GAURs Polynomial Regression ChannelsThanks to The Sweet Lord , here is the Gaur's Polynomial Regression Channel.
Its a Polynomial Regression Channel but applied a little differently. Wont go into technical details much. Overview of options is as follows-
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Channel Options
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1. Degree of Polynomial: 1/2/3
Default = 3
Defines the degree of polynomials - 1,2,3. Note here, degree 1 will not be a straight line since its applied differently.
Try different degrees for different fits and market conditions.
2. Channel Length:
Default 30 (candles)
You can go beyond 100 or 200 candle lengths but smaller is the usual preference of Poly-Reg-channel traders. It all depends on market conditions and your style of trading. Do your research. I am usually comfortable with a range of 20-50 (in crypto markets).
3. Basis of Channel height/boundries: ATR/Manual
Default: ATR
ATR provides a dynamically adjusted entry/exit bounds of the channels. As ATR changes, the channel bounds also changes its height. It can also be fixed manually. Manual heights wont change automatically.
4. Basis of Y-Value: open/close/ sma / ema / wma /hilow
Default: close
Y- value is the y value of the (x,y) coordinates used while calculating the regression coefficients. Dont worry about it, its nothing serious.
5. Apply channel smoothning using sma?: Yes/No
Default: Yes
Without smoothning, the channel does not "look" good.
6. Shaded Area Height Percentage:
Its the extra margin for the channel. Its in percentage of the total height (defined 3 above) of channels. The shaded area provides an extra allowance for your entries or exits beyond the ATR or manual heights.
7. Plot RSI?: Yes/No
Default: Yes
Plots RSI (orange line in between the channel - its different from the dotted center line) considering the downbound of channels as 0 (oversold) and upbound of channels as 100 (overbought)
8. Plot 200 sma?: Yes/No
Default: Yes
It plots a 200 period fast (green) and 225 period slow (red) sma . I usually use two MAs. Its visually very easy to understand.
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Sample Strategy
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You can develop your own strategy with the channels. But following is just one of the ways you can trade.
Best Application: Ranging markets. But can be happily used in volatile conditions, with a little experience.
1. SMA: -- (this condition is optional really)
If green (200) is above red (225) go only long. If red is above green go only short. Defines long term trend of the market.
2. Channel slope: -- (this stuff needs practice/experience)
Depending on the channel slope, like if its tending to go up or down, you can choose to take only short or long trades. It defines short term momentum of the market.
3. ATR based heights:
Since its ATR based, the channel height are our natural entry and exit points.
Long:
When price touches lower shaded area, consider possible long entry. Exit on price entering the upper shaded area.
Short:
Enter on upper bound shaded area, exit on lower.
4. RSI:
For additional conformations. Again note, the RSI considers the lower bound of channel as 0 and upper as 100. But since, the channel moves up and down, the RSI will also move not only as RSI but also with the channel. Meaning, say if the RSI is valued at 50, then it will be near the center of the channel but since the center changes as time and price changes, the RSI valued at 50 at different times will not be at the same horizontal level respect to the graph, although it will be at the same level (center) respect to the channel.
5. PRC Channel Percentage label:
This label is at the lower side a bit ahead of the current candle. Provides you info on what is the channel percentage. This is especially helpful in crypto markets to gauge your possible percentage profit where profits can be much higher than forex or other instruments. It can also helps you select a suitable market/instrument if the channels are based on ATR.
6. Extra indicators:
I usually use stochastic along with this setup for extra conformations.
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Donate
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Use freely and donate generously if you find value. Your help will really help.
I had earlier provided BTC addresses for donations but it seems to violate TV House rules.
Hope they make TV coins redeemable in future.
- Pranav Joshi
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Extra Info
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// © cpranavjoshi
// special thanks to the "Trading View" people for providing this great platform for free
// ------------------------
// MATH
// ------------------------
// special thanks to an article on the web that provided layman friendly explanation of the maths
// unfortunately i wont be able to provide the link to that article owing to TV restrictions, though i sincerely would have liked to credit the author.
// Google search this phrase, and you should be able to get it in one of the first results - "polynomialregression Mathematics of Polynomial Regression"
// my regression math calculation is a further resolution upon the generalized matrix formula given in the that article.
// the generalized matrix looks scary but in fact its much simpler than one may assume
// the summation sign things are just float numbers that can be easily found out
// so we get a matrix with number of equations equal to the number of unknowns.
// e.g. if its a 3rd degree poly, it has 4 unknowns (c0,c1,c2,c3) with 4 equations as in the generalized matrix
// it can be resolved by simple algebra
// Note: the results have been verified with excel using same input data points.
// pine was difficult for me so i coded it in python first to verify
// ------------------------
// WHY
// ------------------------
// this script was coded because Pranav badly needed Polynomial channels (had used them in mt4 earlier)
// and at the time of this coding, i could not find any readily available script in the trading view public library ( tnx public)
// the complex math was probably the hurdle
// i m not good in maths, but by the Will of the Lord, i could resolve the issue with simple algebra and logic
// ------------------------
// PINE
// ------------------------
// i am just an average (even poor probably) programmer and pine script is not my language
// this is a humble attempt to write my first pine with whatever i could do quickly
// experts - feel free to develop if needed. have used some workarounds in drawings/plottings. rectify them if possible
//
//
// - Pranav Joshi
In den Scripts nach "entry" suchen
Ichimoku Cloud LONG and SHORT indicatorsThis simple script uses 4 rules from Ichimoku Cloud indicator to marks position entry points.
The idea is that by entering a long position just when these 4 criteria are met, you can capture a 2-3% plus move within the next few days:
1. The conversion line is above the base line
2. The price is above the clouds
3. The lagging span is above the clouds
4. The rightmost cloud is green
The same 4 criteria but inverted will indicate a short entry.
In order to avoid 'stale' entries which can lead to chasing, we want the price and conversion line crossovers to be recent, within the past few days. Ideally we want to enter before close on the day the entry signal is given so that we can capture any potential gap up (or down if short). Often the price will make a nice move the next day or day after. If any of the criteria become invalidated, or if after 4-5 days there hasn't been significant movement, then it was a false alarm.
