Small shots. Bitcoin only. No noise, Data driven. Do not copy my trades. Do your own research
Joined August 2021
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Satoshi put it in the code and we are only now recognizing it...
Post-2024 halving, every single block now rewards miners 3.125 BTC...
But 3.125 = π (3.14159...) staring us dead in the face.
Coincidence? Or did “satoshi” bake the universe’s most famous irrational number straight into the halving schedule to mock us?
Is Satoshi a time-traveling mathematician?
Coincidence? Or did Satoshi encode the circle of life, the universe, and everything into the block reward?
Or is this the final glitch proving we’re living in a simulation?
The halving didn’t reduce the reward…
It revealed the truth.
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Usually tradingview indicators via pinescript cannot be equipped with Artificial Intelligence. But this code I am creating measures how well past buy/sell signals correlated with subsequent BTC moves and adjusts the signal threshold dynamically, it's the closest thing I could program that 'learns' from past events and tries to become better.
It compares Bitcoin to competition with the US dolar yields on the 5,10 and 30 year bonds. My theory is that large traders would get into such bonds if their yield is high enough instead of risking it on risky assets such as Bitcoin.
This is giving me good entry points for Shorting or Longing a short term trade. This indicator is NOT for long term trading or DCA'ing. It just gives signs when bitcoin is over extended and thus a short is in play or when it is oversold and longing with leverage would be ok.
8 indicators, adaptive signal suppression, and a dynamic weighting system that shifts confidence based on what's actually worked historically.
I am not 100% confident with this version, hence it's in BETA mode, but I will keep working on it.
The Code is released in the first comment below this post, complete Transparency, completely for FREE.
Just copy and paste it in your pinescript editor and please let me know what you think and if you understand code let me know how I can improve
The code, as is expected with such a complicated indicator, is a bit on the longer side and it takes time to run, but when it does I assure you, you'll remain impressed
Code in first comment 👇
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//
@version
=5
indicator("BTC Indicator v5 - Macro Momentum & Contrarian Learning", shorttitle="BTC MacroLearn v5", overlay=false, precision=3, max_bars_back=2000)
// ══════════════════════════════════════════════════════════════════
// INPUTS
// ══════════════════════════════════════════════════════════════════
grp1 = "── Macro Anchors ──"
wRsiLen = input.int(14, "Weekly RSI Period", group=grp1)
wRsiOB = input.float(68.0, "Weekly RSI Contrarian Bear (Overbought)", group=grp1)
wRsiOS = input.float(32.0, "Weekly RSI Contrarian Bull (Oversold)", group=grp1)
grp2 = "── Advanced Learning Engine ──"
learnWindow = input.int(300, "Learning Window (bars)", minval=50, maxval=1000, group=grp2)
outcomeDelay = input.int(15, "Outcome Delay (bars forward)", minval=3, maxval=30, group=grp2)
minSamples = input.int(15, "Min Samples Before Learning", minval=5, maxval=50, group=grp2)
