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[Bitcoin] Spot price vs Futures indicatorA handy script to detect opportunities in the futures market during extreme movement. During rallies, futures usually tend to be US$10 above spot price, on the other hand it can be $1 below spot price when the price starts to decline. You could also draw a trendline to it :) measuring the amount of risk people are willing to take just to predict future prices in the rally/decline. Credits to lowstrife for the idea, I'm just implementing it :)
Indicatore Pine Script®
di LastBattle
1
Short-term Volume And Price Oscillator [LazyBear]Short-term Volume and Price Oscillator (SVAPO), developed by Sylvian Vervroot, combines both Price and Volume to construct an oscillator. In essence, when the price is trending up and volume is increasing, volume is added into the oscillator calculation. Conversely, when price is trending down and volume is increasing, volume will be subtracted from the oscillator. During consolidation phases when price and volume diverge, volume is not used to calculate the oscillator. Some notes from his book: - A buy is indicated when the oscillator is below the green line but greater than yesterday’s value. A sell is indicated when the oscillator is above the red line but less than yesterday’s value. - The start of a short term up move is signaled by SVAPO when it turns up from below the lower standard deviation boundary. The same is valid for a short term down move when SVAPO turns down from above the upper standard deviation boundary. - Medium term turning points in an up or downtrend are mostly announced with a divergence between price and SVAPO. In a medium term uptrend, SVAPO will generally continue to move above the 0-reference line. More info: stocata.org stocata.org Vervroot sometimes uses this with his modified %B oscillator (). List of my other indicators: - Chart: - GDoc: docs.google.com
Indicatore Pine Script®
di LazyBear
19
Earnings S/R Levels [LazyBear]These levels are based on price around earnings day. I have implemented support for 2 calculation modes: Mode 1: Level = (low of 1 day prior to earnings + high of 1 day after earnings) / 2.0 Mode 2: Level = (hl2 of 1 day prior to earnings + hl2 of 1 day after earnings + close from earnings day) / 3.0 Chart above shows "Mode 1". Mode can be changed via options page. This indicator was requested by user @mika2k1ff. I learnt more about this idea from @DanV and @TimWest (Thanks guys :)). BTW, TimWest has an indicators package, "Key Hidden Levels", that has this and more. Do let me know how you use this, I am very intrigued by the potential this idea shows. Thanks. For a complete list of my indicators: - GDoc: docs.google.com - Chart:
Indicatore Pine Script®
di LazyBear
18
Indicator: Volume Price Confirmation Indicator (VPCI)Developed by Buff Dormeier, VPCI won 2007 Charles H Dow award by the MTA. VPCI plots the relationship between price trend and the volume, as either being in a state of confirmation or contradiction. Excerpt from article below: "Fundamentally, the VPCI reveals the proportional imbalances between price trends and volume-adjusted price trends. An uptrend with increasing volume is a market characterized by greed supported by the fuel needed to grow. An uptrend without volume is complacent and reveals greed deprived of the fuel needed to sustain itself. Investors without the influx of other investors (volume) will eventually lose interest and the uptrend should eventually breakdown. A falling price trend reveals a market driven by fear. A falling price trend without volume reveals apathy, fear without increasing energy. Unlike greed, fear is self-sustaining, and may endure for long time periods without increasing fuel or energy. Adding energy to fear can be likened to adding fuel to a fire and is generally bearish until the VPCI reverses. In such cases, weak-minded investor's, overcome by fear, are becoming irrationally fearful until the selling climax reaches a state of maximum homogeneity. At this point, ownership held by weak investor’s has been purged, producing a type of heat death capitulation. These occurrences may be visualized by the VPCI falling below the lower standard deviation of a Bollinger Band of the VPCI, and then rising above the lower band, and forming a 'V' bottom. " Full article: www.mta.org Nearly all parameters are configurable and exposed via "Options" page (enable/disable BB, enable/disable breach-markings, enable/disable MA, ...).Also check the source for enabling "histogram" (difference between VPCI and MA of VPCI). Do note that the shortTerm/longTerm lengths need tuning for your instrument. The default 5/20 is not optimal, in my quick check.
Indicatore Pine Script®
di LazyBear
32