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Absolute Momentum Indicator Covered intensevely by Gary Antonnacci in his paper " Absolute Momentum : A simple Rule Based Strategy and Universal Trend Following Overlay , Absolute momentum buys asset with excess return, which is calculated by taking the return of the asset for a giving period of time LESS the Treasury bill rate . The following indicator is based on the rules found in the paper. However you have the liberty to choose your time frame and symbol to calculate the excess return . Read more about this indicator here Cheers
Pine Script®指標
由Algokid提供
13
Bitcoin PERP/SPOT Sentiment Index# Bitcoin PERP/SPOT Sentiment Index A comprehensive Pine Script indicator that measures market sentiment by analyzing the premium/discount between Bitcoin perpetual futures and spot prices across multiple cryptocurrency exchanges. ## 📊 Overview The Bitcoin PERP/SPOT Sentiment Index provides traders with deep insights into market psychology and risk appetite in the cryptocurrency ecosystem. By calculating the price difference (premium/discount) between perpetual futures contracts and spot prices, it reveals how traders are positioned and their sentiment toward Bitcoin's price direction. **Key Insight**: The premium between PERP and SPOT prices is a powerful sentiment indicator that reflects trader positioning, risk appetite, and market psychology - data that influences but is separate from actual exchange funding rates. ## 🎯 Core Functionality ### Premium Calculation Methodology The indicator calculates market sentiment using the following approach: 1. **Multi-Exchange Data Collection**: Fetches real-time prices from major exchanges for both perpetual futures (PERP) and spot markets 2. **TWAP Calculation**: Computes time-weighted average prices for both market types to reduce noise 3. **Premium Analysis**: Calculates the percentage difference between PERP and SPOT prices 4. **Sentiment Smoothing**: Applies time-weighted smoothing for stable sentiment readings **Formula**: `Premium = (PERP_TWAP / SPOT_TWAP - 1) × 100` ### Market Sentiment Insights **Positive Premium (PERP > SPOT) = Risk-On Sentiment** - Traders prefer leveraged long positions via perpetuals - High risk appetite and bullish expectations - Willingness to pay premium for leverage access - Often coincides with FOMO and greed phases **Negative Premium (PERP < SPOT) = Risk-Off Sentiment** - Traders prefer spot holdings or short perpetuals - Fear-driven behavior and bearish expectations - Spot premium indicates institutional accumulation - Often coincides with capitulation and fear phases ### Exchange Coverage **Perpetual Futures (17 markets)**: - Bitmex (USD, USDT) - Binance (USDT, USD) - Bitget (USD, USDT, USDC) - Bybit (USDT, USD) - Phemex (USD, USDT) - Huobi, Kraken, OKX (USD, USDT) - Deribit, BingX **Spot Markets (12 markets)**: - Bitstamp, Binance, Coinbase - Phemex, Huobi, Kraken, OKX - Kucoin (USDT, USDC) - Bitget (USDT, USDC) - BTC Index ## 🎛️ Exchange Selection Modes ### 1. "Most Relevant Exchanges" (Default) ⭐ **Why this selection provides the best sentiment analysis:** This preset focuses on exchanges that most accurately reflect true market sentiment by prioritizing: #### **Institutional & Retail Balance** - **Diverse User Base**: Includes exchanges serving both institutional (Coinbase, Kraken) and retail (Binance, Bybit) traders - **Geographic Diversity**: Balances Western and Asian markets for global sentiment representation - **Regulatory Clarity**: Focuses on exchanges with clear regulatory standing #### **High-Quality Sentiment Data** - **Deep Liquidity**: Ensures price movements reflect genuine sentiment, not thin book effects - **Price Discovery Leaders**: These exchanges set market direction and sentiment trends - **Reduced Manipulation**: Larger exchanges are less susceptible to artificial price manipulation #### **Trading Behavior Insights** - **Leverage Preferences**: Captures where traders actually choose