Crypto/Stable Mcap Ratio Normalized

1 Jan

Create a normalized ratio of total crypto market cap to stablecoin supply (USDT + USDC + DAI). Idea is to create a reference point for the total market cap's position, relative to total "dollars" in the crypto ecosystem. It's an imperfect metric, but potentially helpful. V0.1.

This script provides four different normalization methods:

Z-Score Normalization:

• Shows how many standard deviations the ratio is from its mean
  
• Good for identifying extreme values
  
• Mean-reverting properties
  

Min-Max Normalization:

• Scales values between 0 and 1
  
• Good for relative position within recent range
  
• More sensitive to recent changes
  

Percent of All-Time Range:

• Shows where current ratio is relative to all-time highs/lows
  
• Good for historical context
  
• Less sensitive to recent changes
  

Bollinger Band Position:

• Similar to z-score but with adjustable sensitivity
  
• Good for trading signals
  
• Can be tuned via standard deviation multiplier
  

Features:

• Adjustable lookback period
  
• Reference bands for overbought/oversold levels
  
• Built-in alerts for extreme values
  
• Color-coded plots for easy visualization
  

3 Jan

Nota Keluaran

Create a normalized ratio of total crypto market cap to stablecoin supply (USDT + USDC + DAI). Idea is to create a reference point for the total market cap's position, relative to total "dollars" in the crypto ecosystem. It's an imperfect metric, but potentially helpful. V0.1.

This script provides four different normalization methods:

Z-Score Normalization:

• Shows how many standard deviations the ratio is from its mean
  
• Good for identifying extreme values
  
• Mean-reverting properties
  

Min-Max Normalization:

• Scales values between 0 and 1
  
• Good for relative position within recent range
  
• More sensitive to recent changes
  

Percent of All-Time Range:

• Shows where current ratio is relative to all-time highs/lows
  
• Good for historical context
  
• Less sensitive to recent changes
  

Bollinger Band Position:

• Similar to z-score but with adjustable sensitivity
  
• Good for trading signals
  
• Can be tuned via standard deviation multiplier
  

Features:

• Adjustable lookback period
  
• Reference bands for overbought/oversold levels
  
• Built-in alerts for extreme values
  
• Color-coded plots for easy visualization