RoseTree BTC Macro LiquidityThis indicator identies good entry and exit points for Bitcoin by comparing its market cap to the total global M2 money supply, while also factoring in macroeconomic trends.
Why It's Unique
- Combines macro liquidity (M2) with BTC valuation.
- Not price-based — more about where BTC stands in the bigger economic picture.
- Useful for long-term, macro-aware investors looking for timing signals aligned with monetary expansion.
✅ Buy Signal (Green Triangle Below Bar)
M2 is expanding (liquidity increasing), AND
Bitcoin is undervalued compared to its historical relationship to M2
→ Suggests potential upside, triggers a green triangle below the bar.
❌ Sell Signal (Red Triangle Above Bar)
Bitcoin is significantly above its historical average share of M2
→ Suggests overvaluation or a short-term top, triggers a red triangle above the bar.
What is Global M2 Money Supply? (GLM2)
M2 is a measure of money supply, including cash, checking deposits, and easily convertible near money.
This indicator manually aggregates M2 values from numerous countries and converts them into USD equivalents using exchange rates.
The countries include the US, EU, UK, China, India, Japan, Brazil, and many others — totaling over 20.
This tells you how large Bitcoin is relative to the global money supply, giving a sense of its macroeconomic footprint or potential room to grow.
Analyse fondamentale
Risk Management Console Pro by ShogunRisk Management Console Pro - Professional Trading Analytics
⚠️ CRITICAL LIQUIDATION DISCLAIMER ⚠️
The liquidation price calculated by this indicator is an approximation based on MEXC perpetual futures methodology and serves as a guide only. This level represents a catastrophic threshold and should never be approached in live trading. Actual liquidation prices vary by exchange, position size, market conditions, and fee structures. It is the trader's sole responsibility to diligently monitor risk exposure, maintain adequate margin buffers, and manage positions appropriately. This tool does not replace proper risk management protocols or real-time exchange data.
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Overview
The Risk Management Console Pro is institutional-grade risk architecture I've built for futures traders who need precision capital deployment and surgical risk management. After a decade working across institutional finance and fintech, I developed this tool to bridge the gap between professional trading desks and retail execution.
Core Functionality
When you load the indicator, it prompts you to set three critical price anchors using a simple drag-and-drop interface: Entry Price, Stop Loss, and Take Profit. The system calculates an approximate liquidation threshold using MEXC perpetual futures methodology, so you can visualize your catastrophic risk boundary. All levels appear as horizontal reference lines with visual labels - a much cleaner approach than standard long/short tools.
The console automatically detects whether you're going long or short based on where your entry sits relative to your take profit. No manual configuration needed. The liquidation calculations adapt correctly for both directions.
Capital Allocation Framework
You configure two key parameters:
- Maintenance Margin (default $1,000 USD) - the collateral required to open and maintain your leveraged position
- Leverage (default 50x) - your position multiplier that determines capital efficiency and risk exposure
These inputs drive all the real-time calculations, letting you model position sizing with institutional precision before you commit capital.
Dashboard Analytics
The on-chart console displays comprehensive trade metrics in a clean, modern interface built for quick decision-making:
- Position Architecture: Margin, Leverage, Position Size, Quantity
- Risk/Reward Ratio: Real-time R:R calculation showing your trade asymmetry
- Price Levels: Entry, Stop Loss, Take Profit, Liquidation (color-coded as blue/red/green/orange)
- Live Performance: Unrealized P/L updating tick-by-tick with percentage of margin exposure (green for profit, red for loss)
- Projected Outcomes: Maximum loss and profit potential with margin-relative percentages
Display Customization
You have full control over visual elements through Display Settings:
- Toggle horizontal price lines
- Show/hide price level labels
- Toggle dashboard visibility
- Adjust table position (6 locations available)
- Modify color scheme (title, data, text, accent colors)
Professional Design
I went with an institutional dark theme using a slate/charcoal palette. The interface delivers Wall Street-caliber aesthetics with functional clarity. Every element is built for traders operating in high-stakes environments where milliseconds and basis points matter. The dashboard footer carries the Kaizen Systems signature, representing our commitment to continuous improvement in trading methodology.
Key Features Summary
- Automatic long/short detection
- MEXC-based liquidation calculation
- Real-time unrealized P/L tracking
- Draggable price level inputs
- Color-coded risk visualization
- Institutional-grade interface
- Fully customizable display options
- Position size optimization
- R:R ratio analysis
Risk Management Philosophy
This tool embodies a principle I've learned over the years: professional traders quantify risk before entering positions. By visualizing entry, exit, and catastrophic thresholds simultaneously, the Risk Management Console Pro enforces disciplined capital allocation and eliminates emotional decision-making during live market conditions.
Intended Use
I designed this for futures traders using leverage on perpetual contracts, particularly those trading on MEXC or similar platforms. It's ideal for intraday scalpers, swing traders, and position traders who need precise risk calculations across varying timeframes. The console transforms abstract concepts like "position sizing" and "risk/reward" into tangible, actionable data.
About Me
I'm Shogun, and I've spent the last decade deep in quantitative analysis, algorithmic strategy development, and institutional trading operations. As Founding Director of Kaizen Systems - a fintech platform I built to democratize institutional-grade tools for retail traders - I've created multiple proprietary indicators including the Katana strategy series. My focus is translating complex quantitative frameworks into accessible, actionable tools that empower traders at every level to execute with professional discipline.
The Risk Management Console Pro represents my commitment to elevating retail trading standards by providing the same caliber of risk analytics used by professional trading desks. Through continuous refinement and trader feedback, Kaizen Systems delivers tools that merge technical sophistication with practical usability.
Technical Notes
- Compatible with all timeframes and instruments
- Lightweight execution with minimal CPU overhead
- Updates in real-time on every tick
- No repainting or future data leakage
- Pure Pine Script v5 implementation
Support and Updates
For questions, feature requests, or trading strategy consultation, connect with me through TradingView messaging or visit Kaizen Systems for comprehensive trading resources and community support.