to take leveraged positions - **Risk Appetite Signals**: Reflects real money sentiment from major market participants - **Arbitrage Efficiency**: Premium differences here represent actionable sentiment signals **Included Exchanges**: - **PERP**: Bitmex (USD/USDT), Binance (USDT/USD), Bybit (USDT/USD) - **SPOT**: Bitstamp, Binance, Coinbase, Kraken, Kucoin, Bitget (USDT/USDC) ### 2. "All Exchange Data" - Maximum market coverage for comprehensive sentiment analysis - Includes smaller exchanges that may reflect niche trading behaviors - Best for research and identifying sentiment divergences across market segments ### 3. "Excl. OKX and Huobi" - Focuses on Western and international exchanges - Useful for analyzing sentiment outside specific jurisdictions - Maintains broad coverage while addressing regional concerns ### 4. "Individual: Select Below" - Custom sentiment analysis for specific exchange combinations - Perfect for testing regional sentiment differences - Allows focus on specific trader demographics or market segments ## ⚙️ Configuration Options ### Core Settings - **TWAP Interval**: Time period for price averaging - **Premium Calculation Interval**: Data fetching frequency for sentiment updates - **Percentage Rate Timeframe**: Multiplier for annualizing premium rates (e.g., 365 for annual rate) ### Sentiment Analysis Controls - **Cut High Values**: Filters extreme sentiment spikes (>0.1%, >0.2%, >0.5%, >1.2%) - **Enable Data Validation**: Automatically filters invalid price data for accurate sentiment - **Minimum Exchanges Required**: Ensures reliable sentiment calculation (default: 3) ### Advanced Features - **Sentiment Boost**: Adds realistic trading costs to better reflect actual sentiment impact - **Moving Average Options**: SMA, WMA, EMA, RMA smoothing for trend analysis - **Real-time Validation**: Prevents calculation with insufficient data ## 📈 Sentiment Interpretation Guide ### Positive Premium (Blue Bars) - Risk-On Sentiment - **0-0.1%**: Neutral to slightly bullish sentiment - **0.1-0.3%**: Moderate bullish sentiment, increasing risk appetite - **0.3-0.5%**: Strong bullish sentiment, high leverage demand - **>0.5%**: Extreme greed, potential contrarian signal **Trading Psychology**: Traders are eager to pay premium for leveraged long exposure, indicating confidence and risk-taking behavior. ### Negative Premium (Red Bars) - Risk-Off Sentiment - **0 to -0.1%**: Neutral to slightly bearish sentiment - **-0.1% to -0.3%**: Moderate bearish sentiment, risk reduction - **-0.3% to -0.5%**: Strong bearish sentiment, fear-driven behavior - **<-0.5%**: Extreme fear, potential capitulation, contrarian opportunity **Trading Psychology**: Traders prefer spot holdings or short positions, indicating caution and defensive positioning. ## 🧠 Sentiment Analysis Applications ### 1. **Market Psychology Assessment** - Gauge overall trader confidence and risk appetite - Identify shifts from greed to fear (and vice versa) - Spot emotional extremes that often precede reversals ### 2. **Contrarian Trading Signals** - Extreme positive premium (>0.5%) = potential sell signal (overconfidence) - Extreme negative premium (<-0.5%) = potential buy signal (oversold sentiment) - Divergences between price and sentiment for early reversal detection ### 3. **Risk Management** - High premium = reduce position size (crowded long trades) - Low/negative premium = potential opportunity for contrarian positions - Sentiment trend analysis for position timing ### 4. **Market Timing** - Premium expansion = momentum continuation likely - Premium contraction = potential trend exhaustion - Zero-line crosses = sentiment regime changes ### 5. **Institutional vs Retail Behavior** - Sustained negative premium often indicates institutional accumulation - Extreme positive premium suggests retail FOMO and leverage excess ## 🔧 Technical Implementation ### Anti-Repainting Protection ```pine securemodule(data, intervall, source) => request.security(data, intervall, source , lookahead=barmerge.lookahead_on) ``` ### Data Quality & Sentiment Accuracy - Price bounds checking (1,000 - 200,000 USD) for realistic data - Invalid data filtering to prevent sentiment distortion - Minimum exchange count requirements for reliable sentiment readings - Outlier detection to filter manipulation attempts ### Performance Optimizations - Array-based exchange management for efficiency - Efficient TWAP calculations for real-time sentiment updates - Modular configuration system for easy customization - Reduced redundant calculations for faster processing ## 🚀 Key Features (v1.0) - **Bitcoin PERP/SPOT Sentiment Index**: First public release focused on sentiment analysis - **Multi-Exchange Aggregation**: Combines data from 17 PERP and 12 SPOT markets - **Advanced Data Validation**: Robust outlier filtering and data quality controls - **Configurable Exchange Presets**: Optimized selections for different analysis needs - **Real-Time Sentiment Analysis**: Live premium calculations with anti-repainting protection ## ⚠️ Important Distinctions **What This Indicator Measures:** - ✅ PERP/SPOT price premium (sentiment indicator) - ✅ Market psychology and risk appetite - ✅ Trader positioning preferences - ✅ Leverage demand vs spot preference **What This Indicator Does NOT Measure:** - ❌ Actual exchange funding rates (these come from exchange APIs) - ❌ Real funding costs paid by traders - ❌ Exact arbitrage profitability - ❌ Future price direction (sentiment can be wrong) **Relationship to Funding Rates:** The premium calculated by this indicator influences actual funding rates, but funding rates also include exchange-specific factors like funding intervals, rate caps, and internal calculations. This premium serves as a leading sentiment indicator that helps predict funding rate direction. ## 💡 Advanced Sentiment Strategies 1. **Sentiment Divergence**: Watch for premium direction differing from price movement 2. **Regime Change Detection**: Monitor sustained shifts in premium sign (+ to - or vice versa) 3. **Volatility Prediction**: Extreme premiums often precede high volatility periods 4. **Correlation Analysis**: Compare with VIX, Fear & Greed Index, and on-chain metrics 5. **Multi-Timeframe Sentiment**: Use different timeframes to identify sentiment trends vs noise
Pine Script®指標
由algoros提供
Bitcoin SOPR HeatmapSOPR (spent output profit ratio) is a metric, provided by Glassnode to measure if most BTC are moved in profit or in loss. The higher SOPR is, the more profits are realized (theoretically) and vice versa. This indicator shows SOPR visually as a heatmap directly on the Bitcoin chart. Cold temperatures (blue, purple) show bear markets. Bear market peaks should be visible in dark purple. Hot temperatues (yellow, red) show bull markets. Hype phases should be visible in red. I recommend to hide chart when using the indicator. Otherwise you can also enlarge the heatmap in the settings. The indicator works best on BTCUSD standard charts on daily timeframe. Otherwise you will see an error message.
Pine Script®指標
由algoros提供
Historical AverageThis indicator calculates the sum of all past candles for each new candle. For the second candle of the chart, the indicator shows the average of the first two candles. For the 10th candle, it's the average of the last ten candles. Simple Moving Averages (SMAa) calculate the average of a specific timeframe (e.g. SMA200 for the last 200 candles). The historical moving average is an SMA 2 at the second candle, an SMA3 for the third candle, an SMA10 for the tenth, an SMA200 for the 200th candle etc. Settings: You can set the multiplier to move the Historical Moving Average along the price axis. You can show two Historical Moving Averages with different multipliers. You can add fibonacci multipliers to the Historical Moving Average. This indicator works best on charts with a lot of historical data. Recommended charts: INDEX:BTCUSD BLX But you can use it e.g. on DJI or any other chart as well.
