Volatility ArbitrageDescription:
This indicator uses rate of change (ROC) indicator and its standard deviations.
ROC values are cycling around zero, i.e. around the mean.
Two standard deviations of the ROC draw the upper and the lower bounds that serve as thresholds.
These capture outliers that can be used as signals.
Arbitrage
Arbitrage Sniper (POC)Good Morning Traders!
Today I want to share with you the proof-of-concept of how you would be able to do arbitrage with crypto pairs.
THE INDICATOR MUST BE PLACED ON THE TRADING PAIR OF THE TWO CURRENCIES (i.e. ETH/BTC, EOS/ETH etc.)
This arbitrage method is based on the transitional decorrelation between the crypto treding pair and the price ratio of the involved currencies, of course computing commissions as well.
Whenever the non-arbitrage condition is not respected, there is an arbitrage oportunity.
This indicator won't consider the chance of shorting, so if the arbitrage oportunity occurs the indicator will suggest you just the chance of buying the relative-undervalued currency (but inside the code you will know how to do the alternative method as well, by shorting the relative-overvalued currency)
Let's take the trading pair ETH/BTC (as in the graph) → if we assume commissions for the 0.075% of the order, the non-arbitrage condition will be presented like this
This arbitrage method will need three orders, so n=3
So let's assume that P(ETH)/(P(BTC)*P(ETH/BTC))>(1-0.075)^(-3) → it means that the price of Ethereum is currently overreated enough (relatively to the trading pair) for doing arbitrage.
We have two alternatives:
• Buy BTC, change it into ETH (by "buying" ETH in the trading pair ETH/BTC) and then sell ETH
• Sell ETH, buy BTC, change it into ETH (by "buying" ETH in the trading pair ETH/BTC)
On the other hand, if P(ETH)/(P(BTC)*P(ETH/BTC))<(1-0.075)^(-3) → it means that the price of Ethereum is currently underrared enough (relatively to the trading pair) for doing arbitrage.
We have two alternatives:
• Buy ETH, change it into BTC (by "selling" ETH in the trading pair ETH/BTC) and then sell BTC
• Sell BTC, buy ETH, change it into BTC (by "selling" ETH in the trading pair ETH/BTC)
I'm saying that is nothing more than a proof-of-concept since:
- Arbitrage Oportunities will emerge frequently just nearly zero commissions
- Data of prices are retrieved using security() function and there can be some delay (so the arbitrage oportunity will be already extinguished by the time the signal is retrieved)
- In order to have the freshest data, repiainting will occurr
Currency Conversion for Dual Listed Stocks
This is a small tool for automatic currency conversion for dual listed stocks that trade in different currencies, i.e. Biontec: BNTX (USD) / 22UA (EUR).
- The label shows the converted price and the underlying's currency.
- Base currency is set to EUR.
- Automatically detects the underlying currency via syminfo.currency and converts it.
Arbitrage B3's IBOV FuturesThis indicator was made to calculate and show the spread between the B3's Ibovespa Futures and B3's Ibovespa Index increased by the Interest until the contract expiration date.
The orange line "Arbitrage" is the spread.
Inputs:
Annual Interest Rate (%) -> Interest Rate that you want to be used to calculate the Interest of B3's IBOV Index.
Working Days Until Contract Expires -> How many business days you have between your actual date and the expiration date of the Futures.
Recommended TimeFrame to evaluate the "Arbitrage": 1 MIN
Arbitrage BR STOCK / USA STOCKThis Indicator was made to show the BRL difference between an Stock in Brazil's B3 and it's respective ADR traded in the USA.
By default, it will show the spread between PETR4 and it's ADR PBR.A using the USD-BRL pair from Forex.
You can personalize this indicator to any Stock of your preference, and also change to any USD-BRL pair negotiated that you want. You'll have the following options to do so:
B3's Stock Ticker -> Ticker negotiated at B3.
USA's Stock Ticker -> The respective ADR of the first option.
ADR's Multiplicative Factor -> How many B3's Stocks are equivallent to the USA Stock (found at the name of the ADR on Trade View).
BRL/USD Market of Preference -> Which market you want to use to transform the price of the ADR from USD to BRL.
