Multi-Asset Arbitrage CalculatorMulti-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