minLongCon = input.float(0.68,"Min Long Confidence (Filter Noise)", minval=0.50, maxval=0.95, step=0.01, group=grp2)
minShortCon = input.float(0.70,"Min Short Confidence (Filter Noise)",minval=0.50, maxval=0.95, step=0.01, group=grp2)
cooldown = input.int(40, "Cooldown Bars After Signal", minval=5, maxval=100, group=grp2)
grp4 = "── Mock Strategy Risk Management ──"
atrPeriod = input.int(14, "ATR Period for Stops", group=grp4)
stopLossMult = input.float(2.5, "Stop Loss ATR Multiplier", group=grp4)
takeProfitMult=input.float(4.0, "Take Profit ATR Multiplier", group=grp4)
// ══════════════════════════════════════════════════════════════════
// DATA RECOVERY & TIME CONSTRAINTS
// ══════════════════════════════════════════════════════════════════
yield5 = request.security("TVC:US05Y", timeframe.period, close)
yield10 = request.security("TVC:US10Y", timeframe.period, close)
yield30 = request.security("TVC:US30Y", timeframe.period, close)
btc = request.security("BITSTAMP:BTCUSD", timeframe.period, close)
dxy = request.security("TVC:DXY", timeframe.period, close)
// Force data lookback assignments for safety on execution
max_bars_back(btc, 2000)
// Fetching Weekly Asset Momentum Anchor (Forcing barmerge.lookahead_off to eliminate backtesting repainting)
weeklyRsi = request.security("BITSTAMP:BTCUSD", "1W", ta.rsi(close, wRsiLen), barmerge.gaps_off, barmerge.lookahead_off)
btcATR = ta.atr(atrPeriod)
atrPct = btcATR / btc
// ══════════════════════════════════════════════════════════════════
// RE-CONFIGURED SELECTIVE REGIME SIGNALS
// ══════════════════════════════════════════════════════════════════
// --- Anchor 1: Weekly RSI Components ---
weeklyBullTrend = weeklyRsi > 50.0
weeklyBearTrend = weeklyRsi < 50.0
weeklyOversold = weeklyRsi < wRsiOS
weeklyOverbought= weeklyRsi > wRsiOB
// --- Style A: Momentum & Trend Following ---
bEmaF = ta.ema(btc, 13), bEmaS = ta.ema(btc, 55)
btcROC = (btc - btc[20]) / btc[20] * 100
sig9Bull = bEmaF > bEmaS and weeklyBullTrend
sig9Bear = bEmaF < bEmaS and weeklyBearTrend
sig10Bull = btcROC > 2.0 and btcROC < 15.0 and weeklyBullTrend
sig10Bear = btcROC < -4.0 and weeklyBearTrend
// --- Style B: Macro Intermarket Contrarian Drivers ---
r5 = ta.rsi(yield5, 14), r10 = ta.rsi(yield10, 14), r30 = ta.rsi(yield30, 14)
aRSI = (r5 r10 r30) / 3
sig3Bull = aRSI < 30 and (weeklyBullTrend or weeklyOversold)
sig3Bear = aRSI > 70 and (weeklyBearTrend or weeklyOverbought)
e5f = ta.ema(yield5, 8), e5s = ta.ema(yield5, 21)
e10f = ta.ema(yield10, 8), e10s = ta.ema(yield10, 21)
emaBullN = (e5f < e5s ? 1 : 0) (e10f < e10s ? 1 : 0)
emaBearN = (e5f > e5s ? 1 : 0) (e10f > e10s ? 1 : 0)
sig1Bull = emaBullN == 2 and weeklyOversold
sig1Bear = emaBearN == 2 and weeklyOverbought
dxyEmaF = ta.ema(dxy, 8), dxyEmaS = ta.ema(dxy, 21)
sig11Bull = dxyEmaF < dxyEmaS and weeklyOversold
sig11Bear = dxyEmaF > dxyEmaS and weeklyOverbought
// ══════════════════════════════════════════════════════════════════
// ADVANCED ADAPTIVE LEARNING CORRECTIONS
// ══════════════════════════════════════════════════════════════════
f_learn_improved(sigBull, sigBear, fwd, win, targetPct) =>
var float bHits = 0.0, var float bTot = 0.0
var float sHits = 0.0, var float sTot = 0.0
lowest_fwd = ta.lowest(btc, 30)
highest_fwd = ta.highest(btc, 30)
if bar_index >= (fwd win 5)
btcReturn = (btc - btc[fwd]) / btc[fwd]
