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比特幣(加密貨幣)

Yield Curve Inversion MonitorIdentifies when the US Treasury Yield Curve inverts (2 and 10 year bond rates). When they ‘invert’ long-term bonds have a lower interest rate than short-term bonds. In other words, the bond market is pricing in a significant drop in future interest rates (which might be caused by the US Fed fighting off a recession in the future). In the last 50 years, every time the US treasury yield curve inverted a recession followed within 3 years. On average the S&P500 gained 19.1% following the inversion and peaked 13 months later. In other words, as far as investors are concerned, the recession began roughly one year later. However, once the market peaks, it then drops 37.6% on average, wiping out all those gains and more. ...Looks like 2020 is shaping up to be another prime example.
Pine Script™指標
由capriole_charles提供
5
Bitcoin Worse DaysHello, here is a simple script to scan for BTC worse days. In input you tell the script what are the minimum percent drops to look for. By default it is 0.3, here I set it at 0.25 or it would not show anything except the 12 March (which is 40.07%). The indicator has a precision of 1% I think. It does not look at how low the body closed, it will show all days that closed below where they opened looking at how far below the high of the day the low was. It can also work on any timeframe. Here were the previous worse days from the late 2017 crash start of the bear market: You could modify the script and look for the worse bodies with open - close instead of high - low You could also add a filter to only look at days where the body is > 90% the whole candle (in this case it's got to be about 99%) We can look back at BTC past a bit Every bear market started with a large drop so we can expect... As you can see we can look at the weekly chart too: I won't lie, I am pretty happy. Russia, China bat eating community, and Greta were a big help. Thanks guys.
Pine Script™指標
由MrRenev提供
1
BitFlyerFX Kairi(%)This is an indicator that shows the ratio of spot price and "FX" price of bitFlyer, a Japanese cryptocurrency exchange. "FXBTCJPY" is a special product and does not strictly work with spot price. Because of the extremely "peculiar" price, it often deviates from the spot price. This is an indicator to confirm it. ·Source BITFLYER: BTCJPY BITFLYER: FXBTCJPY ================= bitFlyerの現物価格とFX価格の乖離率を見るやつ。とりあえず見れればいい人向け
Pine Script™指標
由mono_i_love提供
1
Any Security vs. Any Security Change Comparison [BigBitsIO]This script allows you to compare the percentage-based change in the price of any two securities on any given (and supported) timeframe on the chart. This can give you a very simple way to compare any two securities against one another. Ex: If your base security gained 5%, and the other security gained 3% in a single day, the change comparison would show a green bar of 2% because your base security outgained your other security by 2%. Features: - 2 securities to compare. A base and other. - Shortlist of default securities to choose from. - Ability to override the default securities list and use any security supported by TradingView. You must use the correct security string to do so. - Resolution is tied to whatever the current chart is using. This way the view of the indicator always reflects the correct resolution of the chart. - If either market has a 0% change, it is considered likely closed during that period and will result in a change of 0%, as they shouldn't be compared at that time.
Pine Script™指標
由BigBitsIO提供
3
Bitcoin Margin Call Envelopes [saraphig & alexgrover]Bitcoin is the most well known digital currency, and allow two parties to make a transaction without the need of a central entity, this is why cryptocurrencies are said to be decentralized, there is no central unit in the transaction network, this can be achieved thanks to cryptography. Bitcoin is also the most traded cryptocurrency and has the largest market capitalization, this make it one of the most liquid cryptocurrency. There has been tons of academic research studying the profitability of Bitcoin as well as its role as a safe heaven asset, with all giving mixed conclusions, some says that Bitcoin is to risky to be considered as an hedging instrument while others highlight similarities between Bitcoin and gold thus showing evidence on the usefulness of Bitcoin acting as an hedging instrument. Yet Bitcoin seems to attract more short term speculative investors rather than other ones that would use Bitcoin as an hedging instrument. Once introduced, cryptocurrencies where of course heavily analyzed by technical analyst, and technical indicators where used by retail as well as institutional investors in order to forecast the future trends of bitcoin. I never really liked the idea of designing indicators that specifically worked for only one type of market and ever less on only one symbol. Yet the user @saraphig posted in Feb 20 an indicator called " Margin Call MovingAverage " who calculate liquidation price by using a volume weighted moving average. It took my attention and we decided to work together on a relatively more complete version that would include resistances levels. I believe the proposed indicator might result useful to some users, the code also show a way to restrict the use of an indicator to only one symbol (line 9 to 16). The Indicator The indicator only work on BTCUSD, if you use another symbol you should see the following message: The indicator plot 6 extremities, with 3 upper (resistance) extremities and 3 lower (support) extremities, each one based on the isolated margin mode liquidation price formula: UPlp = MA/Leverage × (Leverage+1-(Leverage*0.005)) for upper extremities and: DNlp = MA × Leverage/(Leverage+1-(Leverage*0.005)) for lower extremities. Length control the period of the moving averages, with higher values of length increasing the probability of the price crossing an extremity. The Leverage's settings control how far away their associated extremities are from the price, with lower values of Leverage making the extremity farther away from the price, Leverage 3 control Up3 and Dn3, Leverage 2 control Up2 and Dn2, Leverage 1 control Up1 and Dn1, @saraphig recommend values for Leverage of either : 25, 20, 15, 10 ,5. You can select 3 different types of moving average, the default moving average is the volume weighted moving average (VWMA), you can also choose a simple moving average (SMA) and the Kaufman adaptive moving average (KAMA). Based on my understanding (which could be wrong) the original indicator aim to highlight points where margin calls might have occurred, hence the name of the indicator. If you want a more "DSP" like description then i would say that each extremity represent a low-pass filter with a passband greater than 1 for upper extremities and lower than 1 for lower extremities, unlike bands indicators made by adding/subtracting a volatility indicator from another moving average this allow to conserve the original shape of the moving average, the downside of it being the inability to show properly on different scales. here length = 200, on a 1h tf, each extremities are able to detect short-terms tops and bottoms. The extremity become wider when using lower time-frames. You would then need to increase the Leverages settings, i recommend a time frame of 1h. Conclusion I'am not comfortable enough to make a conclusion, as i don't know the indicator that well, however i liked the original indicator posted by @saraphig and was curious about the idea behind it, studying the effect of margin calls on market liquidity as well as making indicators based on it might result a source of inspiration for other traders. A big thanks to @saraphig who shared a lot of information about the original indicator and allowed me to post this one. I don't exclude working with him/her in the future, i invite you to follow him/her: www.tradingview.com Thx for reading and have a nice weekend! :3
Pine Script™指標
由alexgrover提供
10
Bitcoin CME Gaps [NeoButane]Simple script that checks for gaps in price from CME. tickerid(x, y, sess) doesn't seem to be applying correctly for the ticker specified at the moment so there are a couple of 'gaps' peppered on lower timeframes. Gaps are legitimate price levels to look as a support or resistance. The theory is that volume needs to be gap filled, but I currently believe it's an easy entry/exit trade for those who can move the market. I don't think there is sound analysis behind the why, but it is real.