Pine Script®指標
由algoros提供
2
LoboWass2 Oscillator´s by Hashtag_binaryThis indicator composed of several oscillators was designed to be used with the strategy called LoboWass2 to be applied with Binary Options. The idea of ​​these oscillators is to be able to observe when all together appear in the same position, either overbought or oversold, and take the trade. Remember that this is a confirmation tool, you must carry out prior analysis as your capital could be at risk. I recommend using this tool for the indicated strategy, as it was designed for that purpose. By working properly and professionally you can achieve great results, it all depends on you.
Pine Script®指標
由AlgoriTrading677提供
Steady Swift by Hashtag_binarySteady Swift is an indicator that shows the forex sessions and the highest and lowest points of each session of the day. The sessions that appear on the indicator are Tokyo, London and New York. The calculation of each session is per hour and goes from 0 to 24 hours, where point 0 begins in the Tokyo session. In the settings part sessions can be selected or removed, just as you can choose if you want the high and low points to be measured from the wick or the body of the candle, and you can also place the colored background or remove it if you wish (as a preference it is better to leave the background color). The lines (either current or past) of the high points and the low points of each session can be modified in thickness. There is a variety to choose the color of the sessions. Even modify the term of each session.
Pine Script®指標
由AlgoriTrading677提供
3
RSI with Bollinger Bands Binary system by Hashtag_binaryRSI with Bollinger Bands is binary options high/low trading system based on the volatility. - Time frame 30min - 1H - Expiry time 2 candles - Markets: Forex currency pairs majors: EUR/USD, USD/CHF, GBP/USD, AUD/USD, NZD/USD, EUR/JPY, USD/JPY, AUD/JPY Rules for RSI with Bollinger Bands Binary system - Do not start before the economic news - We wait for the price to eitherhit the lower bollinger band or the upper bollinger band and the moment this happens we take the trade immediatly. Buy Put: If the price touches the lower Bollinger band we and RSI is below the 30 we take a put. Buy Call: If the price touches the upper Bollinger band we and RSI is above the 70 we take a call.
Pine Script®指標
由AlgoriTrading677提供
2
MACD Binary Strategy by Hashtag_binary MACD Binary Options Strategy is an trend momentum system, It's based on the double MACD in the sub window below the chart. - Markets: Stocks, Indicies, Metals, Forex. This binary strategy works good on the Indicies ( S&P 500, DAX, FTSE, ). - MACD Binary System il also good as trading system for to trade. - Time Frame 30 min or higher ( best 4H). - Expires Time 3 bars after. (90 min, 180 min, 720 min, 3 daily). Rules MACD Binary Options Strategy Buy Call: - EMA 6 over EMA 13; - MACD ( 5, 15, 1) crosses upward MACD ( 12,26,1 ); - MACD (5,15, 1) over level 0. Buy Put: - EMA 6 under EMA 13; - MACD ( 5, 15, 1) crosses downward MACD ( 12,26,1 ); - MACD (5,15, 1) under level 0. The same conditions for entry trade. Exit position options: - When MACD (5, 15, 1,) crosses in opposite direction MACD (12,26,1); - When exponential moving average crosses in opposite direction; - Make profit with ratio 1:3 stop loss. - Initial stop loss at the previous swing.
Pine Script®指標
由AlgoriTrading677提供
1
Binary Superscalping System by Hashtag_binaryBinary Superscalping Systyemis a trend momentum strategy designed for scalping and trading with binary options. This trading system is very accurate with the 80% profitable trades. - Markets: Forex (EUR/USD, GBP/USD, AUD/USD, USD/CHF, USD/CAD, NZF/USD, USD/JPY,) Indicies (S&P500, Dow Jones, DAX, FTSE100) and Gold. - Time Frame 5 min, 15min, 30min. - Expiry Time (4-6 candles). Buy Call or Buy: - Trend CCI (170) crossed the zero line upwards (green bar >0); - Entry CCI (34) crosses upward the zero line ; - RSI (Relative Strength Index) indicator value is greater than 55 level; - Heiken Ashi Smoothed indicator is color blue (optional). Buy Put or Sell - Trend CCI (170) crossed the zero line downwards (red bar <0); - Entry CCI (34) crosses downward the zero line ; - RSI indicator value is lower than 45 level; - Heiken Ashi Smoothed indicator is color red (optiona). Exit position for Scalping options: - Entry CCI (34) crosses in opposite direction trend CCI (170), - Profit Target:5 min time frame 7-10 pips, 15 min time frame (9-14 pips), 30 min time frame (15- 18 pips). - Make Profit at fibopivot levels. - Initial stop loss on the previous swing.