btcMaxDrawdown = (lowest_fwd - btc[fwd]) / btc[fwd]
btcMaxRunup = (highest_fwd - btc[fwd]) / btc[fwd]
longWin = btcReturn >= targetPct[fwd] and btcMaxDrawdown > -targetPct[fwd] * 1.3
shortWin = btcReturn <= -targetPct[fwd] and btcMaxRunup < targetPct[fwd] * 1.3
if sigBull[fwd]
bTot = 1.0
if longWin
bHits = 1.0
if sigBear[fwd]
sTot = 1.0
if shortWin
sHits = 1.0
bReturnOld = (btc[win] - btc[fwd win]) / btc[fwd win]
bLowOld = (lowest_fwd[win] - btc[fwd win]) / btc[fwd win]
bHighOld = (highest_fwd[win] - btc[fwd win]) / btc[fwd win]
longWinOld = bReturnOld >= targetPct[fwd win] and bLowOld > -targetPct[fwd win] * 1.3
shortWinOld = bReturnOld <= -targetPct[fwd win] and bHighOld < targetPct[fwd win] * 1.3
if sigBull[fwd win]
bTot -= 1.0
if longWinOld
bHits -= 1.0
if sigBear[fwd win]
sTot -= 1.0
if shortWinOld
sHits -= 1.0
bAcc = bTot >= minSamples ? bHits / bTot : float(na)
sAcc = sTot >= minSamples ? sHits / sTot : float(na)
[bAcc, sAcc]
dynamicTarget = ta.sma(atrPct, 20) * math.sqrt(outcomeDelay) * 1.3
[a1b, a1s] = f_learn_improved(sig1Bull, sig1Bear, outcomeDelay, learnWindow, dynamicTarget)
[a3b, a3s] = f_learn_improved(sig3Bull, sig3Bear, outcomeDelay, learnWindow, dynamicTarget)
[a9b, a9s] = f_learn_improved(sig9Bull, sig9Bear, outcomeDelay, learnWindow, dynamicTarget)
[a10b, a10s] = f_learn_improved(sig10Bull, sig10Bear, outcomeDelay, learnWindow, dynamicTarget)
[a11b, a11s] = f_learn_improved(sig11Bull, sig11Bear, outcomeDelay, learnWindow, dynamicTarget)
f_wt_exponential(acc) =>
na(acc) ? 0.25 : math.pow(math.max(0.0, (acc - 0.42) / 0.58), 1.8)
w1b = f_wt_exponential(a1b), w1s = f_wt_exponential(a1s)
w3b = f_wt_exponential(a3b), w3s = f_wt_exponential(a3s)
w9b = f_wt_exponential(a9b), w9s = f_wt_exponential(a9s)
w10b = f_wt_exponential(a10b), w10s = f_wt_exponential(a10s)
w11b = f_wt_exponential(a11b), w11s = f_wt_exponential(a11s)
// ══════════════════════════════════════════════════════════════════
// CONFIDENCE MATRICES WITH FIXED EXTRA 50% WEEKLY RSI ANCHOR WEIGHT
// ══════════════════════════════════════════════════════════════════
secondarySumLong = w1b w3b w9b w10b w11b 0.0001
secondarySumShort = w1s w3s w9s w10s w11s 0.0001
rawSecondaryLong = (sig1Bull ? w1b : 0.0) (sig3Bull ? w3b : 0.0) (sig9Bull ? w9b : 0.0) (sig10Bull ? w10b : 0.0) (sig11Bull ? w11b : 0.0)
rawSecondaryShort = (sig1Bear ? w1s : 0.0) (sig3Bear ? w3s : 0.0) (sig9Bear ? w9s : 0.0) (sig10Bear ? w10s : 0.0) (sig11Bear ? w11s : 0.0)
// Standardize alternative indicators to scale from 0.0 up to 0.50 max
subScoreLong = (rawSecondaryLong / secondarySumLong) * 0.50
subScoreShort = (rawSecondaryShort / secondarySumShort) * 0.50
// Apply direct strict 50% allocations exclusively to the Weekly RSI Engine conditions
rsiWeightLong = weeklyBullTrend or weeklyOversold ? 0.50 : 0.0
rsiWeightShort = weeklyBearTrend or weeklyOverbought ? 0.50 : 0.0
longConfidence = rsiWeightLong subScoreLong
shortConfidence = rsiWeightShort subScoreShort
// ══════════════════════════════════════════════════════════════════
// INDICATOR TRADING EMULATION (MOCK BACKTESTER)
// ══════════════════════════════════════════════════════════════════
var int pos = 0
var int barsSinceSig = 999
var float mockEntry = na
var float mockStop = na
var float mockTarget = na
var int totalTrades = 0
var int winTrades = 0
var float totalPips = 0.0