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© 2025 Shogun for Kaizen Systems | All Rights Reserved
Trade responsibly. Past performance does not guarantee future results. Leverage amplifies both gains and losses.
Seasonality by Novatrix CapitalThe Seasonality Indicator calculates the average historical yearly performance of the selected asset by analyzing multiple user-defined lookback periods. Up to four seasonal windows (e.g., 5, 10, 15, and Max years) can be displayed simultaneously, and the year 2020 can be excluded to remove distortion from extreme market conditions.
Based on this data, the indicator generates a smooth seasonal curve that highlights typical market behavior throughout the year. This helps traders identify periods with historically higher probabilities of bullish or bearish movement.
The indicator is designed exclusively for the Daily timeframe, as all calculations rely on daily candle data.
Seasonality by Novatrix Capital provides a clean, data-driven view of recurring annual patterns and supports traders in making informed, seasonality-based decisions.
Seasonality Evaluation Tool by Novatrix CapitalThis tool is designed to analyze the strength and reliability of seasonal patterns detected by the Seasonality Indicator. While the indicator displays the historical seasonal curve, this tool goes a step further by evaluating how consistent and meaningful the pattern actually is.
It checks whether a seasonal pattern is robust, distorted by outlier years, or statistically relevant. The tool calculates the average returns within the selected seasonal window and shows how reliable the pattern has been over the analyzed period.
For improved verification, the seasonal windows can be visualized directly on the chart. This allows traders to review past occurrences, perform their own backtests, and confirm the quality of the signal.
The tool serves as an ideal complement to the Seasonality Indicator by helping traders identify high-quality, data-driven seasonal trends and avoid misleading or weak patterns.
Usage:
This script is designed for the daily timeframe, as all calculations are based on daily candle data. The settings are easy to adjust, allowing any seasonal period displayed by the indicator to be evaluated quickly.
CapitalFlowsResearch: CB LevelsCapitalFlowsResearch: CB Levels — Policy Path Mapping for STIR & Rates Traders
CapitalFlowsResearch: CB Levels provides a structured, policy-anchored framework for interpreting short-term interest rate futures. Instead of treating STIR pricing as an abstract number, the indicator converts central bank settings—such as the official cash rate, expected hike/cut increments, and basis adjustments—into a clear ladder of explicit rate levels. These levels are then projected directly onto the price chart as horizontal reference bands.
The tool automatically builds a series of future policy steps (e.g., +25bp, +50bp, –25bp, etc.) based on user-defined increments and direction, allowing traders to visualise where the current contract sits relative to hypothetical central bank actions. By plotting settlement levels and multiple forward steps, the script creates a transparent “policy grid” that traders can anchor against when evaluating mispricings, risk/reward asymmetry, or scenario outcomes.
Discreet labels—placed periodically to avoid clutter—identify each policy step in bp terms, making the chart readable even when zoomed out. Whether the mode is set to Cuts or Hikes, the tool instantly recalibrates the entire ladder, offering a consistent structure for comparing different contracts or central bank paths.
In practice, CB Levels acts as a policy-path overlay for futures traders, helping them contextualise market pricing relative to central bank intent, quantify potential repricing ranges, and understand where key inflection levels lie—without revealing the underlying calculation methods that generate the steps.
Asset Comparison Oscillator by Novatrix CapitalThe Asset Comparison Oscillator compares the currently selected asset with a user-defined reference symbol to identify periods of relative overvaluation and undervaluation.
The concept is based on the idea that markets tend to revert to fair value. When an asset is mispriced relative to a meaningful benchmark, there is a higher likelihood of price correction.
This indicator converts this relationship into an easy-to-read oscillator:
Green Zone (Undervalued) – The asset is cheap relative to the reference symbol, indicating potential upward pressure.
Red Zone (Overvalued) – The asset is expensive relative to the reference symbol, indicating a higher likelihood of downward movement.
Users can choose any relevant reference instrument, such as indices, commodities, or currency pairs. The calculation uses a configurable cycle (default: 10 days).
This indicator is designed for the daily timeframe only, as shorter intervals may not accurately reflect fundamental value relationships.
The Asset Comparison Oscillator provides a clear, data-driven view of relative valuations and helps traders make informed directional decisions.
Altcoin Relative Macro StrengthAltcoin Relative Macro Strength
Overview
The Altcoin Relative Macro Strength indicator measures the altcoin market's price performance relative to global macroeconomic conditions. By comparing TOTAL3ES (total altcoin market capitalization excluding Bitcoin, Ethereum and stable coins) against a composite macro trend, the indicator identifies periods of relative overvaluation and undervaluation.
Methodology
Global Macro Trend Calculation:
The macro trend synthesizes three primary components:
- ISM PMI – A proxy for the business cycle phase
- Global Liquidity – An aggregate measure of major central bank balance sheets and broad money supply
- IWM (Russell 2000) – Small-cap equity exposure, reflecting risk-on/risk-off market sentiment
Global Liquidity is calculated as:
Fed Balance Sheet - Reverse Repo - Treasury General Account + U.S. M2 + China M2
The final Global Macro Trend is:
ISM PMI × Global Liquidity × IWM
Theoretical Framework:
The global macro trend integrates liquidity expansion/contraction with business cycle dynamics and small-cap equity performance. The inclusion of IWM reflects altcoins' tendency to behave as high-beta risk assets, exhibiting sensitivity similar to small-cap equities. This composite exhibits strong directional correlation with altcoin market movements, capturing the risk-on/risk-off dynamics that drive altcoin performance.
Interpretation
Primary Signal:
The histogram displays the rolling percentage change of TOTAL3ES relative to the global macro trend (default: 21-period average). Positive divergence indicates altcoins are outperforming macro conditions; negative divergence suggests underperformance relative to the underlying economic and risk environment.
