Keltner + RSI Bitcoin Futures Trading [luca_badoer]This indicator combines the power of the Keltner channel with the power of the Relative Strength Indicator (RSI). It can help understand when the market is entering a bullish or a bearish trend.
Normally a Keltner channel would reference an Exponential Moving Average (EMA) of the price. In this case the Keltner Channel in the "Keltner + RSI Bitcoin Futures Trading " references the EMA of the 14-day RSI (white line). On top of that it overlays a 7-day RSI line (blue line). This produces some signals that are particularly useful in 2h, 4h and 1 day charts. The signals consist in the 7-day RSI line (blue line) crossing the upper (green) or lower (red) Keltner channels as well as the middle (white) line. Depending on the direction of the crossing (up or down) and the RSI level (from 0 to 100) at which the crossing takes place this produces bullish or bearish signals.
Examples:
- Bullish crossing: 7-day RSI (blue) crosses both the lower (red) and middle (white) lines upwards at a low to neutral RSI level (<70%)
- Bearish crossing: 7-day RSI (blue) cross both the upper (green) and middle (white) lines downwards at a high to neutral RSI (>30%)
Recommendations:
- Better to use it in 2h, 4h, and 1-day charts, thought it can also be used in lower timeframes. Confirmations of crossings in higher time-frames provide more certainty about the direction of the move.
- Use in combination with Heikin Ashi candles and volume indicators.
Futures
ADX Momentum cross + MacD + HH LL + Buy/Sell Signals and alerts Hello, This is the first indicator I have made and would like to contribute to the community.
This strategy came from trying to replicate a previous ADX Cross Indicator that I loved on MT4 which I used successfully on EUR/USD on high and low time frames. Through the process of trying to replicate it I failed, I decided to take what I had written so far and create my own ADX cross strategy using the combination of 3 ADX's, their lag. Then also using Higher highs and lower lows with the MacD to further filter the signals.
There are two buy and two sell conditions , the difference between these are just the order in which the ADX crossing determines the entry. The MacD and higher highs and lower lows are the same for filtering the signal.
You can change the look back for HH and LL look back range, along with the DI Length & ADX Smoothing for all ADX's. The lag used for either the buy or sell strategy with the Lag_Buy/Lag_Sell inputs. Lag_mid setting will affect all 4 conditions.
From testing and based on the ADX cross logic you should follow this structure when changing the inputs for:
DI Length: Lowest DI value (I.E. 1)
DI Lengtha: Middle DI value (I.E. 2)
DI Lengthb: Highest DI value (I.E. 3)
ADX Smoothing: Lowest Smoothing value (I.E. 1)
ADX Smoothinga: Middle Smoothing value (I.E. 2)
ADX Smoothingb: Highest Smoothing value (I.E. 3)
I tested this on the EUR/USD, but mainly I have been using it on BTC/USDT(binance) and BTC/USDT Perpetual futures(binance) with the 5 minute chart. I suggest playing around with the settings depending on the Symbol and timeframe you use because the default settings are what I last found to be optimal for my self on the 5min BTC/USDT Perpetual futures(binance) chart.
A good starting point I found when using the indicator on other charts is to use the below values:
DI Length: 7
DI Lengtha: 14
DI Lengthb: 21
ADX Smoothing: 7
ADX Smoothinga: 14
ADX Smoothingb: 21
If you have any questions, suggestions, or requests for this indicator feel free contact me. You can either comment on here or Message me
If you like this indicator please like and comment where you found it useful.
Ehler Fisher applied on distance EMAThis is an improved version of Fisher, which use as a source the distance from EMA , compared to the initial source which was on the close of a candle.
It can be used in any market, any time frame .
For conditions we have multiple conditions for the logic, in this case initially if our fisher is above 0 is a long direction ,if its belowe 0 its a short direction.
Also we can improve this condition even further, in this case if we cross up our previous line its a buy signal, and if we cross down its a sell signal.
For best usage combine the cross together with the position of fisher respecting the 0.
If you have any other questions, let me know with a private message.
Open Interest Exponential Ease of MovementModified Ease of Movement :
* Open Interests used on Futures instead of Volume (Includes Bitcoin)
* Exponential Moving Average used instead of Simple Moving Average
* Division Number cancelled. (Division Number gives wrong signals inside strong trends.)
NOTE : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com
Stay tuned. Best regards !
Real Trading Hours - Vertical Lines - Mark RTH for Futures 12/Jan/2021 09:15 AM AUTHOR: Brandon Gum
--
Updated script to plot vertical lines for open and close of futures.
Not sure why the 8:30 and 15:00 times had to be used over 9:30 or 16:00
Only plots for products of type futures. - Could be easily expanded to work with cryptos as well if you wanted.
======================
Equity Index Extended HoursHighlights the extended hours/Globex session for US Equity Index Futures.
