Global Liquidity on Crypto Markets - Impact Gauge {DCAquant}

2024年6月21日

Global Liquidity on Crypto Markets - Impact Gauge {DCAquant}

This Pine Script indicator visualizes global liquidity trends and their impact on the crypto markets. The indicator includes several metrics and tools to help traders assess market conditions and make informed decisions. Below is a detailed description of each component and how they function.

General Settings and Inputs

Plotting Options: Choose between different indicators (RSI, ALMA, APSI) to plot.

Background Color Options: Select the trend indicator to plot as the background color.

Table Position and Size: Customize the position and size of the trend probability table.

Global Liquidity Index Components: Enable or disable various central banks and money supply metrics that contribute to the global liquidity index.

Relative Strength Index (RSI): Configure the RSI settings, including length, overbought/oversold thresholds, and standard deviation options. Using the Global Liquidity Index as its source.

ALMA/RSI Crossover: Customize the settings for the ALMA (Arnaud Legoux Moving Average) and RSI crossover strategy. Using the Global Liquidity Index as its source.

Alt Peak Strength Index (APSI): Configure the settings for APSI, which measures alternative market strength. The main risk ON signal for this indicator is when the blue plot is #1. Risk off when below either of the other 2 plots.

Global Liquidity Index (GLI)

The GLI is calculated by aggregating data from various central banks and money supply metrics. This data is normalized and logged for further analysis.

Relative Strength Index (RSI)

Calculation: RSI is calculated based on the GLI or its standard deviation.

Color Coding: The RSI plot and background color change based on predefined thresholds (overbought, oversold, neutral).

Plots: Displays the RSI along with overbought and oversold lines.

ALMA vs. RSI Crossover

This strategy compares the ALMA and RSI to determine potential long or short signals.

Calculation: Uses the ALMA smoothed data and compares it with the RSI.

Signal Generation: Generates long or short signals based on the crossover of ALMA and RSI values.

Alt Peak Strength Index (APSI)

APSI measures the strength of alternative markets relative to major benchmarks.

Calculation: Combines the rate of change (RoC) and RSI values of total market benchmarks and others.

Omega Ratio: Calculates the omega ratio to assess risk and performance.

Plots: Displays the APSI values and the risk-on signal.

Table of Global Liquidity Trend Probability

A table summarizing the current market conditions based on RSI, ALMA, and APSI.

Metrics: Shows metrics such as position, reversal likelihood, and risk status for each indicator.

Colors: The table cells are color-coded to provide quick visual cues about market conditions.

Alerts

The script includes alert conditions to notify traders when certain thresholds are met:

RSI Alerts: Notifies when RSI is in a neutral, long, or short condition.

ALMA Alerts: Notifies when ALMA signals a long or short condition.

APSI Alerts: Notifies when APSI signals a long or short condition.

Risk Alerts: Notifies when the market is in a risk-on or risk-off condition.

This indicator is designed to provide a comprehensive view of market liquidity and trends, aiding traders in making informed decisions based on a combination of technical analysis and global economic factors.

2024年6月22日

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Added MACD with GLI as the source to help better spot Divergence

2024年6月22日

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Added a GL TPI score, which is average score of the metrics. Where position Long = 1, Short = -1 and Neutral = 0.

2024年6月22日

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Added Momentum, Bollinger Bands and Stochastic Oscillator.

7 Indicator TPI using GL as source. load onto a chart to compare how that asset reacts to GL.

2024年6月22日

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2024年6月22日

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Added ability to plot TPI

2024年6月22日

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Added HMA smoothing option to TPI plot.

2024年6月22日

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Added the ability to remove the plots, background color, or table independently.

2024年6月22日

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Cleaning up code.

2024年6月22日

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Added Beta & Correlation metrics compared to BTC for the ticker loaded on the chart. Everything else is calculated off GLI.

2024年6月22日

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2024年6月22日

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Added Machine Learning to the TPI with the ability to Enable/Disable it.

2024年6月23日

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Made the Machine Learning and HMA Smoothing False by default.

2024年6月23日

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2024年6月23日

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The bottom half of the table is now analysis for the ticker chart. It shows Correlation, Beta, and 3D AVG RoC for both metrics for ticker vs BTC & ETH.

2024年6月23日

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Fixed some basic spelling errors throughout the script.

2024年6月23日

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General Maintenance. Tightening up the calculations based on some backtesting.

2024年6月23日

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2024年6月28日

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Fixed STC table coloring conditions.

2024年7月4日

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Fixed some color coding errors on the table.

2024年7月7日

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