Data Tables:
Alts/Macro Change – Percentage deviation of the altcoin market's average value from the Global Macro Trend's average over the specified period
Macro Trend – Directional assessment of the macro trend based on slope and trend agreement:
🔵 BULLISH ▲ – Positive slope with upward trend
⚪ NEUTRAL → – Slope and trend direction disagree
🟣 BEARISH ▼ – Negative slope with downward trend
Macro Slope – Percentage rate of change in the global macro trend
Altcoin Valuation – Relative valuation category based on TOTAL3/Macro deviation:
🟢 Extreme Discount / Deep Discount / Discount
🟡 Fair Value
🔴 Premium / Large Premium / Extreme Premium
TOTAL3ES Mcap – Current total altcoin market capitalization (in billions)
Visual Components:
📊 Histogram: Alts/Macro Change
🟢 Green = Positive deviation (altcoins outperforming)
🔴 Red = Negative deviation (altcoins underperforming)
📈 Macro Slope Line
Color-coded to match trend assessment
Scaled for visibility (adjustable in settings)
Application
This indicator is designed to identify mean reversion opportunities by highlighting periods when the altcoin market materially diverges from fundamental macro and risk conditions. Extreme positive values may indicate overvaluation; extreme negative values may signal undervaluation relative to the prevailing economic and risk appetite backdrop.
Strategy Considerations:
- Identify extremes: Look for periods when the histogram reaches elevated positive or negative levels
- Assess valuation: Use the Altcoin Valuation reading to gauge relative over/undervaluation
Confirm with risk sentiment: Check whether macro conditions and risk appetite support or contradict current price levels
- Mean reversion: Consider that significant deviations from trend historically tend to revert
Note: This indicator identifies relative valuation based on macro conditions and risk sentiment—it does not predict price direction or timing.
Settings
Lookback Period – 21 bars (default) – Number of bars for calculating rolling averages
Macro Slope Scale – 3.0 (default) – Multiplier for macro slope line visibility
Daily Settlement High LowThis script extends a line from the high and low of the 14:59:30 CT Candle which is the CME daily settlement window for the SP500 and Emini500. Only works on the 30 second chart.
Daily Settlement TWAPThis TWAP is reanchored to 14:59 CT everyday which is the CME settlement period for SP500 and Emini500 (14:59:30-15:00:00 CT). It has 5 standard deviations.
Alt Trading: Tom's Reversal Strategy
The Alt Trading: Tom’s Reversal Strategy indicator is a multi-layered market-structure and regime-detection tool engineered specifically for intraday futures trading. It dynamically computes hourly directional bias using higher-timeframe OHLC data, enabling traders to visually interpret bullish or bearish regime transitions with precision. The system identifies structural turning points through pivot-based swing analysis and confirms Break-of-Structure (BOS) events with strict or non-strict validation logic. Once a valid BOS occurs inside a higher-timeframe continuation window, the indicator generates long or short signals that incorporate intelligent risk modeling, including pivot-derived stop placement and customizable fixed-risk calibration. Automated risk-to-reward boxes are drawn in real time, updating tick-by-tick until either the stop or target is hit, allowing for clear visualization of trade lifecycle and expectancy. A second-order trend-continuation filter highlights specific intra-hour windows—referred to as “blue windows”—giving traders refined timing insights for potential reversals. With optional background bias shading, customizable TP/SL lines, and fully stylized BOS labels, the interface provides a clean, highly interpretable execution framework. Designed with scalpers and algorithmic traders in mind, the indicator blends structure, regime context, and real-time visualization to produce high-probability reversal setups during the most liquid hours of the trading session.
Moving Average + Count Candles Number - DiLeViThis indicator can add Moving Averages and candles number within same indicator and can be personalised.
CG.8 - LONG & SHORTAccurately detects Pivot High / Pivot Low from a higher timeframe (HTF) and displays them directly on your current chart.
Key Highlights:
Draws clean horizontal lines + “LONG” / “SHORT” labels, extendable to the right
Two completely independent alerts: simply select “LONG SIGNAL” or “SHORT SIGNAL” when creating an alert (never mixed)
Full alert message: symbol + timeframe + exact price level
No repaint, no bugs, runs smoothly on all markets (crypto, forex, stocks, futures…)
Easy customization: choose HTF, Left/Right strength, toggle labels and line extension
How to use (super simple):
Paste → Add to Chart → Add Alert → choose “LONG SIGNAL” or “SHORT SIGNAL” → done!
From now on, every “beep” means a fresh higher-timeframe structure is confirmed – perfect entry timing.
Ideal for Price Action, Smart Money Concept (SMC), and ICT traders – catches tops and bottoms like textbook examples!
Author: Chinh CG
2025 Perfect Edition – zero errors, zero repaint, zero missed signals.
Wishing you all green candles and heavy profits! 🍜🚀
Gold-to-GDX Flow Ratio (Metal vs Miners)# 📊 Indicator: Gold/GDX Flow Ratio (Metal vs Miners)
🔎 What it does
This indicator tracks the **relative flow of capital between gold and gold miners (GDX ETF)**. By plotting the ratio of gold price to GDX, it shows whether investors are favoring the **metal itself** or the **equities that mine it**.
- **Ratio rising:** Flow favors gold (metal > miners).
- **Ratio falling:** Flow favors miners (miners > metal).
- **Crossovers:** Fast/slow EMA crossovers highlight regime shifts.
- **Z‑score bands:** ±2 standard deviations flag stretched conditions, often precursors to mean reversion.
⚙️ Features
- **Customizable inputs:** Choose spot gold (`XAUUSD`) or futures (`GC1!`), and GDX ETF.
- **Moving averages:** Fast and slow EMAs to define flow regimes.
- **Z‑score overlay:** Detects extremes in the ratio.
- **Alerts:** Triggered on regime flips or exhaustion signals.
- **Prompt flow option:** Displays the current ratio as a clear on‑screen figure for quick read.