This script will show the basic Ichimoku Cloud indicators, plus labels for bearish and bullish price and conversion line crossovers as well as LONG and SHOT indicators to show when the entry criteria have been met.
Growth Producer
Applicable to FTX:ETHPERP 15 min
Relative volatility index (RVI) that will determine the entry and exit points only when the volatility will start to increase and Money Flow index as an additional point for entry.
IMPORTANT
• Input Partial take profits in your Bot settings
• This is a trend strategy and works better in the trending market
• We added the trend identifier using the EMA and SMA interaction
• We added Take profit and stop loss levels
• We added inputs for the period selection, so you could see how the strategy is performing on a monthly basis.
• RVI for the entry conditions
• MFI was added for the additional entries.
• Partial Take-profits
Percent Calculator OverlayFirst and foremost: I'm inspired to publish my scripts by the other member's who publish quality, detailed scripts -a token of my appreciation and support, Thank You.
The percent calculator overlay is an extension of my Percent Calculator indicator that allows one to visualize the percent metrics they're interested in trading: it''s function is to simply output the target price from either the close or ones trade-entry based on a desired percent return on investment (R.O.I.) then plots it on top of the chart as an area plot and notes anytime in the past the desired conditions were met with a {flag "Success"}.
Say you want to profit 15% from your entry: open the settings and plug in your entry value and the number 15 into the appropriate settings and the indicator displays what the target price should be (rounded to two decimal places) right on the chart with the area as well as the horizontal line which is enabled by the "track price" setting.
The percent calculator overlay also goes one step further by finding the average percent return on investment over a desired interval of time (the default is 20 candles) as well as allows one to adjust the size of the price move the average percent return on investment is being calculated for which is displayed on the chart as circles and also displays a horizontal line for the most current value with the enabled "track price" setting.
NOTE: unlike the Percent Calculator the Percent Calculator Overlay creates a visual record of the number of success' the programmed parameters have achieved (based on the closing prices) which self adjusts when the "size of the move" is changed.
Say you want to find the average percent return on investment for a 3 candle swing over a 200 candle interval of time: open the settings and plug the number 200 into the interval setting and the number 3 into the price-move setting and the indicator displays what the average 3 candle swing returns on investment and plots what the target price would be to achieve the average return given the current close (or entry price) with the gray circles and the horizontal line enabled with the "track price" setting.
Practical Application: comparing ones desired return on investment to the average return on investment can help determine how realistic ones goals are... it's unlikely to achieve 100% return on investment if the average is only around 10% (given the parameters one is working within) but on the other hand achieving 5% return on investment is highly likely. By visualizing roughly how often the given parameters have achieved success on the chart one can become a lot more comfortable, confident, and accurate with their goals.
Forward Looking Statement: I believe in the not too distant future plug and play automated trading systems will be made available to the general public. Over the past 4 years we have seen brokers offer free charting software, commission free trading, and now fractional shares; I don't think it will be much longer before we can simply click a few buttons and tell the computer to enter when the stochastic is overbought/sold and exit with a predefined percent gain (and to repeat that process indefinitely). -Imagine the data moving 2-3-4 times a second, the liquidity flowing like Niagara falls, and 95% of the working population not only starting to invest but gains the extra cash flow they desperately need.
Beta testing: please comment or send me a message if you happen to stumble over any bugs or have any suggestions for improvement.
Percent Calculator (Return On Investment Target Price)First and foremost: I was inspired to publish my first script after reading some of the other member's scripts -a token of my appreciation and support, Thank You.
The percent calculator is a very simple and basic indicator to use, it''s function is to simply output the target price from either the close or ones trade-entry based on a desired percent return on investment (R.O.I.).
Say you want to profit 15% from your entry: simply plug in your entry value and the number 15 into the appropriate settings and the indicator displays what the target price should be (rounded to two decimal places).
The percent calculator also goes one step further by finding the average percent return on investment over a desired interval of time (the default is 20 candles) as well as allows one to adjust the size of the price move the average percent return on investment is being calculated for.
Say you want to find the average percent return on investment for a 3 candle swing over a 200 candle interval of time: simply plug the number 200 into the interval setting and the number 3 into the price-move setting and the indicator displays what the average 3 candle swing returns on investment.
Practical Application: comparing ones desired return on investment to the average return on investment can help determine how realistic ones goals are... it's unlikely to achieve 100% return on investment if the average is only around 10% (given the parameters one is working within) but on the other hand achieving 5% return on investment is highly likely.
Short in Bollinger Band Down trend (Weekly and Daily) // © PlanTradePlanMM
// 6/14/2020
// ---------------------------------------------------
// Name: Short in Bollinger Band Down trend (Weekly and Daily)
// ---------------------------------------------------
// Key Points in this study:
// 1. Short in BB Lower band, probability of price going down is more than 50%
// 2. Short at the top 1/4 of Lower band (EMA - Lower line), Stop is EMA, tartget is Lower line; it matches risk:/reward=1:3 naturally
//
// Draw Lines:
// BB Lower : is the Target (Black line)
// BB EMA : is the initial Stop (Black line)
// ShortLine : EMA - 1/4 of (Stop-target), which matches risk:/reward=1:3
// Prepare Zone : between EMA and ShortLine
// shortPrice : Blue dot line only showing when has Short position, Which shows entry price.
// StopPrice : Black dot line only showing when has Short position, Which shows updated stop price.
//
// Add SMA50 to filter the trend. Price <= SMA, allow to short
//
// What (Condition): in BB down trend band
// When (Price action): Price cross below ShortLine;
// How (Trading Plan): Short at ShortLine;
// Initial Stop is EMA;
// Initial Target is BB Lower Line;
// FollowUp: if price moves down first, and EMA is below Short Price. Move stop to EMA, At least "make even" in this trade;
// if Price touched Short Line again and goes down, new EMA will be the updated stop
//
// Exit: 1. Initial stop -- "Stop" when down first, Close above stop
// 2. Target reached -- "TR" when down quickly, Target reached
// 3. make even -- "ME" when small down and up, Exit at Entry Price
// 4. Small Winner -- "SM" when EMA below Entry price, Exit when Close above EMA
//
// --------------
// Because there are too many flags in up trend study already, I created this down trend script separately.
