Lancelot RR StrategyDear all,
Free strategy again.
This strategy consists of 2 indicators I think works well with each other as a trend following strategy.
The 2 indicators are Renko chart and Relative Vigor Index.
This is a long-only breakout strategy that aims to capture the majority of the trend.
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
Please acknowledge my effort by like and follow.
And lastly,
Save Hong Kong, the revolution of our times.
BTC-D
Crypto Multi Exchange Volume (CMEV)Crypto Multi Exchange Volume (CMEV) aggregates and plots trading volumes for supported cryptoasset pairs over multiple different cryptoasset exchanges. For developers looking for more information and for those who want to compile their own version of CMEV, please check out my GitHub (jakobpredin/crypto-multi-exchange-volume).
Configuration
CMEV comes with two configurable settings - whether base volume or quote volume is plotted and the length of the volume's EMA. By default, the base volume is used for plotting and the length of the EMA is set to 12 periods.
Use cases
The indicator was primarily developed in order to be able to chart using the trading pair with the longest available trading history. Due to the fast-changing preferences of where cryptoassets are traded, volumes tend to be very inconsistent and can give a distorted picture of a pairs history. For illustration, check out the SC-BTC pair from Poloniex using their native volume and compare it to the CMEV volume.
The other use case is to be able to spot divergences in volume. A great example here is bitcoin's 2019 rally where volumes from derivatives exchanges are at all time highs but volumes from retail/spot exchanges are not.
Supported exchanges
CMEV currently supports asset pairs from the following exchanges:
Binance
Bitfinex
Bitstamp
Bittrex
Coinbase
Gemini
Kraken
Poloniex
Limitations
Because of the fact that CMEV is pulling data from from multiple different exchanges and is computationally intensive it can take a couple of seconds to load while charting certain cryptoasset pairs.
Additionally, due to Tradingview's various limitations only a certain number of pairs can be supported at a time. By default, only pairs with a BTC or USD quote are supported and many non-unique pairs with consistently low trading volumes have been removed. For a full explanation, please refer to the docs in my GitHub (jakobpredin/crypto-multi-exchange-volume).
Future of the project
I plan on supporting pairs from more exchanges in the future as I see fit and as they become available for charting on Tradingview. Further, I may develop a strategy script using CMEV as its core indicator.
I welcome everybody from the community to help me extend the functionality of CMEV in order to make investing in cryptoassets more transparent for everybody.
BTC 1D Alerts V1This script contains a variety of key indicator for bitcoin all-in-one and they can be activated individually in the menu. These are meant to be used on the 1D chart for Bitcoin.
1457 Day Moving Average: the bottom of the bitcoin price and arguably the rock bottom price target.
Ichimoku Cloud: a common useful indicator for bitcoin support and resistance.
350ma fibs (21 8 5 3 2 and 1.6) : Signify the tops of each logarthmic rise in bitcoin price. They are generally curving higher over the long term. For halvening #3, the predicted market crash would be after hitting the 350ma x3 fib. Also the 350 ma / 111 ma cross signifies bull market top within about 3 days as well. Using the combination of the 350ma fibs and the 350/111 crosses, reasonably identify when market top is about to occur.
50,120,200 ma: Common moving averages that bitcoin retests during bull market runs. Also, the 50/200 golden and death crosses.
1D EMA Superguppy Ribbons: green = bull market, gray is indeterminate, red = bear market. Very high specificity indicator of bull runs, especially for bitcoin. You can change to 3D candle for even more specificity for a bull market start. Use the 1W for even more specificity. 1D Superguppy is recommended for decisionmaking.
1W EMA21: a very good moving average programmed to be shown on both the daily and weekly candle time. Bitcoin commonly corrects to this repeatedly during past bull runs. Acts as support during bull run and resistance during a bear market.
Steps to identifying a bull market:
1. 50/200 golden cross
2. 1D EMA superguppy green
3. 3D EMA superguppy green (if you prefer more certainty than step 2).