🎭 Why it matters
- **Gold vs miners divergence:** Miners often amplify moves in gold, but sometimes decouple. This ratio helps spot those divergences early.
- **Flow diagnostics:** Instead of vague “profit taking” narratives, you see where capital is actually rotating.
- **Tactical entries:** Use resistance/stop‑cluster maps in gold together with this ratio to time miner trades more effectively.
🧭 How to use
1. Add the indicator to your chart.
2. Watch the **ratio trend**: rising = metal strength, falling = miner strength.
3. Use **EMA crossovers** as regime signals.
4. Treat **Z‑score extremes** as caution zones for stretched flows.
5. Combine with your VWAP and resistance overlays for execution discipline.
FAIRPRICE_VWAP_RDFAIRPRICE_VWAP_RD
This script plots an **anchored VWAP (Volume Weighted Average Price)** that resets
based on the user-selected anchor period. It acts as a dynamic “fair value” line
that reflects where the market has actually transacted during the chosen period.
FEATURES
- Multiple anchor options: Session, Week, Month, Quarter, Year, Decade, Century,
Earnings, Dividends, or Splits.
- Intelligent handling of the “Session” anchor so it works correctly on both 1m
(resets each new day) and 1D (continuous, non-resetting VWAP).
- Manual VWAP calculation using cumulative(price * volume) and cumulative(volume),
ensuring the line is stable and works on all timeframes.
- Optional hiding of VWAP on daily or higher charts.
- Offset input for horizontal shifting if desired.
- VWAP provides a true “fair price” reference for trend, mean-reversion,
and institutional-level analysis.
PURPOSE
This indicator solves the common problem of VWAP behaving incorrectly on higher
timeframes, on synthetic data, or with unusual anchors. By implementing VWAP
manually and allowing flexible reset conditions, it functions reliably as
an institutional-style fair value benchmark across any timeframe.
MID-TERM VALUATION Z-SCOREThis medium-term valuation z-score indicator integrates multiple valuation metrics to assist investors in identifying oversold and overbought market conditions with greater precision.
How to Interpret:
The indicator employs bands to define extreme market zones. The red band signals a strongly overbought condition, while the green band indicates a significantly oversold condition.
How to Apply:
Investors can leverage these extreme levels as strategic points for taking profits or implementing dollar-cost averaging (DCA) strategies, optimizing entry and exit decisions in the market.
Disclaimer: NOT Financial advice. Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets.
BTC – LEVR: Leverage Efficiency & Volume RatioLEVR: Leverage Efficiency & Volume Ratio
Observation-only. Data: IntoTheBlock.
Overview
The Leverage Efficiency & Volume Ratio (LEVR) is a market structure oscillator designed to detect "Paper Bubbles" and "Organic Bottoms" by separating speculative greed from network utility. While most indicators analyze price action, LEVR analyzes market fragility. It operates on the thesis that Sustainable Rallies are driven by Spot/Network Activity, while Fragile Rallies are driven by Derivatives Leverage.
Synergy
How it works with VERI
LEVR is designed to be the tactical counterpart to the fundamental VERI Indicator (Valuation & Entity Ratio Index).
Use VERI for Strategy: To identify Value. (Is Bitcoin cheap? Are Whales buying?)
Use LEVR for Risk: To identify Structure. (Is the current price move real, or is it a leverage bubble about to pop?)
The "Perfect Setup"
The strongest buy signals occur when VERI is in the Accumulation Zone (Whales buying) AND LEVR is in the Organic Zone (Leverage is flushed out) (as it was the case in the Dec 2022 Bear Market Bottom).
Why LEVR is Unique
Standard indicators often fail to contextualize Open Interest:
vs. Raw Open Interest: Raw OI always trends up over time as the market grows. LEVR solves this by normalizing OI against Active Addresses. This reveals when leverage is outpacing actual adoption.
vs. ELR (Estimated Leverage Ratio): Classic ELR divides Open Interest by Exchange Reserves. However, Exchange Reserves are notoriously difficult to track accurately. LEVR uses Active Addresses (Network Utility) as a cleaner, more reliable denominator for network health.
Methodology
The Mathematics: The indicator calculates a normalized Z-Score ratio between two IntoTheBlock datasets:
The Numerator (Greed): Perpetual Open Interest. The total dollar value of all open futures contracts. This represents the "Gambling" capital.
The Denominator (Utility): Active Addresses. The number of unique addresses transacting on-chain. This represents the "Real" user base.
The Formula : LEVR = Z-Score ( Perpetual Open Interest / Active Addresses )
How to Interpret the Visuals
The line color changes dynamically to reflect the current risk regime:
🟥 Speculative Premium (Red Line > 2.0) :
Signal: "Leverage Bubble."
Context: Open Interest is rising significantly faster than User Growth. The rally is fueled by debt.
Risk: High probability of a "Long Squeeze" or liquidation cascade.
🟦 Organic Base (Blue Line < -1.5) :
Signal: "Spot Driven Market."
Context: Speculators have been flushed out, but active network usage remains high. The line turns Blue to signal a healthy opportunity zone.
Risk: Low. Historically marks robust bottoms where hands are strong.
🟧 Neutral (Orange Line) :
The market is in a transition phase between organic growth and speculation.
Settings & Inputs
Users can customize the sensitivity of the Z-Score to fit their trading style (in brackets their current standard value):
Lookback Period (365) : The rolling window used to establish the "Baseline." A 365-day window captures the yearly trend.
Signal Smoothing (7) : A short moving average to reduce daily data noise.
Bubble Zone Top/Bottom (3.0 / 2.0) : The thresholds for the Red Zone. Raising the "Top" value will only show the most extreme, generational leverage bubbles.
Organic Zone Top/Bottom (-1.5 / -2.5) : The thresholds for the Green Zone. Lowering these values requires a deeper "flush" to trigger a signal.
Optimization
This indicator is mathematically optimized for the Daily (1D) timeframe. Using it on lower timeframes may result in noise due to the daily resolution of on-chain data.