// Uptrend study is good for SPY, QQQ, and strong stocks.
// Downtrend Study is good for weak ETF, stock, and (-2x, -3x) ETFs, such as FAZ, UVXY, USO, XOP, AAL, CCL
// -----------------------------------------------------------------------------------------------------------------
// Back test Weekly and daily chart for SPY, QQQ, XOP, AAL, BA, MMM, FAZ, UVXY
// The best sample is FAZ Weekly chart.
// When SPY and QQQ are good in long term up trend, these (-2x, -3x) ETFs are always going down in long term.
// Some of them are not allowed to short. I used option Put/Put spread for the short entry.
//
SSL Crossover + MA choiceThis indicator builds on the SSL channel code by ErwinBeckers @
I have added options for diff MA's to be used in the SSL channel and crossover indicators for buy/sell signals
default MA is set to Arnaud Legaux, but you can set it to whatever you like - original was a Simple Moving Average by ErwinBeckers
The indicator will not repaint as the signals are drawn after close of crossover candles
Let me know if you have any suggestions - happy to add more functionality
inwCoin Martingale Strategy ( for Bitcoin )** Same as my previous martingale script but this version = opensource **
inwCoin Martingale Strategy is the proof of concept strategy that in the end, anyone who using martingale strategy will kaboom their portfolio.
For those who don't know what is "martingale".. it's a simple double down strategy in the hope to cover the loss in previous entry.
Example
In the game that if you win, you'll get 100% of your bet money back.
1st loss = 1$
2nd loss = bet 2$ : if win, get 2$ / real profit = 1$ ( 2-1 )
3rd loss = bet 4$ : if win, get 4$ / real profit = 1$ ( 4 - ( 2+1) )
4th loss = bet 8$ : if win, get 8$ / real profit = 1$ ( 8 - ( 4+2+1 ) )
...
...
10th loss = bet 512$ : if win, get 512$ / real profit = 1$ ( 512 - ( 256+128+64+32+16+8+4+2+1) )
as you can see, the next bet will be first bet x 2^(n-1)
and the profit will equal to your first bet.
==================
In trading and forex EA ( Expert Advisor or bot ) people use this strategy to fool newbies that their martingale system will generate steady income for eternity.
But in reality, this strategy will destroy your whole portfolio eventually some time in the future. Because there will be some "Blackswan event" in market at some point in time. And one who ignore this fact, will lose everything.
But, if you using low risk strategy and generate some profit from your low-risk portfolio. You can take small chunk of that profit and put it in riskier strategy like this martingale, to accerelate your profit snowball.
===================
Parameter Explaination
====================
Price = datasource for indicator calculation
Fixed position size option = if uncheck, the "Start position size" parameter will be % of your initial capital. If checked, it will fixed position size ( like 1 BTC )
Start Position Logic = condition to enter first trade
- MACD singal > 0 : Self explanatory, default macd value
- Stochastic RSI cross up : enter when sto line cross up from bottom ( 20 )
- ATR channel : enter trade if price cross above 2.3 ATR
Take Profit Percent = take profit target % from average entry
Start martingale ..= if price compare to average position entry less than this %, it will start to double down ( martingale )
Martingale Multiplier = you can specific how big you'll double down, default is 2
Trade Direction = long only for now
Use date rang = self explanatory
** make sure to setup your initial capital in properties tab **
On chart
=======
White Line = Average position price
Orange Line = your current equity
If equity less than 0, it will close any remaining positions ( It's mean your position got liquidated )
If price > equity line for "take profit percent" it will close any remaining positions.
=======
As you can see, this strategy survive 2018 drop and pump profit to 1000+% ( Check in the strategy tester tab > list of trades )
But in May 2020 -50% drop in just 3 days, your whole portfolio got liquidated.
Actually, after some digging in profit and backtest result.
This strategy, when it can survive a shape drop, can generate a lot of profit.
So, if you want to use martingale. Make sure to use only small chunk of your profit from "low-risk" strategy to accelerate your profit generation ( aka degen port )
DO NOT greedy and use all of your initial capital or borrowed money to use with this strategy!
QQE signalsConverted the QQE oscillator to in-chart long and short signals with built in alerts. This is multi-timeframe and quite robust.
Mirror MACD by Trader JayThis is my take on the metatrader indicator, the mirror macd. Works pretty good on Forex, haven't tested on anything else
Enter long after the Blue Line Cross Up the Red Line and EXIT after the Green line Cross Up the Red Line (above the Blue Line).
For the opposite position : ENTER SELL after the Red Line Cross Down.
Generalized SSL by Vts// Generalized SSL:
// This is the very first time the SSL indicator, whose acronym I ignore, is on Tradingview.
// It is based on moving averages of the highs and lows.
// Similar channel indicators can be found, whereas
// this one implements the persistency inside the channel, which is rather tricky.
// The green line is the base line which decides entries and exits, possibly with trailing stops.
// With respect to the original version, here one can play with different moving averages.
// The default settings are (10,SMA)
//
// Vitelot/Yanez/Vts March 2019
Waddah Attar Explosion and WaveTrend Oscillator combinedWaddah Attar Explosion by LazyBear and WaveTrend Oscillator by Krypt.
All credits goes to LazyBear and Krypt, i have only done some combining with the two indicators, barcolors and BG colors to clarify entrys and exits.
Combine with CM_Williams Vix_Fix, Super Guppy R1.0 by JustUncleL and you have a powerful tool.
Barcolors to look for
Aggressive Buy 1 = Lime
Agressive Buy 2 = Aqua
Buy = Green
Sell 1 = Orange
Sell 2 = Red
This is my first try, so be nice to me :-)
market phases - JDThis indicator shows the relation of price against different period ma's.