Dollar Divisor -> The BRL must be equivallent to 1 Dollar for the script to work. So, if you want to use a USD/BRL market that does not represent this relation, you must divide it by some number to do so. For example, if you want to use B3's DOLFUT, than you must set this parameter to 1000 (because the points show at B3's DOLFUT are the amount of BRL equivallent to 1000 Dollars). Also, if you are using a market that trades Dollar equivalent to 1 BRL (Globex's 6LFUT, for example), then set this parameter to 0.
Timeframe -> Recommended to be the same of the chart to better visualisation.
Arbitrage DOL BR / DOL USAThis indicator is made to calculate and show the spread between the currency pair USD-BRL being negotiatied in Brasil's B3 and in USA's CME Globex.
The orange line "Arbitrage" is the spread.
The red/green line is the "Stop Loss" recommended for the strategy. If the line is green, it means that the reward/tisk ratio is above 1.
IMPORTANT: MAKE SURE TO BE USING THE SAME TIMEFRAME ON BOTH THE INDICATOR AND THE CHART.
Free Lunch : ANN EOS Arbitrage ToolHello, this system is an arbitrage tool created with ANN (Artificial Neural Networks).
The main feature that makes it useful is:
You don't need to sell in another market!
According to these differences, you can sell it in your market.
Since volume is also used in ANN formulation, it does not work on charts without volume data.
It gives the most accurate results in these markets because the system has been prepared according to the data of these markets :
COINBASE
BITFINEX
BITTREX
OKCOIN
BINANCE
POLONIEX
OKEX
BITTREX
HUOBI
HITBTC
BINANCE
POLONIEX
Important note: Most of the differences here occur during live trading.
There are very few opportunities to hang around after the closure.
These differences will close in a few seconds, a few minutes, a few hours.
Differences usually close in a few seconds.
For this reason, it is necessary to be very fast!
Since it is a very small but guaranteed strategy, this strategy benefits in large capitals.
These system is valid only on EOS .
Respects.
Free Lunch : ANN BCH Arbitrage ToolHello, this system is an arbitrage tool created with ANN (Artificial Neural Networks).
The main feature that makes it useful is:
You don't need to sell in another market!
According to these differences, you can sell it in your market.
Since volume is also used in ANN formulation, it does not work on charts without volume data.
It gives the most accurate results in these markets because the system has been prepared according to the data of these markets :
COINBASE
BITSTAMP
BITTREX
CEXIO
OKCOIN
BINANCE
OKEX
BITTREX
HUOBI
HITBTC
BINANCE
Important note: Most of the differences here occur during live trading.
There are very few opportunities to hang around after the closure.
These differences will close in a few seconds, a few minutes, a few hours.
Differences usually close in a few seconds.
For this reason, it is necessary to be very fast!
Since it is a very small but guaranteed strategy, this strategy benefits in large capitals.
These system is valid only on Bitcoin Cash .
Respects.
Free Lunch : ANN LTC Arbitrage Tool Hello, this system is an arbitrage tool created with ANN (Artificial Neural Networks).
The main feature that makes it useful is:
You don't need to sell in another market!
According to these differences, you can sell it in your market.
Since volume is also used in ANN formulation, it does not work on charts without volume data.
It gives the most accurate results in these markets because the system has been prepared according to the data of these markets :
COINBASE
BITSTAMP
BITFINEX
BITTREX
OKCOIN
BINANCE
POLONIEX
OKEX
BITTREX
HUOBI
HITBTC
BINANCE
POLONIEX
Important note: Most of the differences here occur during live operation.
There are very few opportunities to hang around after the closure.
These differences will close in a few seconds, a few minutes, a few hours.
Differences usually close in a few seconds.
For this reason, it is necessary to be very fast!
Since it is a very small but guaranteed strategy, this strategy benefits in large capitals.
These system is valid only on Litecoin .
Respects.
Free Lunch : ANN XRP Arbitrage ToolHello, this system is an arbitrage tool created with ANN (Artificial Neural Networks).
The main feature that makes it useful is:
You don't need to sell in another market!
According to these differences, you can sell it in your market.
Since volume is also used in ANN formulation, it does not work on charts without volume data.
It gives the most accurate results in these markets because the system has been prepared according to the data of these markets.