barsSinceSig = 1
candidateLong = longConfidence >= minLongCon and barsSinceSig >= cooldown and pos == 0
candidateShort = shortConfidence >= minShortCon and barsSinceSig >= cooldown and pos == 0
if pos == 1
if low <= mockStop
totalTrades = 1
totalPips = (mockStop - mockEntry) / mockEntry
pos := 0
barsSinceSig := 0
else if high >= mockTarget
totalTrades = 1
winTrades = 1
totalPips = (mockTarget - mockEntry) / mockEntry
pos := 0
barsSinceSig := 0
if pos == -1
if high >= mockStop
totalTrades = 1
totalPips = (mockEntry - mockStop) / mockEntry
pos := 0
barsSinceSig := 0
else if low <= mockTarget
totalTrades = 1
winTrades = 1
totalPips = (mockEntry - mockTarget) / mockEntry
pos := 0
barsSinceSig := 0
longSignal = candidateLong and pos == 0
shortSignal = candidateShort and pos == 0
if longSignal
pos := 1
mockEntry := btc
mockStop := btc - (btcATR * stopLossMult)
mockTarget := btc (btcATR * takeProfitMult)
barsSinceSig := 0
if shortSignal
pos := -1
mockEntry := btc
mockStop := btc (btcATR * stopLossMult)
mockTarget := btc - (btcATR * takeProfitMult)
barsSinceSig := 0
winRate = totalTrades > 0 ? float(winTrades) / float(totalTrades) * 100.0 : float(na)
netReturn = totalPips * 100.0
// ══════════════════════════════════════════════════════════════════
// PLOTS
// ══════════════════════════════════════════════════════════════════
plot(weeklyRsi, title="Weekly BTC RSI Anchor", color=color.orange, linewidth=2)
hline(50, "Trend Threshold", color=color.gray, linestyle=hline.style_dotted)
hline(wRsiOB, "Macro Overbought", color=color.red, linestyle=hline.style_dashed)
hline(wRsiOS, "Macro Oversold", color=color.green, linestyle=hline.style_dashed)
bgcolor(pos == 1 ? color.new(color.teal, 93) : pos == -1 ? color.new(color.purple, 93) : na)
plotshape(longSignal, title="LONG", location=location.top, color=color.lime, style=shape.labelup, text="LONG", textcolor=color.black, size=size.large)
plotshape(shortSignal, title="SHORT", location=location.bottom, color=color.red, style=shape.labeldown, text="SHORT", textcolor=color.white, size=size.large)
// ══════════════════════════════════════════════════════════════════
// RENDER FULL METRIC LIVE DISPLAY
// ══════════════════════════════════════════════════════════════════
var table tb = table.new(position.top_right, 3, 16,
bgcolor=color.new(color.black, 15),
border_color=color.new(color.gray, 60), border_width=1,
frame_color=color.new(color.white, 60), frame_width=1)
// Helper row logic updates (Corrected Version 5 Syntax Structure)
f_map(table targetTable, int r, string l, float b, float s) =>
bS = na(b) ? "–" : str.tostring(b * 100, "#.#") "%"
sS = na(s) ? "–" : str.tostring(s * 100, "#.#") "%"
table.cell(targetTable, 0, r, l, text_color=color.white, text_size=size.tiny)
table.cell(targetTable, 1, r, bS, text_color=na(b) ? color.gray : b >= 0.6 ? color.lime : b >= 0.5 ? color.yellow : color.red, text_size=size.tiny)
table.cell(targetTable, 2, r, sS, text_color=na(s) ? color.gray : s >= 0.6 ? color.lime : s >= 0.5 ? color.yellow : color.red, text_size=size.tiny)
if barstate.islast
table.cell(tb, 0, 0, "Macro Engine v5", text_color=color.white, text_size=size.small, bgcolor=color.new(color.navy, 30))
table.cell(tb, 1, 0, "Long Learning", text_color=color.lime, text_size=size.small, bgcolor=color.new(color.navy, 30))
