TradingView has a little-known integration that allows you to pull in 3rd party data-sets from Nasdaq Data Link, also known as Quandl. Today, I am open-sourcing for the community an indicator that uses the Quandl integration to pull in historical data and ratios on the S&P500. I originally coded this to study macro P/E ratios during peaks and troughs of boom/bust...
This script uses daily data points from Quandl which measure Bitcoin mining hashrate, and miner revenue, and averages the two. The two data sets are fairly zigzaggy, so to smooth the data I am use a John Ehlers' filter to reduce the noise. Why did I combine the two? Both have correlation to BTC price action, and by combining hashrate and revenue, I believe it...
This is an indicator that gets data from Quandl and presents weekly CFTC futures data (www.cftc.gov). In this indicator, the noncommercial long/short positions are calculated as a percentage of overall Open Interest. This indicates the bullish/bearish sentiment of the market.
This is a simple script that displays the total number of Bitcoins wallets based on the data provided by Quandl.
Use it in dayli resolution minimum
Refresh every day
Thanks to all Pinecoders who share their work with the community.
Hello, this script has the same logic as Noldo CFTC COT Forex Indicator :
And Noldo CFTC COT Commodities Indicator :
Script briefly calculates the period length between two signals of Pivot Reversal Strategy when new signal arrives and allows us to see relative Blockchain data and price changes of Major Cryptocurrencies over that automatic...
I hope you're all doing well and the quarantine will soon be over in your respective countries.
We all have strong opinions on how it could have been handled by our respective governments but the facts cannot be contested.
And basically, they acted based on a lot of unknown data. Obviously, we can throw away some conspiracy theories but what's the...
Original script from ChartChampions :
This script was created by using Open Interest instead of Volume in the Market Facilitation Index.
Thus, it can make a difference in the Future and CFD Markets.
If your financial instrument is not from these markets, that is, if Open Interest is not used, you can choose Volume.
You can set "FUTURES" and...
I found a very high correlation in a research-based Artificial Neural Networks.(ANN)
Trained only on daily bars with blockchain data and Bitcoin closing price.
NOTE: It does not repaint strictly during the weekly time frame. (TF = 1W)
Use only for Bitcoin .
Blockchain data can be repainted in the daily time zone according to the description time.
This is the improved version of Stochastic Money Flow Index script that uses Open Interest instead of volume in Future markets.
I think it will make a difference especially in Future and CFD markets.
Since the system will pull data from Quandl, CFTC reports may cause repaint when disclosed.
So if you use it during the weekly time frame (1W), it will definitely...
LazyBear ' s "Weiss Wave " codes are used for open interests.
Original Weiss Wave Volume :
Let's start :
Open Interest vs. Volume: An Overview
Volume and open interest are two key measurements that describe the liquidity and activity of contracts In the options and futures markets. However, their meanings and applications are different. Volume...
NVT Signal, or NVTS, is an indicator that compares the market cap of Bitcoin to the aggregate USD value of daily transactions on the Bitcoin blockchain. It is a value indicator that shows a multiple of Bitcoin price against the actual usage of its blockchain. When the NVTS is low, it suggests Bitcoin price is low relative to the amount of utility the network...
This Bitcoin indicator shows the percentage that the exchange traded volume is from the sum of the exchange traded volume + on-chain transaction volume.
The thin red line is the non-smoothed value calculated from daily volumes.
The thick black line is the 7-day EMA-smoothed value.
The exchange traded volume and the on-chain transaction volume are reported by...
Update to my previous Herrick Payoff Index script. This script pulls Quandl futures data with daily open interest. The prior version only used the weekly Commitment of Traders open interest data so could only be used on weekly bars. Note: Must use Quandl Symbol methodology in chart (i.e. enter symbol as QUANDL:CHRIS/CME_FC2, QUANDL:CME/FCX2016, ect.)....
Percents of Open Interest held by the largest eight reportable traders from legacy commitment of traders (COT) report. Computed on a net long and net short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.