COINBASE
BITSTAMP
BITFINEX
BITTREX
OKCOIN
BINANCE
POLONIEX
OKEX
BITTREX
HUOBI
HITBTC
BINANCE
POLONIEX
Important note: Most of the differences here occur during live operation.
There are very few opportunities to hang around after the closure.
These differences will close in a few seconds, a few minutes, a few hours.
Differences usually close in a few seconds.
For this reason, it is necessary to be very fast!
Since it is a very small but guaranteed strategy, this strategy benefits in large capitals.
These system is valid only on Ripple .
Respects.
Free Lunch : ANN Ethereum Arbitrage ToolHello, this system is an arbitrage tool created with ANN (Artificial Neural Networks).
The main feature that makes it useful is:
You don't need to sell in another market!
According to these differences, you can sell it in your market.
Since volume is also used in ANN formulation, it does not work on charts without volume data.
It gives the most accurate results in these markets because the system has been prepared according to the data of these markets.
COINBASE
BITSTAMP
BITFINEX
BITTREX
CEXIO
OKCOIN
BINANCE
POLONIEX
OKEX
BITTREX
HUOBI
HITBTC
BINANCE
COINBASE
POLONIEX
HITBTC
Important note: Most of the differences here occur during live operation.
There are very few opportunities to hang around after the closure.
These differences will close in a few seconds, a few minutes, a few hours.
Differences usually close in a few seconds.
For this reason, it is necessary to be very fast!
Since it is a very small but guaranteed strategy, this strategy benefits in large capitals.
These system is valid only on Ethereum .
Respects.
Free Lunch : ANN BTC ArbitrageHello, this system is an arbitrage tool created with ANN (Artificial Neural Networks).
The main feature that makes it useful is:
You don't need to sell in another market!
According to these differences, you can sell it in your market.
Since volume is also used in ANN formulation, it does not work on charts without volume data.
It gives the most accurate results in these markets because the system has been prepared according to the data of these markets.
COINBASE
BITSTAMP
BITFINEX
BITTREX
CEXIO
OKCOIN
BINANCE
POLONIEX
OKEX
BITTREX
HUOBI
HITBTC
BINANCE
COINBASE
POLONIEX
HITBTC
Important note: Most of the differences here occur during live operation.
There are very few opportunities to hang around after the closure.
These differences will close in a few seconds, a few minutes, a few hours.
It usually closes in a few seconds.
For this reason, it is necessary to be very fast.
Since it is a very small but guaranteed strategy, this strategy benefits in large capitals.
These system is valid only on Bitcoin.
Respects.
Takashi Triangular Arbitrage | 2nd Gen | [Alerts]Spot discrepancies between three currencies: these opportunities are rare and usually benefit to traders using advanced programs. You can now set up alerts and discover those for yourself.
This indicator signals opportunities for executing triangular arbitrage. Triangular arbitrage is the result of a discrepancy between three different currencies that occurs when the currency's exchange rates do not exactly match up. These opportunities are more frequent at cryptocurrency markets. The trader would exchange an amount at one rate (Currency_B/Currency_A), convert it again (Currency_C/Currency_B) and then convert it finally back to the original (Currency_C/Currency_A), and assuming low transaction costs, net a profit.
Example:
As per standard inputs, the trader would use US dollars to buy BTC (BITFINEX:BTCUSD), use BTC to buy NEO (BITFINEX:NEOBTC), use NEO to buy US dollars back (BITFINEX:NEOUSD). Whenever the quantity of US dollars bought back is higher than 1% from the initial amount, the indicator will send an alert signaling an arbitrage possibility.
Disclaimer: triangular arbitrage requires advanced automation tools and is only possible if there is enough liquidity to quickly execute all 3 trades at prices used on the indicator.
Inputs
Symbol 1
Symbol input. First step currency to initiate triangular arbitrage. (Currency_B/Currency_A)
Symbol 2
Symbol input. Second step currency to continue triangular arbitrage. (Currency_C/Currency_B)
Symbol 3
Symbol input. Final step currency to finalize triangular arbitrage. (Currency_C/Currency_A)
Discrepancy %
Float input. Amount in percent of profit return after triangular arbitrage is finished. Transaction fees not included.
To get access to this and other scripts check links below.
