Aligned Moving Average IndexMoving averages are considered as aligned when either all faster moving averages are placed above their next slower moving averages or all faster moving averages are placed below their next slower moving averages. In this script, we are considering moving averages of 5, 10, 20, 30, 50, 100 and 200. User can select different moving average types from input : sma, ema, hma, rma, vwma, wma.
Moving average is considered as positively aligned when close > ma5 > ma10 > ma20 > ma30 > ma50 > ma100 > ma200
Moving average is considered as negatively aligned when close < ma5 < ma10 < ma20 < ma30 < ma50 < ma100 < ma200
Whenever there is positively aligned moving average, alignment value is considered as +1 and whenever there is negatively aligned moving average, alignment value is considered as -1. Aligned moving average index is sum of n periods of alignment value.
We can optionally apply another moving average on this index to see the overall direction.
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Simple and efficient MACD crypto strategy with risk managementToday I am glad to bring you another great creation suited for crypto markets.
MARKET
Its a simple and efficient strategy, designed for crypto markets( btcusd , btcusdt and so on), and suited for for higher time charts : like 1hour, 4hours, 1 day and so on.
Preferably to use 1h time charts.
COMPONENTS
MACD with simple moving average
ENTRY DESCRIPTION
For entries we have :
We check the direction with MACD . Depending if its an uptrend and positive level on histogram of MACD we go long, otherwise we go short.
RISK MANAGEMENT
In this strategy we use a stop loss based on our equity. For this example I choosed a 2% risk .That means if our account has 100.000 eur, it will automatically close the trade if we lose 2.000.
We dont use a take profit level.
In this example also we use a 100.000 capital account, risking 5% on each trade, but since its underleveraged, we only use 5000 of that ammount on every trade. With leveraged it can be achieved better profits and of course at the same time we will encounter bigger losses.
The comission applied is 5$ and a slippage of 5 points aswell added.
For any questions or suggestions regarding the script , please let me know. Strategy
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Every single moving average (ALMA, EMA, HMA, KAMA, RMA, SMA...)So you may be looking at the graph and thinking "this is a mess", and I agree.
The purpose of this script is to plot in the same graph every single type of moving average that I could think of, so you can find the ones that are better for your timeframe and for your asset. Once you add it, disable those types that doesn't seem to serve your purpose, until you can select one you like.
The average types are: ALMA, EMA, HMA, KAMA, RMA, SMA, SWMA, VIDYA, VWAP, VWMA, and WMA. Each one is ploted two times (except SWMA and VWAP), one with a short period, and another with a long, both of which you can configure. Indicator
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CC - Array-meta Consolidated Interval Display (ACID)This script extends my other two Array examples (which I've also provided to you open source):
The Ticker-centric 5m,15m,45m,1h,4h,1d resolution labels using arrays:
And the more Macro VIX,GLD,TLT,QQQ,SPY,IWM 1d resolution labels using arrays:
This script aims to show how to use min/max/avg with Arrays easily. My next example after this will be exploring the usage of variance versus covariance ratios over different periodic interval resolutions. Currently, this is using the following intervals: 5m,15m,45m,1h,4h,1d. It takes these intervals, calculates the values at those resolutions and puts the absolute min and max from the 5 minute to the 1 day resolutions.
It's more of an example of the power that arrays can hold, as all this truly is right now is a min/max bound calculator. The real gem lies in the avg calculators for multiple resoltuions tied into a single label with readable data. Check out the code and let me know what you think. If you need more examples, the other two scripts I mentioned before are also open source.
Using this on intervals of less than 1D sometimes times out, the way I wrote it is memory intensive, may not work for non-pro users.
Thanks!
NONE OF THIS IS FOREWARD LOOKING STATEMENTS, THIS IS NOT A PREDECTIVE ANALYSIS TOOL. THIS IS A RESEARCH ATTEMPT AT A NOVEL INDICATOR. I am not responsible for outcomes using it.
Please use and give criticisms freely. I am experimenting with combining resolutions and comparing covariance values at different levels right now, so let me know your thoughts! The last indicator will likely not be open source, but may be depending on how complex I get. Indicator
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CC - Macro Consolidated Interval Display (MCID)Ever wish you didn't have to rapidly flip between 6 different tickers to get the full picture?
Yeah, me too. Do you also wish that you kind of understood how the shift / unshift function works for arrays?
Yeah, I did too. Both of those birds are taken care of with one stone!
The Macro Consolidated Interval Display uses the new Array structure and security to display data for VIX, GLD, TLT, QQQ, SPY and IWM (at a 1D interval) SIMUTANEOUSLY! Regardless of which ticker you're looking at you can get the full picture of macro futures data without flipping around to get it.
This is my first script trying to use arrays. It basically shows the following a 1d interval:
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for VIX.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for GLD.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for TLT.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for QQQ.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for SPY.
ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for IWM
To make it more or less busy, I've allowed you to toggle off any of the levels you wish. I've also chosen to leave this as open source, as it's nothing too experimental, and I hope that it can gain some traction as an Array example that the public can use! If you don't like the different values that are shown, use this source code example as a spring-board to put values that you do care about onto the labels.
If this code has helped you at all please drop me a like or some constructive criticism if you do not think it's worth a like.
Good luck and happy trading friends. This should be compatible with my CID as well:
If this gets traction, I will post something similar for a dynamic combination of tickers and intervals that you can set yourself. Indicator
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BTC Volume Contango IndexBased on my previous script "BTC Contango Index" which was inspired by a Twitter post by Byzantine General:
This is a script that shows the contango between spot and futures volumes of Bitcoin to identify overbought and oversold conditions. When a market is in contango, the volume of a futures contract is higher than the spot volume. Conversely, when a market is in backwardation, the volume of the futures contract is lower than the spot volume.
The aggregate daily volumes on top exchanges are taken to obtain Total Spot Volume and Total Futures Volume. The script then plots (Total Futures Volume/Total Spot Volume) - 1 to illustrate the percent difference (contango) between spot and futures volumes of Bitcoin. This data by itself is useful, but because aggregate futures volumes are so much larger than spot volumes, no negative values are produced. To correct for this, the Z-score of contango is taken. The Z-score (z) of a data item x measures the distance (in standard deviations StdDev) and direction of the item from its mean (U):
Z-score = (x - U) / StDev
A value of zero indicates that the data item x is equal to the mean U, while positive or negative values show that the data item is above or below the mean (x Values of +2 and -2 show that the data item is two standard deviations above or below the chosen mean, respectively, and over 95.5% of all data items are contained within these two horizontal references). We substitute x with volume contango C, the mean U with simple moving average ( SMA ) of n periods (50), and StdDev with the standard deviation of closing contango for n periods (50), so the above formula becomes: Z-score = (C - SMA (50)) / StdDev(C,50).
When in contango, Bitcoin may be overbought.
When in backwardation, Bitcoin may be oversold.
The current bar calculation will always look incorrect due to TV plotting the Z-score before the bar closes. Indicator
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