When put in daily Timeframe it gives the 1400 Day (= 200 Weekly) and the 200 ,100 an 50 Daily.
The lines show the 200,100 and 50 ma in relation to the 1400 ma.
JD.
#NotTradingAdvice #DYOR
Trend is your friendThis indicator evaluates the trend based on crosses of two McGinley moving averages. It paints candles accordingly (it does not repaint), so you can see what the indicator is saying more clearly and stay in your trade until you see a period of consolidation or a reversal. You can control how far away those moving averages need to be for you to consider it a trend. If this distance is not met candles color is not changed and it shows you that the market is in a period of consolidation. I also added visualization of RSI, so you can have an easier time finding appropriate profit targets. For stop loss I would recommend placing it a couple points above or below the previous high / low that is located above / below you final target for entry. You can also use a certain percentage that works for you. I tried adding a stop loss based on ATR, but I did not like the results. Using market structure is a better choice in my opinion.
Here is a basic trading strategy for the default settings:
Wait for the indicator to start printing a series of green or red candles. After that you can enter a long or a short around moving averages. Another valid place to entry is the specific RSI zone. If we are in an uptrend buying when RSI is oversold can be beneficial as you expect market to recover. I do not recommend changing RSI from 14. Vice versa for the downtrend. It gives you an edge as you know at what price RSI will be oversold and allows you to place trades in advance. Pretty neat! You need to realize that no indicator or strategy can give you an exact entry. There will always be some margin of error. What I wanted to say is that if there is a strong trend up and you buy around your key moving averages and when RSI is oversold you entered in good places and there is a pretty good chance you will make money.
Time frame settings:
If you want to use tighter stop losses I would recommend sticking to 15m. Do not go lower. It is not worth the stress. 1h and 4h seems to be very good as well, but expect your stop losses to be wider. What I personally tend to do is display 15m, 30m and 1h and compare it. Think of it as a short, mid and long term. That way you can see things little bit better.
Examples:
1H chart BTC
4h chart EUR / USD
1D chart NASDAQ
15m chart BTC (Daytrading)
That last chart shows that even if you were longing while the trend was about to change you still had a good chance to close it with a little profit and switch to short easily. The default settings is what has worked the best for me. Feel free to change them as you see fit and do not forget to let me know if you find something that works better :)
Notes:
Either disable wick display or change it to a neutral color like gray for both green and red candles. Unfortunately pine script does not allow wick painting, so if you have red / green wicks it will look terrible. If RSI visualization makes your candles look too small you can go to settings and disable the display of individual RSI levels. You will still be able to see the zones, but the scale won't be affected.
Daily ATR%If You are using a percentage of the Daily Average True Range in determining your stop placement,
this quick indicator is for You.
excerpt from investopedia.com/articles/trading/06/stopplacement.asp
ATR % Stop Method
The ATR% stop method can be used by any type of trader because the width of the stop is determined by the percentage of average true range (ATR). ATR is a measure of volatility over a specified period of time. The most common length is 14, which is also a common length for oscillators such as the relative strength index (RSI) and stochastics. A higher ATR indicates a more volatile market, while a lower ATR indicates a less volatile market. By using a certain percentage of ATR, you ensure that your stop is dynamic and changes appropriately with market conditions.
For example, for the first four months of 2006, the GBP/USD average daily range was around 110 to 140 pips. A day trader may want to use a 10% ATR stop - meaning that the stop is placed 10% x ATR pips from the entry price.In this instance, the stop would be anywhere from 11 to 14 pips from your entry price. A swing trader might use 50% or 100% of ATR as a stop. In May and June of 2006, daily ATR was anywhere from 150 to 180 pips. As such, the day trader with the 10% stop would have stops from entry of 15 to 18 pips while the swing trader with 50% stops would have stops of 75 to 90 pips from entry.
[RS]Linear Regression Bands V1experiment with linear regression, the purpose was to catch break outs early, but it creates to much visual noise
same as version 0 but with added margin filter and signal to mark entrys
UCS_Squeeze_Timing-V1There is an important information the Squeeze indicator is missing, which is the Pre Squeeze entry. While the Bollinger band begins to curves out of the KC, The breakout usually happens. There are many instances that the Squeeze indicator will fire, after the Major move, I cant blame the indicator, thats the nature (lagging) of all indicators, and we have to live with it.
Therefore pre-squeeze-fire Entry can be critical in timing your entry. Timing it too early could result in stoploss if it turns against you, ( or serious burn on options premium), because we never know when the squeeze will fire with the TTM squeeze, But now We know. Its a little timing tool. Managing position is critical when playing options.
I will code the timing signal when I get some time.
Updated Versions -
[turpsy] Midnight Opening Range-Fractal Midnight Open Range-Fractal Combined Trading System
Overview
This indicator combines Midnight Opening Range (MOR) analysis with HTF candle structure and fractal patterns to provide a comprehensive intraday trading framework. Unlike simple mashups, this system integrates three complementary methodologies that work together to identify high-probability trading zones.
Core Components & Synergy
1. MOR (Midnight Opening Range) Indicator
- Tracks the first 30 minutes of each trading day (00:00-00:30)
- Draws historical and current session boxes with quartile levels (25%, 50%, 75%)
- Custom opening price lines for key market times (NY Open 9:30, London Close, etc.)
