions will calculate everything right, they will take source, length, AND basis of your choice, unlike the ones from
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gorx1の投稿
19