Important Note on Historical Data
Please be aware that aggregated global Perpetual Open Interest data only becomes reliable and widely available starting around 2020-2021.
Pre-2021: The indicator will show a flat line or empty values. This is not a bug; it reflects the lack of historical derivatives market data for that period.
2021-Present: The indicator functions fully as intended.
Credits
Concept inspired by the "Estimated Leverage Ratio" (ELR) popularised by CryptoQuant and analysts like Willy Woo. LEVR adapts this concept for TradingView by substituting Exchange Reserves with Network Activity for better reliability.
Disclaimer
This tool is for research purposes only. It visualizes market structure data and does not constitute financial advice.
Tags
bitcoin, btc, open interest, leverage, on-chain, intotheblock, risk, derivatives, levr, veri
BTC Price Prediction Model [Global PMI]V2🇺🇸 English Guide
1. Introduction
This indicator was created by GW Capital using Gemini Vibe Coding technology. It leverages advanced AI coding capabilities to reconstruct complex macroeconomic models into actionable trading tools.
2. Credits
Special thanks to the original model author, Marty Kendall. His research into the correlation between Bitcoin's price and macroeconomic factors lays the foundation for this algorithm.
3. Model Principles & Formula
This model calculates the "Fair Value" of Bitcoin based on four key macroeconomic pillars. It assumes that Bitcoin's price is a function of Global Liquidity, Network Security, Risk Appetite, and the Economic Cycle.
💡 Unique Insight: PMI & The 4-Year Cycle
A key distinguishing feature of this model is the hypothesis that Bitcoin's famous "4-Year Halving Cycle" may be intrinsically linked to the Global Business Cycle (PMI), rather than just supply shocks.
Therefore, the model incorporates PMI as a valuation "Amplifier".
Note: Due to TradingView data limitations, US PMI is currently used as the proxy for the global cycle.
The Formula
$$\ln(BTC) = \alpha + (1 + \beta \cdot PMI_{z}) \times $$
Global Liquidity (M2): Sum of M2 supply from US, China, Eurozone, and Japan (converted to USD). Represents the pool of fiat money available to flow into assets.
Network Security (Hashrate): Bitcoin's hashrate, representing the physical security and utility of the network.
Risk Appetite (S&P 500): Used as a proxy for global risk sentiment.
Economic Cycle (PMI Z-Score): US Manufacturing PMI is used to amplify or dampen the valuation based on where we are in the business cycle (Expansion vs. Contraction).
4. How to Use
The indicator plots the Fair Value (White Line) and four sentiment bands based on statistical deviation (Z-Score).
Sentiment Zones
🚨 Extreme Greed (Red Zone): Price > +0.3 StdDev. Historically indicates a market top or overheated sentiment.
⚠️ Greed (Orange Zone): Price > +0.15 StdDev. Bullish momentum is strong but caution is advised.
⚖️ Fair Value (White Line): The theoretical "correct" price based on macro data.
😨 Fear (Teal Zone): Price < -0.15 StdDev. Undervalued territory.
💎 Extreme Fear (Green Zone): Price < -0.3 StdDev. Historically a generational buying opportunity.
Sentiment Score (0-100)
100: Maximum Greed (Top)
50: Fair Value
0: Maximum Fear (Bottom)
5. Usage Recommendations
Timeframe: Daily (1D) or Weekly (1W) ONLY.
Reason: The underlying data sources (M2, PMI) are updated monthly. The S&P 500 and Hashrate are daily. Using this indicator on intraday charts (e.g., 15m, 1h, 4h) adds no value because the fundamental data does not change that fast.
Long-Term View: This is a macro-cycle indicator designed for identifying cycle tops and bottoms over months and years, not for day trading.
6. Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice. The model relies on historical correlations which may not hold true in the future. All trading involves risk. GW Capital and the creators assume no responsibility for any trading losses.
7. Support Us ❤️
If you find this indicator useful, please Boost 👍, Comment, and add it to your Favorites! Your support keeps us going.
🇨🇳 中文说明 (Chinese Version)
1. 简介
本指标由 GW Capital 使用 Gemini Vibe Coding 技术制作。利用先进的 AI 编程能力，将复杂的宏观经济模型重构为可执行的交易工具。
2. 致谢
特别感谢模型原作者 Marty Kendall。他对这一算法的研究奠定了基础，揭示了比特币价格与宏观经济因素之间的深层联系。
3. 模型原理与公式
该模型基于四大宏观经济支柱计算比特币的“公允价值”。它假设比特币的价格是全球流动性、网络安全性、风险偏好和经济周期的函数。
💡 独家洞察：PMI 与 4年周期
本模型的一个核心独特之处在于：我们认为比特币著名的“4年减半周期”背后的真正驱动力，可能与全球商业周期 (PMI) 高度同步，而不仅仅是供应减半。
因此，模型特别引入 PMI 作为估值的“放大器” (Amplifier)。
注：由于 TradingView 数据源限制，目前采用历史数据最详尽的美国 PMI 作为全球周期的代理指标。
模型公式
$$\ln(BTC) = \alpha + (1 + \beta \cdot PMI_{z}) \times $$
全球流动性 (M2): 美、中、欧、日四大经济体的 M2 总量（折算为美元）。代表可流入资产的法币资金池。
网络安全性 (Hashrate): 比特币全网算力，代表网络的物理安全性和实用价值。
风险偏好 (S&P 500): 作为全球风险情绪的代理指标。
经济周期 (PMI Z-Score): 美国制造业 PMI 用于根据商业周期（扩张 vs 收缩）来放大或抑制估值。
4. 指标用法
指标会在图表上绘制 公允价值 (白线) 以及基于统计偏差 (Z-Score) 的四条情绪带。
情绪区间
🚨 极度贪婪 (红色区域): 价格 > +0.3 标准差。历史上通常预示市场顶部或情绪过热。
⚠️ 一般贪婪 (橙色区域): 价格 > +0.15 标准差。多头动能强劲，但需谨慎。
⚖️ 公允价值 (白线): 基于宏观数据的理论“正确”价格。
😨 一般恐惧 (青色区域): 价格 < -0.15 标准差。进入低估区域。
💎 极度恐惧 (绿色区域): 价格 < -0.3 标准差。历史上通常是代际级别的买入机会。
情绪评分 (0-100)
100: 极度贪婪 (顶部)
50: 公允价值
0: 极度恐惧 (底部)
5. 使用建议
周期: 仅限日线 (1D) 或周线 (1W)。
原因: 底层数据源（M2, PMI）是月度更新的。标普500和算力是日度更新的。在日内图表（如15分钟、1小时、4小时）上使用此指标没有任何意义，因为基本面数据不会变化得那么快。
长期视角: 这是一个宏观周期指标，旨在识别数月甚至数年的周期顶部和底部，而非用于日内交易。
6. 免责声明
本指标仅供教育和参考使用，不构成任何财务建议。该模型依赖于历史相关性，未来可能不再适用。所有交易均涉及风险。GW Capital 及制作者不对任何交易损失承担责任。
Global M2(USD) V2This indicator tracks the total Global M2 Money Supply in USD. It aggregates economic data from the world's four largest central banks (Fed, PBOC, ECB, BOJ). The script automatically converts non-USD money supplies (CNY, EUR, JPY) into USD using real-time exchange rates to provide a unified view of global liquidity.