- Concept:
Price tends to respect the opening range boundaries; quartiles act as support/resistance
2. HTF (Higher Timeframe) Candles
- Displays up to 6 higher timeframe candles alongside your chart
- Shows Fair Value Gaps (FVG) and Volume Imbalances (VI)
- Presents First Presented FVG (PFVG) - the initial gap after a fractal
- Concept:
HTF structure provides context for LTF entries; FVGs are magnetic price targets
3. Fractal Pattern Detection with CISD
- Identifies swing highs/lows using HTF candle structure
- CISD (Change in State of Delivery) lines mark confirmed fractal breaks
- Chart sweeps show liquidity grabs
- Concept: Fractals mark key market structure; CISD confirms directional bias
4. Killzones & Session Analysis
- Asia, London, NewYork AM/PM, and Lunch sessions
- Session highs/lows with pivot tracking
- Day/Week/Month opens and separators
- Concept: Specific sessions show characteristic volatility and directional behavior
5. ADR/CDR Analysis
- Average Daily Range and Current Daily Range tracking
- Shows percentage of ADR completed
- Concept: Helps gauge if there's room for continuation or if exhaustion is likely
How They Work Together
1. Context: It uses HTF candles and MOR boxes to identify the bigger picture structure
2. Timing: It uses Killzones to show when institutional activity is highest
3. Entry: It uses Fractals with CISD confirm structure breaks; FVGs provide entry zones
4. Risk Management: ADR/CDR helps set realistic profit targets and assess if move is extended
Original Contributions
This script significantly improves upon the base components by:
- Integrating 1-minute data feed for accurate Midnight Open Range calculations on all timeframes
- Adding PFVG detection synchronized with fractal patterns
- Creating logarithmic midpoint calculations between HTF candles
- Implementing chart sweep detection for liquidity analysis
- Adding CISD projection lines at 0.5, 1.0, 1.5, 2.0 extensions
How to Use
1. Enable desired HTF timeframes and MOR settings
2. Watch for PFVG formation after HTF candle closes
3. Look for CISD line breaks during killzone sessions
4. Enter at FVG mitigation zones aligned with MOR quartiles
5. Monitor ADR% to gauge move potential
Credits
- HTF Candles base structure: fadizeidan & tradeforopp
- Midnight opening range: trades-dont-lie
- I made the Significant modifications and integration
BTC - Cycle Integrity Index (CII) BTC - Cycle Integrity Index (CII) | RM
Are we following a calendar or a capital flow? Is the Halving still the heartbeat of Bitcoin, or has the institutional "Engine" taken over?
The most polarized debate in the digital asset space today centers on a single question: Is the 4-year Halving Cycle dead? While some market participants wait for a pre-ordained calendar countdown, the reality of 2026 suggests that visual guesswork is no longer sufficient. As institutional gravity takes hold, we cannot rely on the simple "Clock" of the past. Instead, we must audit the Integrity of the present.
The Cycle Integrity Index (CII) was engineered to move beyond simple price action and provide a clinical answer to the market's biggest mystery: "Is this trend supported by structural substance, or is it merely speculative foam?" By aggregating eight diverse Pillars into a single 0-100% score, this model uses Gaussian Distributions and Sigmoid Normalization to distinguish between professional accumulation and retail-driven chaos. We aren't guessing where we are in a cycle; we are measuring the internal health of the asset's engine in real-time.
Why these 8 Pillars?
The CII does not rely on a single indicator because the "New Era" of Bitcoin is multi-dimensional. To capture the full picture, I selected eight specific pillars that cover the three layers of market truth:
• The Capital Layer: Global Liquidity (M2) and ETF Flows (Wall Street Absorption).
• The Network Layer: Mining Difficulty and Security Backbone expansion.
• The Sentiment Layer: Long-Term Holder conviction, Valuation Heat (MVRV), and Corporate Adoption (MSTR). While alternatives like the Pi Cycle or RSI exist, they are often "one-dimensional." The CII is a synthesis—a modular engine where every part validates the others.
How the Calculation Works
The CII is a sophisticated model for Bitcoin. It aggregates 8 diverse pillars into a single 0-100% score in the following way:
• Mathematical Normalization: We don't just use raw prices. We use Gaussian Distributions to find "Institutional DNA" in drawdowns and Sigmoid (S-Curve) functions to score volatility and valuation.
• Dynamic Weighting: The index is modular. If a data source (like a specific on-chain metric) is toggled off, the engine automatically redistributes the weight among the active sensors so the final integrity score is always balanced to 100%.
• Multi-Source Integration: The script pulls from Global Liquidity (M2), ETF flows, Corporate Treasury premiums (MSTR), and Network Difficulty to create a truly "Full-Stack" view of the asset.
The 8 Pillars of Integrity
Pillar 1: Drawdown DNA The "Identity Crisis" Filter
• Concept: Audits the depth of corrections to distinguish between "Institutional Floors" and "Retail Panics."
• Logic: Historically, retail crashes reached -80%, while institutions view -20% to -25% as primary value entries.
• Implementation: Uses a Gaussian (Normal) Distribution centered at -25%. Scores of 10/10 are awarded for holding institutional targets; scores decay as drawdowns accelerate toward legacy "crash" levels.
Basis: DNA Drawdown
Pillar 2: Volatility Regime The "Smoothness" Audit
• Concept: Measures the "vibration" of the trend. High-integrity moves are characterized by "smooth" price action.
• Logic: Erratic volatility signals speculative bubbles; consistent "volatility clusters" indicate professional trend-following.
• Implementation: Calculates a Z-Score of the 14-day ATR against a 100-day benchmark. This is passed through a Sigmoid function to penalize "chaotic" price shocks while rewarding stability.
Basis: RVPM
Pillar 3: Liquidity Sync (Global M2) The Macro Heartbeat
• Concept: Audits whether price growth is fueled by monetary expansion or internal speculative leverage.
• Logic: True cycle integrity requires a positive correlation between Central Bank balance sheets and price action.
• Implementation: Aggregates a custom Global Liquidity Proxy (Fed, RRP, TGA, PBoC, ECB, BoJ). It measures the Pearson Correlation between BTC and M2 with a standardized 80-day transmission lag.
Basis: Liquisync
Pillar 4: ETF Absorption (Wall Street Entry) The "Cost Basis" Defense
• Concept: Tracks the aggregate institutional cost-basis since the January 2024 Spot ETF launch.
• Logic: Integrity is high when the "Wall Street Floor" is defended; it fails when the aggregate position is underwater.
• Implementation: A Cumulative VWAP engine tracking the "Big 3" (IBIT, FBTC, BITB). Scoring decays based on the percentage distance the price drifts below this institutional average entry.