Bollinger Band Color BarsThis is a simple addition to the built in Bollinger Bands script. All it does is replaces the traditional plotting of Bollinger Bands with color bars.
Background to highlight cash/session range [Futures]A simple script which allows the user to highlight the background of a certain session. At the moment there is only one session available, I will work on multiple highlights for numerous sessions at a later date.
COT Net Non-Commercials vs Commercials (Updated MTF Non-Repaint)Hello there,
With this script, you can see CFTC COT Non Commercial and Commercial Positions together.
This way, you can analyze net values greater than 0 and smaller, as well as very dense and very shallow positions of producers and speculators.
Green - Non Commercials - Speculators
Red - Commercials - Producers
This script is multi time-frame and non-repaint script.
Data pulled through Quandl.
And the latest version codes have been used.
As time goes by, I will try to make useful modifications to this scheme.
Regards.
Noldo CFTC COT Commodities IndicatorHi.
Hello, this script has the same logic as Noldo CFTC COT Forex indicator :
It is the version for the future markets.
Major future assets are the subject.
Usage
This script works only on SPGSCI (S&P Goldman Sachs Commodity Index).
You must open SPGSCI :
www.tradingview.com
It only works on 1W graphics.
Because COT data is announced on Tuesday, it will cause repaint every Tuesday.
However, since it is a terminal, this factor is not strong enough to affect your decisions.
For use, you should open the bottom panel, go a little to the right in the history section and enlarge the panel you have opened.
The terminal will take its form in the presentation and provide analysis on the big screen.
COT data are pulled via Quandl.
Regards.
Crypto Type: Regular, Perpetual, Or Futures?A simple way to find out if the security in question is a regular, perpetual, or futures pair.
This reads the data of the security's description and sees if the word perpetual or futures is mentioned.
The method to check if a string has the letters we seek was first introduced by MichelT .
Thank you for checking this out and I hope this helps unlocking new hidden potential.
NSDT Session Background ShadingA simple script to add background colors to specific timeframes. Great for trading futures so you can separate sessions for easier viewing. Use for stocks to separate pre, open, and post market times.
There are three timeframes that can be set and all colors can be modified.
Price CorrelationsThis indicator shows price correlations of your current chart to various well-known indices.
Values above 0 mean a positive correlation, below 0 a negative correlation (not correlated).
It works well with daily candle charts and above, but you may also try it on 1h candles.
The default indices:
- Gold
- S&p 500
- Mini Dow Jones
- Dow Jones
- Russel 2000
- Nasdaq 100
- Crude Oil
- Nikkei 225 (Japan)
- FTSE 100 (UK)
- Silver
- DAX Futures (DE)
You can change the defaults to compare prices with other indices or stocks.
Bitcoin future premiumsThis shows the actual premium or the deviation between chosen active bitcoin futures and the bitcoin perpetual price as a representation of the underlying bitcoin price.
It's centered around zero meaning the futureprice and the perpetual contract are the same.
This simple indicator can for example be used to indentify sentiment in the market.
Please make sure you fill out active contracts in the settings for this indicator to work.
XBT % ContangoSimilar to my other indicators, but measures XBTUSD Contango in terms of percent.
Also, built it so you could change the values that give the red and green signals. Default values are 0% or less (backwardation) indicates green. However, i found that a 0.5% setting worked will finding local bottoms for current contract of XBTH20 (March 2020). The upper value default is at 5%, and signals red when the next contract reaches over 5%.
My assumption is as BTC increases in value over time, measuring contango in terms of percent will be a better measure of the XBT futures curve.
Trendy Bar Trend ColorTrendy Bar Trend Color
Inspired by trend candlestick charts on other trading platforms. Changes bar colors to stay in trend much like Heikin Ashi candles without the ATR price distortion. This is done by comparing the HL2 and/or Open-Close values of current candlestick to the prior candlestick.
Syminfo.TypeHello traders
Earlier this week I discovered a new built-in variable called syminfo.type
What is it for?
This variable returns the type of the current symbol. Possible values are cfd, stock, futures, indices, forex, crypto, fund.
Cool bro but... should we care?
Well... we all should. Imagine you have a generic script and you want a different configuration whether you're trading FOREX or Crypto .
I designed a dummy example in that script that will preset the inputs according to the asset type from the chart.
Here I want 12/26/9 for forex and 20/50/50 for crypto - 30/60/90 otherwise
Quick caveat
It seems that for any crypto asset, syminfo.type returns "bitcoin". TradingView will fix it at some point but wanted to give you the heads-up regardless
Enjoy and all the BEST ^^
--
Dave
Market Profile for Futures with Session and After Hours SplitAdapted existing Market Profile scripts to be move suitable for Futures Markets with Session and After Hours split
Script Provides split Market Profiles for Session and After Hours
Users can customize the Session and AH hours inputs to suit any ticker and their interpretation of prime and non-prime hours
ANN MACD : 25 IN 1 SCRIPTIn this script, I tried to fit deep learning series to 1 command system up to the maximum point.