Usage
Macro Analysis: Overlay this on assets like Bitcoin or the S&P 500 to see if price appreciation is driven by fiat currency debasement ("money printing").
Liquidity Trends: A rising orange line indicates expanding global liquidity (generally bullish for risk assets), while a falling line suggests monetary tightening.
Real-time Data: A label at the end of the line displays the exact raw total in USD for precise tracking.
该脚本旨在追踪以美元计价的全球 M2 货币供应总量。它聚合了四大央行（美联储、中国央行、欧洲央行、日本央行）的经济数据，并通过实时汇率将非美货币（人民币、欧元、日元）统一折算为美元，从而构建出一个标准化的全球流动性指标。
用法
宏观对冲： 将其叠加在比特币或股票图表上，用于判断资产价格的上涨是否由全球法币“大放水”推动。
趋势研判： 橙色曲线向上代表全球流动性扩张（通常利好风险资产），向下则代表流动性紧缩。
数据直观： 脚本会在图表末端生成一个标签，实时显示当前全球 M2 的具体美元总额。
FREE BUY SELL GOLD SCALPING 1m 3m
BUY SELL GOLD SCALPING is a dedicated tool built exclusively for gold traders working on ultra-short timeframes.
It delivers fast, clean, and easy-to-read market guidance designed specifically for XAUUSD on the 1-minute and 3-minute charts.
🔥 Why Use This Indicator?
Provides instant clarity during the fastest gold movements.
Helps you spot high-velocity opportunities in real time.
Gives you a simple visual workflow with no settings to adjust.
Designed to stay stable and responsive during rapid price swings.
Supports confident scalping by highlighting key moments of strength and exhaustion.
Removes noise and guesswork so you can stay focused on execution.
✔️ Who Is It Designed For?
Gold scalpers who need fast, decisive chart information.
Traders who prefer a plug-and-play indicator with no customization.
Anyone looking for a clean tool that enhances short-term timing.
Intraday traders who want to simplify market interpretation.
⚙️ Zero Configuration Required
All settings are fully optimized internally.
There are no inputs and nothing to tweak — simply add it to the chart and trade.
🔒 Usage Restriction
This indicator works only on:
Symbol: XAUUSD
Timeframes: 1-minute and 3-minute
If used on any other symbol or timeframe, it will not work.
⚠️ Disclaimer
No indicator can guarantee results under all market conditions.
Always use responsible risk management.
BTC Price Prediction Model [Global PMI]🇨🇳 中文说明 (Chinese Version)
1. 简介
本指标由 GW Capital 使用 Gemini Vibe Coding 技术制作。利用先进的 AI 编程能力，将复杂的宏观经济模型重构为可执行的交易工具。
2. 致谢
特别感谢模型原作者 Marty Kendall。他对这一算法的研究奠定了基础，揭示了比特币价格与宏观经济因素之间的深层联系。
3. 模型原理与公式
该模型基于四大宏观经济支柱计算比特币的“公允价值”。它假设比特币的价格是全球流动性、网络安全性、风险偏好和经济周期的函数。
模型公式
$$\ln(BTC) = \alpha + (1 + \beta \cdot PMI_{z}) \times $$
全球流动性 (M2): 美、中、欧、日四大经济体的 M2 总量（折算为美元）。代表可流入资产的法币资金池。
网络安全性 (Hashrate): 比特币全网算力，代表网络的物理安全性和实用价值。
风险偏好 (S&P 500): 作为全球风险情绪的代理指标。
经济周期 (PMI Z-Score): 美国制造业 PMI 用于根据商业周期（扩张 vs 收缩）来放大或抑制估值。
4. 指标用法
指标会在图表上绘制 公允价值 (白线) 以及基于统计偏差 (Z-Score) 的四条情绪带。
情绪区间
🚨 极度贪婪 (红色区域): 价格 > +0.3 标准差。历史上通常预示市场顶部或情绪过热。
⚠️ 一般贪婪 (橙色区域): 价格 > +0.15 标准差。多头动能强劲，但需谨慎。
⚖️ 公允价值 (白线): 基于宏观数据的理论“正确”价格。
😨 一般恐惧 (青色区域): 价格 < -0.15 标准差。进入低估区域。
💎 极度恐惧 (绿色区域): 价格 < -0.3 标准差。历史上通常是代际级别的买入机会。
情绪评分 (0-100)
100: 极度贪婪 (顶部)
50: 公允价值
0: 极度恐惧 (底部)
5. 使用建议
周期: 仅限日线 (1D) 或周线 (1W)。
原因: 底层数据源（M2, PMI）是月度更新的。标普500和算力是日度更新的。在日内图表（如15分钟、1小时、4小时）上使用此指标没有任何意义，因为基本面数据不会变化得那么快。
长期视角: 这是一个宏观周期指标，旨在识别数月甚至数年的周期顶部和底部，而非用于日内交易。
6. 免责声明
本指标仅供教育和参考使用，不构成任何财务建议。该模型依赖于历史相关性，未来可能不再适用。所有交易均涉及风险。GW Capital 及制作者不对任何交易损失承担责任。
🇺🇸 English Guide (英文说明)
1. Introduction
This indicator was created by GW Capital using Gemini Vibe Coding technology. It leverages advanced AI coding capabilities to reconstruct complex macroeconomic models into actionable trading tools.