Pine Script®指標
由AlgoriTrading677提供
4
ADX signal Binary Options System by Hashtag_binary ADX signal Binary Options System is amanual trading system trend-momentum high/low. This system is still really interesting to use for binary options and trading without binary. - Time Frame 15 min or higher. - Expiry time 2-4 candles. - Markets: Forex (Currency pairs: Majors; Index: S&P 500, Dow Jones, DAX, FTSE). Trading rules ADX signal Binary Options System Buy call: 1. The Moving Average line (14) is above others two Moving Averages (60 and 100 red and magenta line). 2. The TrendSignal Bar first subwindow indicator with bar green. 3. Stochastic is above 50 level. 4 If the previous conditions are agree when appear ADX green arrow you can enter buy call. Buy Put: 1. The Moving Average line (14) is below others two Moving Averages (60 and 100 red and magenta line). 2. The TrendSignal Bar first subwindow indicator with bar red. 3. Stochastic is below 50 level. 4. If the previous conditions are agree when appear ADX red arrow you can enter buy put. Exit position for trading without binary Time Frame H1 and 30 min place trailing stop 15 or 20 pips, 4H time frame place trailing stop 30-40 pips depends by currency pairs. Initial stop loss on the previous swing High/Low.
Pine Script®指標
由AlgoriTrading677提供
4
Seven CCI Binary System by Hashtag_binarySeven CCI binary system is trend-momentum strategy based on CCI and exponential moving averages. This trading system is also good for scalping and intraday trading. Rules for Binary Options: - Time Frame 5 min or 15 min. - Expiry time 4-5 candles. - Trades only in trend. Buy Call: - EMA's lines color magenta above EMA's lines color blue; - CCI lines color magenta are above CCI lines color blue and zero level. - When thes conditions are agree buy call at opening of the next bar. Buy Put: - EMA's lines color magenta below EMA's lines color blue; - CCI lines color magenta are below CCI lines color blue and zero level. - When thes conditions are agree buy put at opening of the next bar. Scalping: -Time Frame 5 min, 15min. - Currency Pairs: EUR/USD, GBP/USD, AUD/USD, USD/CHF, USD/JPY. - The rules for buy and sell are the same. - When the price is within the bundle of the moving averages do not trade. Exit position - Make Profit on the pivot points levels or with fast profit target. - Initial stop loss on the previous swing price.
Pine Script®指標
由AlgoriTrading677提供
4
Stochastic Oscillator Binary System by Hashtag_binaryRules - Time Frame 1 min. - Expires Time 3 min or 15 min (the best option). - Markets: Forex (only volatile currency pair), Futures. - Sessions: London and New York. Call - Heiken Ashi Dodger blue; -Stochastic Oscillator cross upward from oversold Zone (conservative trade, aggressive trade: Stochastic Oscillator cross upward ). -Matrix three square dodger blue. Put - Heiken Ashi white; - Stochastic Oscillator cross downward from overbougth Zone (conservative trade, aggressive trade: Stochastic Oscillator cross downward ). - Matrix three square withe. This Binary System is also good for trade scalping. The same rule for entry with conservative trade: Exit position options - For Buy close position when the stochastic line touches 80 levels, - For Sell close positions when stochastic line touches 20 levels. - Initial Stop loss on the previous swing.
Pine Script®指標
由AlgoriTrading677提供
7