Basis: Institutional Cost Corridor
Note: Turning this to OFF will significantly expand the timeframe of the indicator on the chart (otherwise it will just start in 2024)
Pillar 5: LTH Dormancy (Conviction) The HODL Floor Audit
• Concept: Monitors the conviction of Long-Term Holders (LTH) to identify supply-side constraints.
• Logic: Sustainable cycles require stable or increasing 1Y+ dormant supply; rapid "thawing" signals distribution.
• Implementation: Uses Min-Max Normalization on the Active 1Y Supply over a 252-day window. A score of 10/10 indicates peak annual holding conviction.
Basis: RHODL Proxy & VDD Multiple
Pillar 6: Valuation Intensity The MVRV Heat Map
• Concept: Measures market "overheat" by comparing Market Value to Realized Value.
• Logic: High integrity trends rise steadily; vertical spikes in MVRV indicate "speculative foam" and bubble risk.
• Implementation: Performs a Relative Rank Analysis of the MVRV Ratio over a 730-day window, passed through a high-steepness Sigmoid curve to identify extreme valuation anomalies.
Pillar 7: Miner Stress The Security Backbone
• Concept: Tracks Mining Difficulty to ensure network infrastructure is expanding alongside price.
• Logic: Difficulty expansion signals health; drops in difficulty (Miner Stress) signal capitulation and sell-side pressure.
• Implementation: Monitors the 30-day Rate of Change (ROC) of Global Mining Difficulty. Maintains a 10/10 score during expansion; decays rapidly during network contraction.
Pillar 8: Corporate Adoption The MSTR NAV Proxy
• Concept: Audits the MicroStrategy (MSTR) premium as a barometer for institutional demand.
• Logic: A high premium indicates a willingness to pay a "convenience fee" for BTC exposure; a collapsing premium signals waning appetite.
• Implementation: Calculates the Adjusted Enterprise Value (Market Cap + Debt - Cash) relative to the Net Asset Value (NAV) of its BTC holdings.
Note1: Debt and share parameters are user-adjustable to maintain accuracy as corporate balance sheets evolve.
Note2: I just included this because I was curious about the mNAV calculation I saw in other scripts, where the printed value often does not match exactly the propagated value from the MSTR page itself. Hence, for my live calculation, we calculate the Adjusted Enterprise Value to find the "Market NAV" (mNAV). Unlike simpler scripts that only look at Market Cap vs. Bitcoin holdings, our engine accounts for the Capital Structure . We explicitly factor in the corporate debt (approx. $8.24B long-term + $7.95B convertible notes) and subtract the cash reserves (approx. $2.18B) to find the true cost Wall Street is paying for the underlying Bitcoin. Since this will ran "old" very quickly, I recommend to update in the code by yourself from time to time, or just de-select this parameter.
Interpretation Guide
• Score 100% (The Perfect Storm): This represents a state of "Maximum Integrity." All 8 pillars are in perfect institutional alignment—liquidity is surging, conviction is at yearly highs, and price action is perfectly smooth. This is the hallmark of a healthy, structural parabolic run.
• 75% - 100% (High Integrity): Robust trend. Price is supported by structural demand and macro tailwinds.
• 35% - 75% (Equilibrium): Transition zone. The market is digesting gains or waiting for a new liquidity pulse.
• 0% - 35% (Fragile): Speculative foam. Structural support has failed.
• Score 0% (The Ghost Trend): Absolute structural failure. All pillars (liquidity, miners, LTH, ETFs) have broken down. Note: Due to the robust nature of the Bitcoin network, the index naturally floors around 20-30% during deep bear markets, as specific pillars (like Miner Security) rarely drop to zero.
To provide a complete experience, I have included the Cycle Triad —a visualization layer consisting of the Halving, Ideal Peak, and Ideal Low. It is important to understand the role of this feature:
• Benchmark Only (Not Calculated): The Triad is based purely on historical evidence from previous Bitcoin epochs. While the Halving is fixed anyway, the "Ideal Peak" or "Ideal Low" are not calculated or computed by the 8 pillars. These are user-adjustable temporal anchors drawn on the chart to provide a static map of the "Legacy 4-Year Cycle."
• The Temporal Audit: The power of the CII lies in comparing the Engine (the 8 Pillars) against the Clock (the Triad) . By overlaying historical time-windows on top of our integrity math, we can see if the "New Era" is currently ahead of, behind, or perfectly in sync with the past.
• The "Peak Divergence" Logic: Based on the specific models selected for this ECU—specifically Volatility Decay and Valuation Heat —traders will notice that a cycle peak often coincides with a low integrity score (Red Zone) . While the index measures structural health, a low score is a byproduct of a market that has become "too hot to handle."
• Regime Detection: Although the primary goal is to audit the "New Era," the CII is highly effective at detecting overheated regimes. When the score drops toward the 25–35% range, the structural floor is giving way to speculative foam—making it a dual-purpose tool for both cycle analysis and risk management.
Dashboard Calibration & Settings
Cycle Triad Calibration
• Ideal Peak/Trough Window: Defines the historical "Average Days" from a Halving to the cycle top and bottom. This sets the vertical anchors for the Halving, Peak, and Low labels.
• Show Cycle Triad: A master toggle to enable or disable the temporal lines and labels on your dashboard.
The CII Master ECU is fully modular. You can toggle individual pillars ON/OFF to focus on specific market dimensions, and calibrate the sensitivity of each sensor to match your strategic bias.
• P1: Drawdown DNA Lookback (Weeks): Defines the window for the "Rolling High." Inst. Target (%): The specific percentage drawdown you define as "Institutional Support" (e.g., -25%).
• P2: Volatility Regime Benchmark (Days): The historical window used to define "Normal" vs. "Abnormal" volatility.
• P3: Liquidity Sync Corr. Window (Bars): The lookback for the Pearson Correlation calculation. Transmission Lag (Bars): The delay (standard 80 days) for Central Bank M2 to hit price.
• P4: ETF Absorption FBTC Ticker: The data source for the ETF volume audit (Default: CBOE:FBTC).
• P5: LTH Dormancy LTH Source: The ticker for 1Y+ Active Supply (Default: GLASSNODE:BTC_ACTIVE1Y). Norm. Window: The lookback (252 days) used to rank current conviction.