2. Credits
Special thanks to the original model author, Marty Kendall. His research into the correlation between Bitcoin's price and macroeconomic factors lays the foundation for this algorithm.
3. Model Principles & Formula
This model calculates the "Fair Value" of Bitcoin based on four key macroeconomic pillars. It assumes that Bitcoin's price is a function of Global Liquidity, Network Security, Risk Appetite, and the Economic Cycle.
The Formula
$$\ln(BTC) = \alpha + (1 + \beta \cdot PMI_{z}) \times $$
Global Liquidity (M2): Sum of M2 supply from US, China, Eurozone, and Japan (converted to USD). Represents the pool of fiat money available to flow into assets.
Network Security (Hashrate): Bitcoin's hashrate, representing the physical security and utility of the network.
Risk Appetite (S&P 500): Used as a proxy for global risk sentiment.
Economic Cycle (PMI Z-Score): US Manufacturing PMI is used to amplify or dampen the valuation based on where we are in the business cycle (Expansion vs. Contraction).
4. How to Use
The indicator plots the Fair Value (White Line) and four sentiment bands based on statistical deviation (Z-Score).
Sentiment Zones
🚨 Extreme Greed (Red Zone): Price > +0.3 StdDev. Historically indicates a market top or overheated sentiment.
⚠️ Greed (Orange Zone): Price > +0.15 StdDev. Bullish momentum is strong but caution is advised.
⚖️ Fair Value (White Line): The theoretical "correct" price based on macro data.
😨 Fear (Teal Zone): Price < -0.15 StdDev. Undervalued territory.
💎 Extreme Fear (Green Zone): Price < -0.3 StdDev. Historically a generational buying opportunity.
Sentiment Score (0-100)
100: Maximum Greed (Top)
50: Fair Value
0: Maximum Fear (Bottom)
5. Usage Recommendations
Timeframe: Daily (1D) or Weekly (1W) ONLY.
Reason: The underlying data sources (M2, PMI) are updated monthly. The S&P 500 and Hashrate are daily. Using this indicator on intraday charts (e.g., 15m, 1h, 4h) adds no value because the fundamental data does not change that fast.
Long-Term View: This is a macro-cycle indicator designed for identifying cycle tops and bottoms over months and years, not for day trading.
6. Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice. The model relies on historical correlations which may not hold true in the future. All trading involves risk. GW Capital and the creators assume no responsibility for any trading losses.
BTC - VERI - Valuation & Entity Ratio IndexVERI: Valuation & Entity Ratio IndexObservation-only.
Data: IntoTheBlock.
Overview & Philosophy
The name VERI is derived from the Latin Veritas (Truth). In a crypto market often driven by deceptive speculative noise, this indicator seeks to establish the "On-Chain Truth" of a price trend.
It operates on the thesis that price action is only sustainable when verified by high-conviction capital flows.VERI is a fundamental composite oscillator that fuses Entity Behavior (Who is holding?) with Network Valuation (Is the price fair?) to identify Bitcoin market cycle extremes.
The "Alpha"
Why this Composite stands out: on-chain metrics often tell only half the story.
MVRV tells you if the price is cheap, but not if anyone is actually buying.
Whale Activity tells you if large players are moving, but not if they are accumulating at a value discount.
VERI fuses these two dimensions into a single Z-Score. It identifies the rare, high-probability moments where Smart Money Conviction intersects with Deep Value.
Methodology
The Mathematics of VERI: The indicator constructs a composite index using three fundamental metrics from IntoTheBlock:
The "Who" (Entity Ratio) : We calculate the flow ratio between Whales (>1% supply holders) and Retail (<0.1% supply holders). A rising ratio indicates supply is transferring from weak hands to strong hands.
The "Why" (Valuation Multiplier) : We utilize the MVRV (Market Value to Realized Value) ratio. To isolate value opportunities, we use the inverse (1 / MVRV).
The Fusion : These factors are multiplied to create the raw VERI index.
Normalization & Inversion
We apply a rolling Z-Score (standard deviation from the mean) and invert the result.
How to Interpret the Indicator
Because the output is inverted, the visual logic matches price action intuitively:
🟥 Distribution Zone (High Values > 1.5):
The Signal: "Low Conviction Overvaluation."
Context: The price is historically expensive relative to the cost basis (High MVRV), and Whales are distributing coins to Retail.Implication: Historically precedes macro tops or deep corrections.
🟩 Accumulation Zone (Low Values < -1.5):
The Signal: "High Conviction Undervaluation."Context: The price is historically cheap (Low MVRV), and Whales are aggressively accumulating relative to Retail.
Implication: Historically precedes macro bottoms and generational entry points.
Zero Line : Represents the historical baseline. A crossover of the zero line often confirms a regime shift (e.g., from Bear to Bull).
Visual Guide & Features
Dynamic Coloring: The line turns Red in the Distribution Zone, Blue in the Accumulation Zone, and Orange during neutral trends.
Zone Labels: Static labels are pinned to the left side of the chart for immediate context.
