OPEN-SOURCE SCRIPT
Multi-Asset Arbitrage Calculator
Multi-Asset Arbitrage Calculator
📊 Overview
A comprehensive Pine Script indicator designed to identify and monitor arbitrage opportunities across multiple trading pairs in real-time. This tool calculates potential profit percentages from various transaction paths while accounting for trading fees and market inefficiencies.
🎯 Purpose
- Arbitrage Detection: Automatically identifies price discrepancies between related trading pairs
- Multi-Path Analysis: Supports up to 10 simultaneous arbitrage loops with different transaction sequences
- Fee Integration: Incorporates comprehensive fee structures for realistic profit calculations
- Real-Time Monitoring: Provides continuous monitoring with customizable alert thresholds
🚀 Key Features
Flexible Transaction Paths
- Triangular Arbitrage: A→B→C→A patterns for three-asset opportunities
- Direct Pairs: Simple A→B conversions
- Reverse Paths: Inverse transaction sequences
- Custom Routing: Multiple path options for diverse market scenarios
Comprehensive Fee Structure
- Start/End transaction fees
- Deposit/Withdrawal fees
- Inter-asset conversion fees
- Configurable percentage-based calculations
Professional Tools
- Moving Average Smoothing: Reduces noise with configurable MA periods
- Alert System: Individual and combined alert conditions
- Weekend Detection: Visual highlighting for market hours
- Clean Interface: Organized input groups for easy configuration
📋 Supported Transaction Types
1. `A→B→C→A` - Standard triangular arbitrage
2. `B→A→C→A` - Reverse entry triangular
3. `A→B→A→C` - Split conversion path
4. `A→C→B→A` - Alternative triangular route
5. `A→C→A→B` - Modified split path
6. `A→B` - Direct pair conversion
7. `A→B (Inverse)` - Inverse direct conversion
8. `B→A (Inverse)` - Reverse inverse conversion
🛠️ Configuration Options
General Settings
- Alert threshold percentage
- Moving average period
- Enable/disable individual loops
Per Loop Settings
- Transaction path selection
- Three symbol inputs (A, B, C)
- Six fee parameters (Start, Deposit, Step1, Step2, End, Withdraw)
- Individual on/off controls
📈 Use Cases
- Cross-Exchange Arbitrage: Identify price differences between exchanges
- Currency Triangulation: Find inefficiencies in forex/crypto triangular paths
- Fee Analysis: Understand the impact of trading costs on profitability
- Market Research: Study price relationships and correlations
⚙️ Technical Specifications
- Pine Script Version: v6
- Chart Type: Oscillator (overlay=false)
- Data Source: Real-time price feeds via TradingView
- Calculations: Percentage-based profit/loss with fee adjustments
- Alerts: TradingView alert system integration
📊 Visual Elements
- Clean Charts: Plots hidden by default for uncluttered interface
- Weekend Highlighting: Yellow background during market closures
- Color Coding: Distinct colors for each arbitrage loop
- MA Overlay: Optional moving average display
🔧 Installation & Setup
1. Add indicator to TradingView chart
2. Configure desired number of arbitrage loops
3. Set symbol pairs for each active loop
4. Adjust fee parameters based on your broker/exchange
5. Set alert threshold percentage
6. Enable alerts for desired loops
⚠️ Important Notes
- Real-time Data: Requires live market data for accurate calculations
- Fee Accuracy: Ensure fee parameters match your actual trading costs
- Market Hours: Consider exchange operating hours and liquidity
- Risk Management: This is an analysis tool, not investment advice
📊 Overview
A comprehensive Pine Script indicator designed to identify and monitor arbitrage opportunities across multiple trading pairs in real-time. This tool calculates potential profit percentages from various transaction paths while accounting for trading fees and market inefficiencies.
🎯 Purpose
- Arbitrage Detection: Automatically identifies price discrepancies between related trading pairs
- Multi-Path Analysis: Supports up to 10 simultaneous arbitrage loops with different transaction sequences
- Fee Integration: Incorporates comprehensive fee structures for realistic profit calculations
- Real-Time Monitoring: Provides continuous monitoring with customizable alert thresholds
🚀 Key Features
Flexible Transaction Paths
- Triangular Arbitrage: A→B→C→A patterns for three-asset opportunities
- Direct Pairs: Simple A→B conversions
- Reverse Paths: Inverse transaction sequences
- Custom Routing: Multiple path options for diverse market scenarios
Comprehensive Fee Structure
- Start/End transaction fees
- Deposit/Withdrawal fees
- Inter-asset conversion fees
- Configurable percentage-based calculations
Professional Tools
- Moving Average Smoothing: Reduces noise with configurable MA periods
- Alert System: Individual and combined alert conditions
- Weekend Detection: Visual highlighting for market hours
- Clean Interface: Organized input groups for easy configuration
📋 Supported Transaction Types
1. `A→B→C→A` - Standard triangular arbitrage
2. `B→A→C→A` - Reverse entry triangular
3. `A→B→A→C` - Split conversion path
4. `A→C→B→A` - Alternative triangular route
5. `A→C→A→B` - Modified split path
6. `A→B` - Direct pair conversion
7. `A→B (Inverse)` - Inverse direct conversion
8. `B→A (Inverse)` - Reverse inverse conversion
🛠️ Configuration Options
General Settings
- Alert threshold percentage
- Moving average period
- Enable/disable individual loops
Per Loop Settings
- Transaction path selection
- Three symbol inputs (A, B, C)
- Six fee parameters (Start, Deposit, Step1, Step2, End, Withdraw)
- Individual on/off controls
📈 Use Cases
- Cross-Exchange Arbitrage: Identify price differences between exchanges
- Currency Triangulation: Find inefficiencies in forex/crypto triangular paths
- Fee Analysis: Understand the impact of trading costs on profitability
- Market Research: Study price relationships and correlations
⚙️ Technical Specifications
- Pine Script Version: v6
- Chart Type: Oscillator (overlay=false)
- Data Source: Real-time price feeds via TradingView
- Calculations: Percentage-based profit/loss with fee adjustments
- Alerts: TradingView alert system integration
📊 Visual Elements
- Clean Charts: Plots hidden by default for uncluttered interface
- Weekend Highlighting: Yellow background during market closures
- Color Coding: Distinct colors for each arbitrage loop
- MA Overlay: Optional moving average display
🔧 Installation & Setup
1. Add indicator to TradingView chart
2. Configure desired number of arbitrage loops
3. Set symbol pairs for each active loop
4. Adjust fee parameters based on your broker/exchange
5. Set alert threshold percentage
6. Enable alerts for desired loops
⚠️ Important Notes
- Real-time Data: Requires live market data for accurate calculations
- Fee Accuracy: Ensure fee parameters match your actual trading costs
- Market Hours: Consider exchange operating hours and liquidity
- Risk Management: This is an analysis tool, not investment advice
Script open-source
Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.