4. Hitting the 1W EMA21 and bouncing off during the bull run signifies corrections.
Once a bull market is identified,
Additional recommended buying and selling techniques:
Indicators:
- Fiblines - to determine retracements from peaks (such as all time high or recent highs)
- Stochastic RSI - 1d, 3d, and 1W SRSI are great time to buy, especially the 1W SRSI which comes much less frequently.
- volumen consolidado - for multi exchange volumes compiled into a single line. I prefer buying on the lowest volume days which generally coincide with dips.
- MACD - somewhat dubious utility but many algorithms are programmed to buy or sell based on this.
Check out the Alerts for golden crosses and 350ma Fib crosses which are invaluable for long term buying planning.
I left this open source so that all the formulas can be understood and verified. Much of it hacked together from other sources but all indicators that are fundamental to bitcoin. I apologize in advance for not attributing all the articles and references... but then again I am making no money off of this anyway.
Lancelot ATR Volume MeterThis is an experiment I did a while back ago.
I often think On Balance Volume is a great indicator as trend direction and volume cannot lie.
However, I bumped into a few problems.
It is slow, doesn't show volatility and often time it is prone to chop.
That's why I added ATR to the equation.
Original OBV calculation
src > 0? : +volume : src < 0? -volume
Modified OBV with ATR
src > 0 ? +volume * (volume / atr) : src < 0? -volume * (volume / atr)
I have used 2 ema for this modified OBV.
ema 3
ema 18
By adding ATR to the equation we can smooth out many erratic price movement. (Stop hunting)
Also, when price move slowly but steady, often prepping for a big move, this indicator will move faster.
In short, this indicator prevents you from being stop hunted and also provide great entry for a trending market.
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
Please acknowledge my effort by like and follow.
And lastly,
Save Hong Kong, the revolution of our times.
Lancelot Band - ATR Reversal+Trending IndicatorThis is an indicator I created recently, with the mind of spotting where price might reverse and where the price is trending. You can see this as the primary indicator for your system, however, it is recommended you use this in conjunction with other confirmation indicators.
This script focus solely on ATR or Average True Range.
This indicator is the combination of the baseline from the Ichimoku cloud and the concept of the Keltner channel.
Baseline period = 14
ATR period = 14
ATR Mult = 1.5
For reversal
Long when price crossover Lower band & Stop loss at xLower band
Sell when price crossunder Upper band & Stop loss at xUpper band
For Trend Following
Long when price crossover xUpper band and Stop loss at Upper band
Short when price crossunder xLower band and Stop loss at Upper band
Again, you will need other indicators to help you to succeed in this system. This indicator will not generate the best exit for your position but will generate a good entry signal when you use it with both volume indicator and exit indicator.
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
Please acknowledge my effort by like and follow.
And lastly,
Save Hong Kong, the revolution of our times.
MACD [Gu5]Extremely popular indicator MACD (Moving Average Convergence/Divergence)
Same design of my previous indicators
Show Cross Line for a better visualization
```
Setting recommended for BTC
"Fast Length" = 21
"Slow Length" = 55
"Signal Smoothing" = 14
Other markets try
"Fast Length" = 12
"Slow Length" = 26
"Signal Smoothing" = 9
```
--
El MACD (Convergencia/Divergencia de Medias Móviles) es uno de los mas populares indicadores
Continuando con el mismo estilo de diseño de mis anteriores indicadores
Destaca el cruce de medias para una mejor visualización
Power Law S/RBerger's article on the Power Law Model for Bitcoin is a compelling read and gives the best evidence so far of the diminishing case for retracing below $3000, of a slowing market on a log-log plot, and reducing but continued volatility.
After seeing it acts as support routinely in the last 10 years, I put together a quick little script that plots his midline curve for Bitcoin. You can change the intercept and slope but will need to do your own calculations for other curves.
I hope you all like it.
Alert-QuarryLake Indicator Map - ATR Trend Following Strategy A lot of times I don't like my chart crowding with indicators, thus the reason for creating this script for my strategy QuarryLake.