The "Data Check" Monitor (Status Table): Since this indicator relies on third-party fundamental data, we have included a diagnostic table in the bottom-right corner.
Data Check Monitor Guide
STATUS: LIVE (Green): The indicator is functioning correctly. All data feeds (Whales, Retail, MVRV) are being retrieved successfully.
STATUS: WAIT (Red): The indicator cannot retrieve data. This might happen for some reasons, e.g. your TradingView plan may not support IntoTheBlock integration.
Settings
Lookback Period (Default: 365): The window used for Z-Score normalization. We use a full year to smooth out seasonal volatility.
Smoothing (Default: 7): A 7-day smoothing is applied to the signal to filter out daily noise.
Zone Thresholds: Users can customize the specific Z-Score levels for the Distribution and Accumulation bands.
Disclaimer
This script is for research and educational purposes only. It uses historical on-chain data to visualize market structure and does not constitute financial advice. Past performance of whale entities does not guarantee future results.
Tags
bitcoin, btc, on-chain, mvrv, whales, valuation, fundamentals, cycle, oscillator, veri
Buffett Quality Filter (TTM)//@version=6
indicator("Buffett Quality Filter (TTM)", overlay = true, max_labels_count = 500)
// 1. Get financial data (TTM / FY / FQ)
// EPS (TTM) for P/E
eps = request.financial(syminfo.tickerid, "EARNINGS_PER_SHARE_BASIC", "TTM")
// Profitability & moat (annual stats)
roe = request.financial(syminfo.tickerid, "RETURN_ON_EQUITY", "FY")
roic = request.financial(syminfo.tickerid, "RETURN_ON_INVESTED_CAPITAL", "FY")
// Margins (TTM – rolling 12 months)
grossMargin = request.financial(syminfo.tickerid, "GROSS_MARGIN", "TTM")
netMargin = request.financial(syminfo.tickerid, "NET_MARGIN", "TTM")
// Balance sheet safety (quarterly)
deRatio = request.financial(syminfo.tickerid, "DEBT_TO_EQUITY", "FQ")
currentRat = request.financial(syminfo.tickerid, "CURRENT_RATIO", "FQ")
// Growth (1-year change, TTM)
epsGrowth1Y = request.financial(syminfo.tickerid, "EARNINGS_PER_SHARE_BASIC_ONE_YEAR_GROWTH", "TTM")
revGrowth1Y = request.financial(syminfo.tickerid, "REVENUE_ONE_YEAR_GROWTH", "TTM")
// Free cash flow (TTM) and shares to build FCF per share for P/FCF
fcf = request.financial(syminfo.tickerid, "FREE_CASH_FLOW", "TTM")
sharesOut = request.financial(syminfo.tickerid, "TOTAL_SHARES_OUTSTANDING", "FQ")
fcfPerShare = (not na(fcf) and not na(sharesOut) and sharesOut != 0) ? fcf / sharesOut : na
// 2. Valuation ratios from price
pe = (not na(eps) and eps != 0) ? close / eps : na
pFcf = (not na(fcfPerShare) and fcfPerShare > 0) ? close / fcfPerShare : na
// 3. Thresholds (Buffett-style, adjustable)
minROE = input.float(15.0, "Min ROE %")
minROIC = input.float(12.0, "Min ROIC %")
minGM = input.float(30.0, "Min Gross Margin %")
minNM = input.float(8.0, "Min Net Margin %")
maxDE = input.float(0.7, "Max Debt / Equity")
minCurr = input.float(1.3, "Min Current Ratio")
minEPSG = input.float(8.0, "Min EPS Growth 1Y %")
minREVG = input.float(5.0, "Min Revenue Growth 1Y %")
maxPE = input.float(20.0, "Max P/E")
maxPFCF = input.float(20.0, "Max P/FCF")
// 4. Individual conditions
cROE = not na(roe) and roe > minROE
cROIC = not na(roic) and roic > minROIC
cGM = not na(grossMargin) and grossMargin > minGM
cNM = not na(netMargin) and netMargin > minNM
cDE = not na(deRatio) and deRatio < maxDE
cCurr = not na(currentRat) and currentRat > minCurr
cEPSG = not na(epsGrowth1Y) and epsGrowth1Y > minEPSG
cREVG = not na(revGrowth1Y) and revGrowth1Y > minREVG
cPE = not na(pe) and pe < maxPE
cPFCF = not na(pFcf) and pFcf < maxPFCF
// 5. Composite “Buffett Score” (0–10) – keep it on ONE line to avoid line-continuation errors
score = (cROE ? 1 : 0) + (cROIC ? 1 : 0) + (cGM ? 1 : 0) + (cNM ? 1 : 0) + (cDE ? 1 : 0) + (cCurr ? 1 : 0) + (cEPSG ? 1 : 0) + (cREVG ? 1 : 0) + (cPE ? 1 : 0) + (cPFCF ? 1 : 0)
// Strictness
minScoreForPass = input.int(7, "Min score to pass (0–10)", minval = 1, maxval = 10)
passes = score >= minScoreForPass
// 6. Visuals
bgcolor(passes ? color.new(color.green, 80) : na)
plot(score, "Buffett Score (0–10)", color = color.new(color.blue, 0))
// Info label on last bar
var label infoLabel = na
if barstate.islast
if not na(infoLabel)
label.delete(infoLabel)
infoText = str.format(
"Buffett score: {0} ROE: {1,number,#.0}% | ROIC: {2,number,#.0}% GM: {3,number,#.0}% | NM: {4,number,#.0}% P/E: {5,number,#.0} | P/FCF: {6,number,#.0} D/E: {7,number,#.00} | Curr: {8,number,#.00}",
score, roe, roic, grossMargin, netMargin, pe, pFcf, deRatio, currentRat)
infoLabel := label.new(bar_index, high, infoText,
style = label.style_label_right,
color = color.new(color.black, 0),
textcolor = color.white,
size = size.small)