• P6: Valuation Intensity MVRV Source: The ticker for the MVRV Ratio (Default: INTOTHEBLOCK:BTC_MVRV). Relative Window: The lookback (730 days) to calculate the valuation rank.
• P7: Miner Stress Mining Diff: The data source for Global Mining Difficulty (Default: QUANDL:BCHAIN/DIFF).
• P8: Corporate Adoption Shares (M) & BTC (K): The balance sheet parameters for MicroStrategy (MSTR). Update these as the company executes new purchases to maintain mNAV accuracy.
Operational Usage This index is best used on the Daily (D) (recommended - description for inputs optimized for this time-window) or Weekly (W) timeframes. While the code is optimized to fetch daily data regardless of your chart setting, the structural "Integrity" of a cycle is a macro phenomenon and should be viewed with a medium-to-long-term lens.
The Verdict: Is the 4-Year Cycle Still Alive?
Based on the data provided by the CII Master ECU, the answer remains a nuanced "Work in Progress." The evidence presents a fascinating conflict between legacy patterns and the new institutional regime:
• The Case for the Cycle: Historically, a local "Peak" in price corresponds with a "Local Low" in our integrity indicator (Red Zone). We observed this exact phenomenon in October 2025. When viewed through the lens of the "Ideal Peak" anchor, this alignment suggests that the 4-year temporal rhythm is still exerts a massive influence on market behavior.
• The Case for the New Era: While the timing of the October 2025 peak followed the legacy script, the intensity did not. Previous cycle tops produced far more aggressive and persistent "Red Zone" clusters. The relative brevity of the integrity breakdown suggests that the "Institutional Era" provides a much higher floor than the retail-driven bubbles of 2017 and 2021.
• The Institutional Floor: Our data shows that while "Tops" still resemble the 4-year cycle, the "Lows" now reflect a regime of constant institutional absorption. This suggests that the brutal 80% drawdowns of the past may be replaced by the "Institutional DNA" of Pillar 1.
Final Outlook: As we move through 2026, the ultimate test lies in the Q3/Q4 window. While classical theory demands a "Cycle Low" during this period, the CII will be our primary auditor. We cannot definitively say the cycle is dead, but we can say it has evolved. We will not know if the 4-year low will manifest until the model either flags a total structural breakdown or confirms that the institutional "Floor" has permanently shifted the rhythm of the asset.
Tags: Bitcoin, Institutional, Macro, On-chain, Liquidity, MSTR, ETF, Cycle
Note to Moderators: This script is a "Master Index" that aggregates several quantitative models I have previously published on this platform (including DNA Drawdown, RVPM, and Liquisync). I am the original author of the logic and source code referenced in the "Basis" sections of the description.
Combined Advanced Trading BlueprintCombined Advanced Trading Blueprint
This all-in-one institutional trading suite integrates market structure, volume analysis, and automated target projection. It is designed to find high-probability "Blueprints" by combining PVSRA (Price, Volume, Storage, Resistance, and Support) with dynamic Fibonacci and ATR-based risk management.
🚀 Key Modules
1. Institutional Inflection Zones (Supply & Demand)
Identifies where major market participants are entering.
Supply & Demand: Automatically draws zones at key swing highs and lows.
IZ (Inflection Zones): Real-time labels marking the median of these zones.
BOS (Break of Structure): When a zone is breached, it transforms into a BOS line to signal trend continuation or reversal.
2. PVSRA & Vector Zones
The core of institutional volume analysis.
Climax Volume (Red/Green): Bars with volume >= 200% of average. These mark exhaustion or massive entry.
High Volume (Violet/Blue): Bars with volume >= 150% of average.
Automated Zones: The script draws boxes around these high-volume candles. Price returning to these zones often sees a sharp reaction.
3. Trader Daddy Intelligence
An automated layer for objective target setting.
Auto-Fibonacci: Dynamically calculates the current swing range and plots 0.236, 0.382, 0.5, 0.618 (Golden), 0.786, and extensions.
Volume Gaps (FVG): Detects Fair Value Gaps (FVGs) where price moved too fast. These acts as "magnets" that the market usually returns to fill.
ATR Targets: Dynamic Take Profit (TP1, TP2, TP3) and Stop Loss (SL) lines that adjust based on current market volatility.
4. Confluence Ribbon System
A multi-layered moving average and channel system.
The Ribbon: Uses 8 EMA (Red), 21 EMA (White), 34 EMA (Blue), 50 SMA (Orange), and 200 SMA (Dark Orange).
Keltner Channels: Three standard deviation bands to identify overbought/oversold conditions.
RSI Triggers: A fast 2-period RSI detects "stretches" outside the Keltner bands for precise entry timing.
VWAP: Includes anchored VWAP for Session, Weekly, and Monthly trends.
🎨 Visual Guide & Color Legend
Price Targets (Trader Daddy)
Green Dashed Lines: Take Profit levels (TP1, TP2, TP3).
Red Solid Line: ATR-based Stop Loss.
Cyan/Blue Labels: Fibonacci retracement levels. The Blue level often acts as a major institutional target or "Take Profit" area in a trending market.
Market Zones
Cyan Boxes: Active Demand (Buy) zones.
Grey/White Boxes: Active Supply (Sell) zones.
Purple/Fuchsia Areas: Vector Zones (High institutional volume).
🛠 How to Trade the Blueprint
Locate the Zone: Wait for price to enter a Supply/Demand box or a Purple Vector Zone.
Check the Market State: Look at the top-right info label to see if the trend is Bullish, Bearish, or Neutral.
Wait for Confluence: Look for an 8/21 EMA crossover or an RSI "Circle" trigger near the Keltner bands.
Execute: Use the ATR-generated TP and SL lines to manage your risk automatically.
Master Crypto Overlay [R2D2]The Gemini Master Crypto Overlay: User Guide
1. Introduction
The Gemini Master Crypto Overlay is a professional-grade TradingView script designed to consolidate six powerful institutional indicators into a single, clean "heads-up display" (HUD).