table.cell(tb, 2, 0, "Short Learning", text_color=color.red, text_size=size.small, bgcolor=color.new(color.navy, 30))
// Direct structural feedback mapping for the anchor row
table.cell(tb, 0, 1, "Weekly RSI Anchor", text_color=color.orange, text_size=size.tiny)
table.cell(tb, 1, 1, "50% FIXED WT", text_color=color.orange, text_size=size.tiny)
table.cell(tb, 2, 1, "50% FIXED WT", text_color=color.orange, text_size=size.tiny)
// Execute table maps
f_map(tb, 2, "Yield EMA (Contra)", a1b, a1s)
f_map(tb, 3, "Avg RSI (Contra)", a3b, a3s)
f_map(tb, 4, "BTC EMA (Momentum)", a9b, a9s)
f_map(tb, 5, "BTC ROC (Momentum)", a10b, a10s)
f_map(tb, 6, "DXY Cross (Contra)", a11b, a11s)
// Metrics tracking
table.cell(tb, 0, 8, "Total Confidence", text_color=color.white, text_size=size.small)
table.cell(tb, 1, 8, str.tostring(longConfidence * 100, "#.#") "%", text_color=longConfidence >= minLongCon ? color.lime : color.gray, text_size=size.small)
table.cell(tb, 2, 8, str.tostring(shortConfidence * 100, "#.#") "%", text_color=shortConfidence >= minShortCon ? color.red : color.gray, text_size=size.small)
table.cell(tb, 0, 9, "Position State", text_color=color.white, text_size=size.small)
table.cell(tb, 1, 9, pos == 1 ? "LONG" : pos == -1 ? "SHORT" : "FLAT", text_color=pos==1?color.lime : pos==-1?color.red : color.yellow, text_size=size.small)
table.cell(tb, 2, 9, str.tostring(math.max(0, cooldown - barsSinceSig)) " bars cool", text_color=color.orange, text_size=size.small)
table.cell(tb, 0, 11, "── Backtester ──", text_color=color.orange, text_size=size.small)
table.cell(tb, 1, 11, "Trades: " str.tostring(totalTrades), text_color=color.white, text_size=size.small)
table.cell(tb, 2, 11, "Win %: " (na(winRate) ? "–" : str.tostring(winRate, "#.#") "%"), text_color=color.white, text_size=size.small)
table.cell(tb, 0, 12, "Net Return", text_color=color.white, text_size=size.small)
table.cell(tb, 1, 12, str.tostring(netReturn, "#.#") "%", text_color=netReturn >= 0.0 ? color.lime : color.red, text_size=size.small)
table.cell(tb, 2, 12, "", text_size=size.small)
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Why would you take investment advice from someone who isn’t wealthy themselves?
I don't judge people by whether they are wealthy or not, I judge them by how they are performing. If you are extremely wealthy because you inherited your dad's business and managed to run it into the ground, then I'm definetely not looking up to you, but I will try to learn something from the broke guy, who wakes up earlier than anyone else, hustling daily to try to ameliorate his situation.
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What background setting do you use for X?
100%
Light, white background
0%
Dim, greyish background
0%
Dark, Black background
1 votes • 14 hours
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A 2010 email exchange between Satoshi Nakamoto and Gavin Andresen shows Satoshi clearly disliked the idea of people using Bitcoin to store random data, the early form of NFTs. He agreed it could clog the network and harm Bitcoin’s purpose.
At the same time, he refused to support a fork to stop it. He said a second version would confuse users and create a messy split. For him, Bitcoin should stay unified and rely on fees and incentives rather than constant forking.