This script also comes with alert.
Below is the explanation for QuarryLake
I have also updated the script in version 4.
This strategy consists of 3 indicators that I found works quite well together.
Keltner Channel, Waddah Attah Explosion, and Volatility Stop.
You can find WAE here
KC Period = 200
KCATR = 5
Vstop Period = 3
Vstop Mult = 1.5
Long when close > KC, close > Vstop, WAE trendUp
Short when close < KC, close < Vstop, WAE trendDown
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
Please acknowledge my effort by like and follow.
And lastly,
Save Hong Kong, the revolution of our times.
Trend Confirmation Indicator - Triple OBVDear all, you might wonder is there a confirmation indicator that has a high hit rate, is dependable, and could rely on the information it gives you when making a decision?
Here I present an indicator I developed specifically for cryptocurrency, in the minds of eliminating fakeouts and traps.
Trend is always invalid then there is a lack of volume, so by tracking the momentum of price direction & volume, we can have a ballpark about where the market is moving to.
On balance volume
obvshort = ema3
obvmedium = ema9
obvlong = ema26
This is a lagging indicator, which means it's not good at predicting reversal.
This is also the reason why
long signal = obvshort > obvmedium and obvshort > obvlong
shortsignal = obvshort < obvmedium and obvshort < obvlong
both without obvmedium >< obvlong
This indicator will not lie to you.
At last
Save Hong Kong, the revolution of our time.
CloudRest ATR based cloudThis is an indicator I have been working on for the past 2 years, developed specifically for cryptocurrency.
It is primarily a trend following indicator with great success and it performs the best in 4hrs to the weekly chart.
There are two components of this indicator.
The baseline from Ichimoku cloud and volatility stop .
baseline period = 26
volatility stop = 1.5ATR, 3
You can view this as the main component of a trend following system but you will need other confirmation indicators to confirm your entry.
Feel free to modify the script for your own system.
Feel free to follow me on twitter @Lancelot_Auger
I will be posting more content in the future, stay tuned.
And lastly,
Free hong kong, the revolution of our time!
BTC strategy for margin tradingAlmost identical to the one I published before, but this one includes short orders as well.
I didn't spend much time backtesting, so there may be a different set of parameters that gives better results. Please let me know if you find something!
BTC and USD volume overtime [XBT]Compares BTC volume vs USD volume overtime
Best used on 4hr timeframe. Not really some crazy alpha but good overview/statistic to keep track of.
(make sure to use on XBTUSD pair since it isnt using security calls to call the data)
Enjoy!
Average Cap [aamonkey]This is the "forever" moving average of the Market Cap.
The cumulative sum of the daily Market Cap values divided by the age of the market in days.
Can be seen as an ultimate bottom that should never be touched and if so is a good buying opportunity.
The default settings are for BTC.
If you want to test this indicator on another chart you have to change the launch date settings (and maybe play around with the multiplier).
Some Interesting Launch dates:
- BTC: 3 JAN 2009
- ETH: 30. JUL 2015
- LTC: 7. OCT 2011
This indicator is also the base for other indicators like my "Top Cap" indicator.
Top Cap [aamonkey]Historically matched market tops for BTC.
It's the Average Cap (see my other indicator) multiplied by 35.
The default settings are for BTC.
If you want to test this indicator on another chart you have to change the launch date settings (and maybe play around with the multiplier).
Some Interesting Launch dates:
- BTC: 3 JAN 2009
- ETH: 30. JUL 2015
- LTC: 7. OCT 2011
RSI Top & Bottom Warning [aamonkey]An enhancement of my RSI Bottom Indicator.
This one finds you Tops & Bottoms.
This indicator uses the RSI and prints you top & bottom warnings directly on the price chart.
The other special thing about this is that the RSI pulls the data from the weekly chart no matter on what timeframe you are on.
The preferred timeframe can, of course, be changed in the settings as well as any thresholds for tops and bottoms.
