This strategy plots a MACD oscillator in a separate pane and trades Bitcoin futures from zero-line and signal-line crosses. Optional early momentum signals, a volume filter, and a trend moving-average filter can confirm entries. It sizes positions as fixed con
Strategy · Pine Script v4 · Own pane
Binance Liquidations
Binance Liquidations is a strategy and separate-pane indicator that estimates derivative volume activity by calculating the volume spread between Binance perps and Coinbase spot data.
GitHub stars106on the repository
Pine versionv4older, still runs
Lines of code58
Settings11inputs
LicenceGPL-3.0
Last update2 years ago18 Sep 2024
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new strategy, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart. The trades and results appear in the Strategy Tester tab; adjust the settings with the gear icon.
Source Code
58 lines of Pine Script v4 from Binance Estimaed Liquidations indicator-strategy.pine, published under GPL-3.0. Keep the author's credit and licence lines when you reuse it.
//@version=4
strategy("Binance Liquidations", pyramiding=1, default_qty_type=strategy.cash, default_qty_value=1000, initial_capital=1000,overlay=false, currency=currency.USD, commission_type=strategy.commission.percent, commission_value=0.07)
fastLen = input(title="Fast Ma lenght", type=input.integer, defval=8)
slowLen = input(title="Slow Ma lenght", type=input.integer, defval=22)
premVal = input(title="Premium Value", type=input.float, defval=2000000)
doTrades = input(title="Trades?", type=input.bool, defval=true)
onlyLong = input(title="Only long?", type=input.bool, defval=true)
smoothStrat = input(title="Smooth strat?", type=input.bool, defval=false)
diffStrat = input(title="Diff strat?", type=input.bool, defval=true)
maStrat = input(title="MA strat?", type=input.bool, defval=false)
timeRestr = input(title="Time restrictions?", type=input.bool, defval=true)
assetLiquidated = input(title="Pair", type = input.string, defval = "btcperp")
assetSpot = input(title="Pair", type = input.string, defval = "btc")
//res = input(title="resolution ", type=input.resolution, defval=timeframe.period)
coinbase = "coinbase:"+assetSpot+"usd"
binance = "binance:"+assetLiquidated
inDateRange = (time >= timestamp(syminfo.timezone, 2021,
01, 29, 0, 0) and time<=timestamp(syminfo.timezone, 2021,
04, 20, 0, 0)) or not timeRestr
A = security(coinbase,timeframe.period,volume)
B = security(binance,timeframe.period,volume)
premium = (B - A)
if (open < close)
premium := 0
//plot(wma(premium,fastLen), title="CME vs. Coinbase Spread", linewidth = 3, color = color.red)
//plot(wma(premium,slowLen), title="CME vs. Coinbase Spread", linewidth = 3, color = color.green)
supersmoother(_src, _length) =>
pi = 2 * asin(1)
s_a1 = exp(-sqrt(2) * pi / _length)
s_b1 = 2 * s_a1 * cos(sqrt(2) * pi / _length)
s_c3 = -pow(s_a1, 2)
s_c2 = s_b1
s_c1 = 1 - s_c2 - s_c3
ss = 0.0
ss := s_c1 * _src + s_c2 * nz(ss[1], _src[1]) + s_c3 * nz(ss[2], _src[2])
premiumSmooth = supersmoother(wma(premium,fastLen), fastLen*1.5)
hline(0, title="0", linewidth = 2, color = color.red, linestyle = hline.style_solid)
mainSeries = (diffStrat) ? premium : wma(premium,fastLen)
plot(mainSeries, linewidth = 2, color = color.white, style = (diffStrat) ? plot.style_histogram : plot.style_line)
series = (smoothStrat) ? premiumSmooth : na
series := (maStrat) ? wma(premium,slowLen) : na
plot(series, linewidth = 2, color = color.green)
wmaFast = wma(premium,fastLen)
WMA = wma(close, 4*24*5)
buySignal = false
sellSignal = false
if (doTrades)
buySignal := (smoothStrat) ? crossover(premiumSmooth,premVal) : crossover(wmaFast,premVal)
sellSignal := (smoothStrat) ? crossunder(premiumSmooth,premVal) : crossunder(wmaFast,premVal)
buySignal := (diffStrat) ? crossover(premium,premVal) : buySignal
sellSignal := (diffStrat) ? crossunder(premium,premVal) : sellSignal
buySignal := (maStrat) ? crossover(wmaFast,wma(premium,slowLen)) : buySignal
sellSignal := (maStrat) ? crossunder(wmaFast,wma(premium,slowLen)) : sellSignal
strategy.entry("long", strategy.long, when = buySignal and inDateRange and close > WMA)
strategy.entry("short", strategy.short, when = sellSignal and not onlyLong and inDateRange)
strategy.exit(id="XL TP", limit=strategy.position_avg_price * 1.01, stop=strategy.position_avg_price * 0.99)
Expand (75 lines)
Overview
Binance Liquidations applies Weighted Moving Averages and a SuperSmoother filter to the volume differential. Trades enter when the volume spread crosses a user-defined threshold while price remains above a long-term trend filter. Position exits are managed with fixed one-percent take-profit and stop-loss limits.
- Volume spread calculation between Binance and Coinbase
- SuperSmoother and WMA filtering options
- Threshold crossover signal generation
- Long-term WMA trend filter
- Fixed percentage take-profit and stop-loss exits
Details
Published by
hasnocool on GitHub
Type
Strategy, Pine Script v4
Draws
Separate pane below the chart
Category
Volume, Moving averages
Markets
Crypto
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Topics
analysisbtcusdtcryptocurrencydatapandaspythonsimulationtradingtradingview
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Fast Ma lenght | int | 8 | fastLen |
| Slow Ma lenght | int | 22 | slowLen |
| Premium Value | float | 2000000 | premVal |
| Trades? | bool | true | doTrades |
| Only long? | bool | true | onlyLong |
| Smooth strat? | bool | false | smoothStrat |
| Diff strat? | bool | true | diffStrat |
| MA strat? | bool | false | maStrat |
| Time restrictions? | bool | true | timeRestr |
| Pair | string | btcperp | assetLiquidated |
| Pair | string | btc | assetSpot |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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