Pine Script™指標
由NeoButane提供
5
Pi Cycle Bitcoin top indicatorThe Pi Cycle Top Indicator has historically been effective in picking out the timing of market cycle highs to within 3 days. It uses the 111 day moving average (111DMA) and a newly created multiple of the 350 day moving average, the 350DMA x 2. Note: The multiple is of the price values of the 350DMA not the number of days. For the past three market cycles, when the 111DMA moves up and crosses the 350DMA x 2 we see that it coincides with the price of Bitcoin peaking. It is also interesting to note that 350 / 111 is 3.153, which is very close to Pi = 3.142. In fact, it is the closest we can get to Pi when dividing 350 by another whole number. It once again demonstrates the cyclical nature of Bitcoin price action over long time frames. Though in this instance it does so with a high degree of accuracy over the past 7 years. Full Credit to PositiveCrypto
Pine Script™指標
由BilzerianCandle提供
47
Price Streak Is Another Way to Spot TrendsPrice is never wrong, but sometimes reading it can be tricky. Movements in the broader market or a sector can distract from a symbol that's been steadily trending in one direction or another. Sometimes the beginning of a move can also be so subtle that it flies under most people's radar. Price Streak can help overcome these limitations by tracking consecutive up/down periods. It plots an easy-to-read color-coded histogram. Because it simply counts the candles in a trend, Price Streak can give a clearer picture than magnitude-biased indicators like relative strength or MACD. Applying Price Streak to the daily chart of Bitcoin Dominance , we find something very interesting right now: the longest drop since March 2017. That moment in history, almost three years ago, marked the beginning of the last Altcoin bull market. Ethereum , for example, went from roughly $60 to over $1,300 in the following nine months. While past performance isn't a guarantee of future results, this illustrates how sustained price moves can reveal changes in character. Based on Price Streak's current reading, it may support the idea of another Altcoin cycle beginning now.
Pine Script™指標
由TradeStation提供
2
Stochastic Pop and Drop by Jake Bernstein v1 [Bitduke]I found a simple strategy by Jake Bernstein, modified it a little and created a strategy with Risk Management System (SL+TP); After that I test it on the different cryptocurrency pairs. About the Indicator Basically it's the strategy of 2 indicators: Stochastic Oscillator to define the bias and Average Directional Index to confirm it. One again, It uses Stochastic Oscillator to define the trading bias. In particular, the trading bias was deemed bullish when the weekly 14-period Stochastic Oscillator was above some default value (in him paper - 50) and rising and vice versa. Once the trading bias is established, Steckler used the Average Directional Index (ADX) to define a slowdown in the trend. ADX measures the strength of the trend and a move below 20 signals a weak trend. Modifications I didn't implement Average Directional Index (ADX) and test just different sources for data, oscillator periods and different levels in relation to the crypto market. So, it shows good results with two tight thresholds at 55 and 45 level. The bar chart below the defining the bullish and bearish periods (green and red) and gives a signal to enter the trade (purple bars). Backtesting Backtested on XBTUSD , BTCPERP (FTX) pairs. You may notice it shows good results on 3h timeframe. Relatively low drawdown ~ 10% (from 2019 to date) FTX ~ 22% (4 years from 2016) Bitmex I backtested on the different altcoin pairs as well, but the results were just not good. Relatively good results were shown by some index pairs from the FTX exchange ( FTX:SHITPERP ), but I think there is a few data for backtesting to be asure in them. Bitmex 3h (2017 - 2020) : i.imgur.com FTX 3h (2019 - 2020): i.imgur.com Possible Improvements - Regarding trading algorithm it would be good to check with strategy with ADX somehow. Maybe for the better entries - As for Risk Management system, it can be improved by adding trailing stop to the strategy. Link: school.stockcharts.com
Pine Script™策略
由Bitduke提供
3
UT Bot Strategy with Backtesting Range [QuantNomad]UT Bot indicator was inially developer by @Yo_adriiiiaan Idea of original code belongs @HPotter I can't update my original UT Bot Strategy so I publishing new strategy with backtesting range included. I just took code of Yo_adriiiiaan, cleaned it, deleted all useless pieces of code, transformet to v4 and created a strategy from it. Also I added an input that allows you to swich to signals from Heiking Ashi. I saw that author uses HA for the indicator and on HA it look much nices then on real candles. Do not add this strategy to HA candles, use usual candles and this checkbox. Original script: UT Bot
Pine Script™策略
由QuantNomad提供
44