The default settings are very good for btc, but be free to try and test this indicator with different settings on different charts.
RSI Bottom [aamonkey]This is a modified RSI that prints a bottom signal directly on your price chart.
It pulls the data (in the default settings) from the weekly chart no matter on what timeframe you are on.
You can adjust the timeframe and threshold.
Default settings work best for big BTC cycles.
Cruzamento de MM para BTC 5MSão 3 médias móveis simples.
- 9 períodos
- 21 períodos
-105 períodos
A intenção desse estudo é me dar sinais para compra quando ocorre um cruzamento da média de 9 períodos com a de 21, somente dando o sinal se o cruzamento ocorrer acima da média de 105 períodos. Para sinais de venda segue-se o mesmo raciocínio, quando a média de 9 períodos cruzar com a de 21 e estiver nesse caso abaixo da média de 105 períodos.
O que eu tenho usado e tem dado bons resultados com o BTC 5M desde o início de julho, principalmente naquelas bart formations, é utilizar apenas o primeiro sinal de venda ou de compra após o cruzamento da média de 105
O sinal que se dá para compra seria o círculo verde
O sinal que se dá para vendas seria o círculo vermelho
Este indicador tem o propósito de eu testar a efetividade de um sistema desses.
Relative Vigor IndexHere we are looking at a trend strength indicator based on the Relative Vigor Index(RVI). The RVI measures trend strength by comparing the open-close and high-low ranges for the current and three most recent periods. As a zero-centered oscillator, the RVI oscillates above and below zero to signal the strength of the trend.
As there are different ways to interpret the RVI, we have included 3 different modes for traders to choose from in the input option menu:
1. Zero-Crossing:
The RVI Histogram will turn green when it crosses above zero and red when it crosses below. Therefore, a green RVI means the trend is bullish and red means bearish. This mode is better for longer-term swing trading in comparison to the other 2 modes.
2. Increasing / Decreasing:
The RVI histogram will turn green when it is increasing(rvi >= rvi ) and red when it is decreasing. A green RVI is viewed as a bullish signal and red means bearish. This mode is a good middle-ground between the Zero-Crossing and Signal Comparison modes.
3. Signal Comparison:
Here, the RVI is compared to its signal line. If the RVI is greater than its signal line, the histogram is green, indicating a bullish trend, while red means bearish. This mode is preferred for scalping.
Hope everyone finds this one useful!
You can check out our other invite only studies/strategies at our website: profitprogrammers.com
TOP & BOTTOM Cycle [aamonkey]Works best on BTC and only on the daily timeframe!
This is a TOP / BOTTOM indicator for big market cycles.
These tops and bottoms are based on the difference between the 200MA on the daily and the price.
Double Accelerator OscillatorThis is a modified version of Bill Williams' Accelerator. The Accelerator measures the difference between the Awesome Oscillator(another Williams indicator) and its 5 day SMA.
This script plots 2 accelerators rather than 1. Users can define the lengths of the fast and slow SMA's used in the Awesome Oscillator calculation by adjusting the options in the input menu.
We set the default the lengths of the fast and slow SMA's used in the first Awesome Oscillator calculation as 34 and 7 periods. Then to find the Accelerator Oscillator, the difference between the Awesome Oscillator and its 7 period SMA is calculated. The second Accelerator uses shorter window lengths than the first. The fast SMA length is 5 by default and the slow SMA length is 18. Finally, the length of the Awesome Oscillator SMA used to calculate the second Accelerator Oscillator is 3.
By utilizing two Accelerator Oscillators with increasingly shorter window lengths, this indicator identifies changes in momentum very well.
The red and green histogram represents the first Accelerator Oscillator. It is green when the Accelerator is increasing and red when it is decreasing. I found this layout to be more practical than the standard, which plots the AC as green when it is greater than 0 and red when less than zero. The second Accelerator Oscillator is plotted as the bright green and pink circle line. It uses the same coloring conditions as above.