After selecting the ticker, select the instrument from the menu and the system will automatically turn on the appropriate ann system.
Listed instruments with alternative tickers and error rates:
WTI : West Texas Intermediate (WTICOUSD , USOIL , CL1! ) Average error : 0.007593
BRENT : Brent Crude Oil (BCOUSD , UKOIL , BB1! ) Average error : 0.006591
GOLD : XAUUSD , GOLD , GC1! Average error : 0.012767
SP500 : S&P 500 Index (SPX500USD , SP1!) Average error : 0.011650
EURUSD : Eurodollar (EURUSD , 6E1! , FCEU1!) Average error : 0.005500
ETHUSD : Ethereum (ETHUSD , ETHUSDT ) Average error : 0.009378
BTCUSD : Bitcoin (BTCUSD , BTCUSDT , XBTUSD , BTC1!) Average error : 0.01050
GBPUSD : British Pound (GBPUSD,6B1! , GBP1!) Average error : 0.009999
USDJPY : US Dollar / Japanese Yen (USDJPY , FCUY1!) Average error : 0.009198
USDCHF : US Dollar / Swiss Franc (USDCHF , FCUF1! ) Average error : 0.009999
USDCAD : Us Dollar / Canadian Dollar (USDCAD) Average error : 0.012162
SOYBNUSD : Soybean (SOYBNUSD , ZS1!) Average error : 0.010000
CORNUSD : Corn (ZC1! ) Average error : 0.007574
NATGASUSD : Natural Gas (NATGASUSD , NG1!) Average error : 0.010000
SUGARUSD : Sugar (SUGARUSD , SB1! ) Average error : 0.011081
WHEATUSD : Wheat (WHEATUSD , ZW1!) Average error : 0.009980
XPTUSD : Platinum (XPTUSD , PL1! ) Average error : 0.009964
XU030 : Borsa Istanbul 30 Futures ( XU030 , XU030D1! ) Average error : 0.010727
VIX : S & P 500 Volatility Index (VX1! , VIX ) Average error : 0.009999
YM : E - Mini Dow Futures (YM1! ) Average error : 0.010819
ES : S&P 500 E-Mini Futures (ES1! ) Average error : 0.010709
GAZP : Gazprom Futures (GAZP , GZ1! ) Average error : 0.008442
SSE : Shangai Stock Exchange Composite (Index ) ( 000001 ) Average error : 0.011287
XRPUSD : Ripple (XRPUSD , XRPUSDT ) Average error : 0.009803
Note 1 : Australian Dollar (AUDUSD , AUD1! , FCAU1! ) : Instrument has been removed because it has an average error rate of over 0.13.
The average error rate is 0.1850.
I didn't delete it from the menu just because there was so much request,
You can use.
Note 2 : Friends have too many requests, it took me a week in total and 1 other script that I'll share in 2 days.
Reaching these error rates is a very difficult task, and when I keep at a low learning rate, they are trained for a very long time.
If I don't see the error rate at an average low, I increase the layers and go back into a longer process.
It takes me 45 minutes per instrument to command artificial neural networks, so I'll release one more open source, and then we'll be laying 70-80 percent of the world trade volume with artificial neural networks.
Note 3 :
I would like to thank wroclai for helping me with this script.
This script is subject to MIT License on behalf of both of us.
You can review my original idea scripts from my Github page.
You can use it free but if you are going to modify it, just quote this script .
I hope it will help everyone, after 1-2 days I will share another ann script that I think is of the same importance as this, stay tuned.
Regards , Noldo .
Bitmex BTC Backwardation / ContangoThis indicator calculates difference between price of Bitmex's XBTUSD, and Bitmex's two nearest futures.
If the difference is negative, then it is backwardation.
If the difference is positive, then it is contango.
This script will be updated every about 3 months, when the nearest Bitmex future will be expired.
This is an updated script of , with better description.
BTC Volume absolute (fiat vs Tether vs futures)BTC volume split by fiat, Tether and futures in USD
fiat = COINBASE + BITFLYER + BITSTAMP + KRAKEN
Tether = BITFINEX + BINANCE + HUOBI + HITBTC
futures = BITMEX + BYBIT
COT Commercial Positions (Updated)
This script aims to look at the markets from a manufacturer's point of view.
Producers or large enterprises gradually sell their goods as the price increases.
Because both the amount of product and position in their hands is too high, otherwise they can not find buyers, and they have to make a safe profit.
Therefore, I have shown short positions in green and long positions in red.
Blue is the net position formed by subtracting long positions from short positions.
This script is created with the latest Quandl data number codes.
Please let me know if you see a missing or a code update.
I recommend using it in a weekly (1W) time frame.
CAUTION : Since Bitcoin producer positions are very sparse, speculative long positions have been preferred in Bitcoin.
If you're looking for Bitcoin,
select Bitcoin from the menu.
Regards.