Instead of cluttering your chart with multiple sub-windows (which shrinks your view of the price), this script uses smart overlays and a data dashboard to provide actionable data instantly. It is optimized for the Daily timeframe as requested, but functions on all timeframes.
Included Indicators:
Ichimoku Cloud: Identifies the primary trend and support/resistance zones.
MACD (Custom Crypto Settings): Optimized (3-10-16) for catching fast crypto moves.
WaveTrend Oscillator: Visual signals for Overbought/Oversold entries.
Supertrend: A trailing stop-loss line to keep you in profitable trades.
Ultimate RSI (MTF): Multi-timeframe analysis to ensure you are trading with the higher trend.
Volume Reference (VWAP): An on-chart proxy for Volume Profile to spot fair value.
2. Installation Instructions
Step 1: Open Pine Editor
Launch your chart on TradingView.
At the bottom of the screen, click the tab labeled Pine Editor.
Step 2: Paste the Code
Delete any text currently in the editor window.
Copy the code block at the bottom of this response.
Paste it into the editor.
Step 3: Save and Add
Click "Save" (top right of the editor) and name it "Master Crypto Overlay".
Click "Add to chart".
Note: You may hide the "Pine Editor" panel now by clicking the arrow at the bottom center of the screen.
3. How to Use the Interface
The script is designed to be intuitive. Here is what you are looking at:
A. The Dashboard (Bottom Right)
This is your "Confluence Checker." It summarizes the status of the major indicators in real-time.
GREEN: Bullish (Buy/Hold)
RED: Bearish (Sell/Short)
GRAY: Neutral/Choppy (Stay out)
Pro Tip: Do not enter a trade unless at least 3 out of 4 signals on the dashboard match your direction.
B. On-Chart Signals
Clouds (Red/Green): If the cloud is Green and rising, only look for Long trades. If Red, only look for Short trades.
Supertrend Line: This continuous line trails the price. If price is above it (Green line), you are safe. If price closes below it, the trend has reversed.
MACD Labels: Small "MACD" text appears when momentum flips.
WaveTrend Circles:
Blue Circle (Bottom): Price is "Oversold." Good time to buy if the trend is up.
Orange Circle (Top): Price is "Overbought." Good time to take profit.
4. Strategy: Maximizing Trading Returns
To make money with this script, you need a rule-based system. Do not just blindly click when you see a label. Use this "Trend & Trigger" strategy:
The "Golden Entry" (High Probability Long)
Trend Check: Ensure price is ABOVE the Ichimoku Cloud.
Dashboard Check: Verify the RSI Status says "BULL (>50)".
The Trigger: Wait for a pullback where price touches the Supertrend Line (Green) or the top of the Cloud.
The Entry: Enter the trade when a Blue WaveTrend Circle appears OR a MACD Buy Label prints.
Stop Loss: Place your stop loss slightly below the Supertrend line.
The "Exit Strategy" (Protecting Profits)
Conservative: Sell half your position when an Orange WaveTrend Circle appears.
Trend Follower: Hold the rest of your position until the Supertrend Line turns RED.
Vdubus TrixStoch + HMA FilterThe Bottom Indicator: "Vdubus TrixStoch HMA"
Purpose: Precision timing. It shows you exactly when the pullbacks happen.
The Top Indicator: "Vdubus Momentum Lock (Overlay)"
The Trigger Zones (48 / 52):
Buy Zone (Below 48): When the Blue line dips into this zone, the market is "reloading" for a buy.
Sell Zone (Above 52): When the Blue line pops into this zone, the market is "reloading" for a sell.
The Confluence Circles:
Green Dot ("Dip"): Appears only if HMA is Green AND Trix is Rising. This filters out bad buy signals during downtrends.
Red Dot ("Rally"): Appears only if HMA is Red AND Trix is Falling. This filters out bad sell signals during uptrends.
3. The Strategy:
A. Entry Logic (The Sniper)
Trend Check: Is HMA 100 Green or Red?
Momentum Check: Is TRIX 34 agreeing with the HMA?
Trigger:
Buy: Stoch K crosses under 48.
Sell: Stoch K crosses over 52.
Pulse Re-Entry: If Trix momentum was lost briefly but snaps back into alignment, re-enter immediately (even without a Stoch signal).
B. Exit Logic (The Safety)
Momentum Exit: If the TRIX slope flips against you (e.g., you are Long, but Trix turns down), CLOSE IMMEDIATELY.
Hard Deck (HMA Flip): If the HMA line changes color, CLOSE EVERYTHING. This is the emergency brake.
Vdubus Momentum Lock (Overlay)The Top Indicator: "Vdubus Momentum Lock (Overlay)"
The Bottom Indicator: "Vdubus TrixStoch HMA"
Purpose: Precision timing. It shows you exactly when the pullbacks happen.
The Trigger Zones (48 / 52):
Buy Zone (Below 48): When the Blue line dips into this zone, the market is "reloading" for a buy.
Sell Zone (Above 52): When the Blue line pops into this zone, the market is "reloading" for a sell.
The Confluence Circles:
Green Dot ("Dip"): Appears only if HMA is Green AND Trix is Rising. This filters out bad buy signals during downtrends.
Red Dot ("Rally"): Appears only if HMA is Red AND Trix is Falling. This filters out bad sell signals during uptrends.
3. The Strategy:
A. Entry Logic (The Sniper)
Trend Check: Is HMA 100 Green or Red?
Momentum Check: Is TRIX 34 agreeing with the HMA?
Trigger:
Buy: Stoch K crosses under 48.
Sell: Stoch K crosses over 52.
Pulse Re-Entry: If Trix momentum was lost briefly but snaps back into alignment, re-enter immediately (even without a Stoch signal).
B. Exit Logic (The Safety)
Momentum Exit: If the TRIX slope flips against you (e.g., you are Long, but Trix turns down), CLOSE IMMEDIATELY.
Hard Deck (HMA Flip): If the HMA line changes color, CLOSE EVERYTHING. This is the emergency brake.