Alts vs Btc percentage changesCatch differences and over-corrections between Alts and Bitcoin via Ftx's indexes
A more visual description : i.imgur.com
Crypto Prices InfoPanel V2Hello traders
Following the introduction of ByBit to TradingView ByBit on TradingView
I decided to upgrade my previous Bitcoin InfoPanel Bitcoin-Prices-InfoPanel/
Now it's more dynamic (thumbs up) but only work with Bitcoin, Ethereum and Litecoin . If you select any other asset than those 3, the script won't work
This is due to a technical limitation on TradingView because I can't do more than 40 security calls per script
If you don't know what the security function is, here's a reminder : Security documentation . If you don't know what is TradingView... I cannot do anything for you...
Now you can use this panel to have a very cool arbitrage view directly from TradingView and use the info to gamble between brokers (not financial advice)
See you all tomorrow for a huge update regarding the Strategy Builder. I'll show you how to connect it to a Backtest system
____________________________________________________________
Feel free to hit the thumbs up as it shows me that I'm not doing this for nothing and will motivate to deliver more quality content in the future.
- I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies
Jump on a 1 to 1 coaching with me
- You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
Arbitrage SystemThis script allows you to track the price and volume movement across 6 different exchanges. By default, it is configured for BTC and pulls price and volume data from Gemini, Bitfinex, Bittrex, Bitstamp, Coinbase and Kraken.
Users can use the input options menu to choose which exchanges or symbol is used. It has 4 different modes:
1.Price Scatter: Plots the prices from each exchange around one center white line that represents the mean price across all 6 exchanges.
2. Price Line: Same thing as above, except lines are used instead of circles.
3. Volume Scatter: Plots the volumes for each exchange as colored circles, similar to a scatter plot.
4. Volume Line: Same as above except lines are used instead of circles.
The label in the top right corner displays the current price for each exchange. This can be configured in the input menu and can display
-Current Price
-% Difference from Mean
-$ Difference from Mean
This label also displays the highest and lowest price (or % diff) amongst the 6 exchanges.
Prices are pulled in 1 minute intervals, but the mean price line(white) can be adjusted to show 5, 15, 30, 1 hour or 2 hour avg price across all 6 exchanges.
OmegaWhile others Seek Alpha, we seek Omega™
Market tops and Bottoms on any time frame and at your fingertips
Leave Nothing On The Table
Stop Guessing - Start Profiting - Stop Watching - Start Living
Enjoy,
Arbitrage Trade Team
BTC<>USDT calculator [mado]it's Calculator for Altcoin Arbitrage
need to input current price(XXX/btc and XXX/usdt) on config
default calculate BINANCE:BTCUSDT (based price)
red price USDT(cent)
green price BTC(sat)
Ori Bitcoin ComparisonDraws candlestick data of BTCUSD for better comparisons. Blue and Purple candles belongs to script , green and red ones belongs to original graphic.
AB Atlas
Arbitrage Band Indicators - Included In The Indicator
Recent Higher High - Yellow Circle
Longer Term Higher High - Black Circle (Above Candle) (with Alerts)
Longer Term Lower Low - Black Circle (Below Candle) (with Alerts)
Buy Trend Exhausted - Red Circles ( Above Candles)
Sell Trend Exhausted - Green Circles ( Below Candles)
Tick colors have been added to the Bands to eliminate any question of the type of trend that is currently in progress
Red Atlas Band - Sell trend in progress
Green Atlas Band Buy Trend in progress
Enjoy,
Arbitrage Trade
Ab Squeeze Bounce V2.0Calling All Profit takers!
We get it! Scalping happens!
But wouldn't it be nice if you could ride every trend perfectly... catch every squeeze... re-enter on every bounce or pull back.
Well, we would like to show you the newest addition to the Arbitrage Trade Indicator Family: Arbitrage Squeeze Bounce
Now with Tradingview Alerts!
Happy Trading,
Arbitrage Trade Team
Ab Squeeze BounceCalling All Profit takers!
We get it! Scalping happens!
But wouldn't it be nice if you could ride every trend perfectly... catch every squeeze... re-enter on every bounce or pull back.
Well, we would like to show you the newest addition to the Arbitrage Trade Indicator Family: Arbitrage Squeeze Bounce
Happy Trading,
Arbitrage Trade Team






