Full authenticated conversation:
From: satoshi
Subject: Re: Transactions and Scripts: DUP HASH160 ... EQUALVERIFY CHECKSIG
Date: June 18, 2010 at 16:17:14 UTC
A second version would be a massive development and maintenance hassle for me. It's hard enough maintaining backward compatibility while upgrading the network without a second version locking things in. If the second version screwed up, the user experience would reflect badly on both, although it would at least reinforce to users the importance of staying with the official version. If someone was getting ready to fork a second version, I would have to air a lot of disclaimers about the risks of using a minority version. This is a design where the majority version wins if there's any disagreement, and that can be pretty ugly for the minority version and I'd rather not go into it, and I don't have to as long as there's only one version.
I know, most developers don't like their software forked, but I have real technical reasons in this case
In reply to:
From: gavinandresen on June 17, 2010, 07:58:14 PM:
I admire the flexibility of the scripts-in-a-transaction scheme, but my evil little mind immediately starts to think of ways I might abuse it. I could encode all sorts of interesting information in the TxOut script, and if non-hacked clients validated-and-then-ignored those transactions it would be a useful covert broadcast communication channel.
That's a cool feature until it gets popular and somebody decides it would be fun to flood the payment network with millions of transactions to transfer the latest Lady Gaga video to all their friends...
That's one of the reasons for transaction fees. There are other things we can do if necessary
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If you work hard all week just to live for the weekend, something is wrong. Sit down, rethink your direction and change it. Never sacrifice five days of your life just to enjoy two.
Bitcoin sets you free.
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QT officially ends today! Liquidity flood incoming, just like 2020's epic run. Fed's pivot pro-BTC policies = rocket fuel for Bitcoin. Strap in.
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Caffè Satoshi retweeted
Under the Clarity Act, the SEC and CFTC finally have defined lanes. No more jurisdictional limbo. No more legislating by enforcement.
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RT @CaffeSatoshi: I want to hear the mental process you go through to create content for X
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Caffè Satoshi retweeted
🇸🇻 EL SALVADOR BECOMES ONE OF THE WORLD’S MOST ATTRACTIVE BITCOIN TAX HAVENS
President Nayib Bukele’s latest residency reform slashes the physical presence requirement for temporary residents from 9 months to just 90 days per year.
Combined with El Salvador’s territorial tax system, the benefits are significant:
• 0% tax on foreign-source income
• 0% capital gains tax on Bitcoin
• No wealth tax
• No inheritance tax
• No gift tax
A 2024 tax reform explicitly exempted foreign-source income for both residents and non-residents, making the country increasingly attractive to entrepreneurs, investors, remote workers, and digital nomads earning abroad.
The incentives extend to businesses as well. Companies operating under qualifying technology export, international services, and free zone regimes can receive up to 15 years of tax exemptions, including relief from corporate income tax, VAT, withholding taxes, import duties, and capital gains taxes.
The move further strengthens El Salvador’s position as a global hub for Bitcoiners, entrepreneurs, and internationally mobile capital.
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Caffè Satoshi retweeted
Jun 6
Add laser eyes Senator. You deserve them. You are a true Bitcoin maxi.
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According to Pakistan's foreign office, the officials from the mediating countries welcomed the negotiations between the US and Iran being in their final stage.
The foreign office also reiterated the electronic signing ceremony is scheduled to take place tomorrow.
Deputy Prime Minister / Foreign Minister Senator Mohammad Ishaq Dar @MIshaqDar50 held a telephone conversation today with the Foreign Minister of the Kingdom of Saudi Arabia, Prince Faisal bin Farhan @faisalbinfarhan.
They welcomed the US–Iran negotiations in their final stage, with the electronic signing ceremony scheduled for tomorrow, and expressed the hope that this important development will contribute to lasting peace and stability in the region.
The Saudi Foreign Minister appreciated Pakistan’s consistent and sustained efforts in support of mediation and dialogue throughout the process.
Both sides also discussed the forthcoming Regional Four Foreign Ministers (R-4) meeting, scheduled to be held in Egypt later this month.
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I want to hear the mental process you go through to create content for X
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