See the original:
This is indeed a cute idea of the author, but some times this wonderful indicator raises false flags.
In order to see what is going on, put the code into indicator section of the chart.
My solution is to add variance line (in lime color) and use variance as a filter.
Correlation Based Pair Trading Strategy (Trading the spread)
There are three popular styles of Pair trading:
* Distance based pair trading
* Correlation based pair trading
* Cointegration based pair trading
The correlation based strategy is to short the outperforming instrument and go long on the underperforming one
whenever the temporary correlation weakens...
This strategy was inspired by my Israeli fellow iAtiya.
I love it because it's my first pine v3 script that actually works.
Powerful with respect to it's simplicity.
This indicator can apply my previous indicator, Historical and Standard Stochastic, to Money Flow (ADMF) or Absolute Strength Index (ASI) or both at the same time. It can also display those two indicators in regular mode as well as showing visual cues when the indicators make new ATH or ATL.
ASI is basically a new name I am giving to my Gain/Loss Moving Average...
Daily e-o-d Open Interest as published by CME.
As CFTC COT Open Interest relates to last Tuesday, here you can have an idea how things evolved day-by-day since then.
As CME total OI is not accessibl as data, here I sum OI of the next 9 outstanding contracts, which gives a fair idea of the trend in OI
This is a combination of three moving price simple moving averages diffs and volume SMA diff. If you see all mountains below horizon and buildings over horizon, it may be a good time to buy. If you see mountains are above horizon and small reflections of buildings in a lake then it may be a good time to sell.
Retail Exchanges
Binance
Bitstamp
Coinbase
Kraken
Bithumb
BitFlyer
OkEx
CEX
Huobi
Institutional Exchanges
Bitfinex
Bitmex
The ratio measure the (total volume of retail exchanges) / (total volume of retail exchanges + total volume of institutional exchanges).
Imperfect. Not investment advice.
H/T @cryptorae for the original version.
This indicator is based on Volatility and Market Sentiment. When volatility is high, and market sentiment is positive, the indicator is in a low or 'buy state'. When volatility is low and market sentiment is poor, the indicator is high.
The indicator uses the VIX as it's volatility input.
The indicator uses the spread between the Call Volume on SPX/SPY and the...
The Market Facilitation Index is an indicator that relates price range to
volume and measures the efficency of price movement. Use the indicator to
determine if the market is trending. If the Market Facilitation Index increased,
then the market is facilitating trade and is more efficient, implying that the
market is trending. If the Market Facilitation...
// The Stock Market Institute (SMI) describes an propriety indicator the "SMI Wyckoff Wave" for US Stocks. This code is an attempt to make a Wyckoff Wave for the Johannesburg Stock Exchange (JSE).
// The JSE Wyckoff Wave is in a separate code. This is the code for the volume of the wave. Please see code for the JSE Wyckoff Wave which goes with this indicator.
//...
The Market Facilitation Index is an indicator that relates price range to
volume and measures the efficency of price movement. Use the indicator to
determine if the market is trending. If the Market Facilitation Index increased,
then the market is facilitating trade and is more efficient, implying that the
market is trending. If the Market Facilitation...
// Created by titanlyy
// This script was inspired by @autemox who created the BTC version of this.
// Hope this helps. Peace out.
// 7th September 2018
![PETR4: Color Volume Bars [G.Freitas] V 0.1](https://s3.tradingview.com/6/6QyK8esg_mid.png "Color Volume Bars [G.Freitas] V 0.1")
![BTCUSD: Stoch Money Flow (ADMF) & Absolute Strength Index (ASI) [cI8DH]](https://s3.tradingview.com/2/2XiF9PJd_mid.png "Stoch Money Flow (ADMF) & Absolute Strength Index (ASI) [cI8DH]")
![BTCUSD: Retail vs. Institutional Bitcoin Volume Ratio [@joemccann]](https://s3.tradingview.com/4/4BlBcoAl_mid.png "Retail vs. Institutional Bitcoin Volume Ratio [@joemccann]")
![SPX: @WACC Volatility Weighted PUT/CALL Positions [SPX]](https://s3.tradingview.com/g/GcQQf1gX_mid.png "@WACC Volatility Weighted PUT/CALL Positions [SPX]")
![BTCUSD: XBT Volatility Weighted Bottom Finder. [For Daily Charts]](https://s3.tradingview.com/h/HdSFR0RT_mid.png "XBT Volatility Weighted Bottom Finder. [For Daily Charts]")
