Arbitrage Monitoring [ZurvanEG]⯁ Advanced Multi-Market Arbitrage & Liquidity Scanner
◇ Overview
This professional-grade analysis suite is designed to detect, validate, and visualize cross-exchange price inefficiencies in real-time. Unlike standard gap scanners, this engine employs a Statistical Validation Layer to filter out market noise, ensuring that only high-quality, actionable Arbitrage opportunities are presented.
Whether analyzing Crypto Assets across centralized exchanges or Forex & Commodities across top-tier brokers, this tool transforms fragmented liquidity data into a unified, actionable dashboard.
◈ Dual-Engine Architecture
The system adapts its scanning logic based on the asset class:
⬥ Crypto Mode: Scans a network of major CEXs (Binance, OKX, Kraken, etc.) with specific algorithms for USDT-paired volatility and volume weighting.
⬥ Forex Mode: Connects to premium liquidity providers (OANDA, Saxo, IC Markets) to monitor fiat pairs and Gold (XAUUSD), calibrated for tight spreads and high-frequency precision.
◈ Operational Modes & Scanning Logic
This system offers two distinct engine modes, allowing traders to switch between Deep Granular Analysis and Broad Market Surveillance:
⬥ Deep Dive (Chart Asset Focus)
⬦ Precision Analysis: This mode directs the full processing power of the script to the single asset currently displayed on your chart.
⬦ Dynamic Ticker Recognition: It automatically extracts the base asset (e.g., “BTC” from “BTCUSDT”) and instantly queries the entire network of supported exchanges (20+ sources) to find the absolute best Buy/Sell prices available globally.
⬥ Multi-Asset Scanner (Watchtower Mode)
⬦ Market-Wide Surveillance: Acts as a background radar system. Instead of focusing on one chart, it continuously monitors a user-defined “Asset Universe” (up to 5 custom instruments) simultaneously.
⬦ Resource Balancing: The engine intelligently allocates resources to track the spread quality for your entire watchlist in real-time, regardless of which symbol is currently on your chart.
◈ Smart Validation & Risk Engine
Unlike simple price-gap tools, this indicator employs a multi-layered Statistical Verification Engine to filter out noise and ensure actionable opportunities.
⬥ Z-Score Contextualization:
Instead of relying on fixed percentage thresholds, the engine calculates the Standard Deviation (Z-Score) of the current spread relative to its recent history. This distinguishes statistically significant anomalies from normal market volatility.
⬥ Stagnancy Protection (Anti-Freeze):
Automatically detects and quarantines exchanges with “frozen” data feeds. If a price remains unchanged for a user-defined number of bars, the source is flagged as stale to prevent false signals caused by API disconnects or illiquid order books.
⬥ Liquidity & Volume Filters:
Ensures that price gaps are backed by real market depth. The engine filters out “ghost” arbitrage opportunities on exchanges with insufficient volume, protecting traders from getting trapped in illiquid positions.
⬥ Stability Counters:
Requires an opportunity to persist for a minimum number of consecutive bars (Stability Bars) before validation. This rules out HFT (High-Frequency Trading) flickers and latency-based ghosts that are impossible to execute manually.
◈ Visualization Suite & Intelligent Dashboard
This indicator bridges the gap between raw data processing and visual decision-making, offering two synchronized layers of market insight:
⬥ The Arbitrage Cloud (Chart Overlay)
⬦ Spatial Spread Representation: Unlike traditional line indicators, this feature renders the arbitrage opportunity as a dynamic, semi-transparent cloud directly on your price chart. It visualizes the physical gap between the Global Best Buy Price (Lowest Ask) and the Global Best Sell Price (Highest Bid).
⬦ Contextual Volatility Analysis: By overlaying this cloud on the asset’s candles, traders can instantly assess the magnitude of the spread relative to current price action. You can visually correlate spread widenings with specific market events, support/resistance breakouts, or liquidity crunches without needing to look at a separate oscillator.
⬦ History Tracking
Instead of a fleeting snapshot, the Arbitrage Cloud renders the complete historical trajectory of price inefficiencies directly on your chart.
Contextual Backtesting: By plotting the cloud historically, you can visually backtest how spreads behave during specific market events (e.g., news releases, volatility spikes). This allows you to identify recurring patterns in liquidity fragmentation.
Visualizing Spread Expansion/Contraction: See exactly when opportunities opened and closed in the past. The cloud’s width dynamically reflects the magnitude of historical arbitrage windows, helping you distinguish between fleeting wicks and sustained profitable trends.
Correlation Analysis: Directly correlate spread widenings with price action (support/resistance, breakouts) to refine your entry and exit strategies based on proven historical behavior.
⬥ Command-Center Dashboard
A professional-grade, tabular overlay designed to act as your central monitoring station. It goes beyond simple data display to provide actionable metrics:
⬦ Micro-Trend Sparklines: Integrated mini-charts within the table columns visualize the recent trajectory of the spread over the last Nbars. This allows you to identify whether an opportunity is expanding (opening up) or compressing (closing down) at a glance, without changing your chart timeframe.
⬦ Net Profit & ROI Logic: The dashboard includes a sophisticated Fee Adjustment Engine. Instead of showing theoretical “Gross Profit,” it optionally deducts user-defined trading fees (e.g., 0.1% maker/taker) and transfer costs. This presents the “True Net Profit,” filtering out opportunities that look good on paper but are unprofitable after costs.
⬦ Composite Quality Scoring (0-100): To simplify decision-making, the engine synthesizes multiple data points into a single “Quality Score.”
◈ Alert System
Receive alerts only for opportunities that pass all validation filters (Z-Score, Stability, Volume). A built-in Smart Cooldown prevents notification spam, ensuring each alert is a distinct, actionable event.
Every notification includes the essential data:
⬦ Asset & Spread %
⬦ Specific Buy/Sell Venues
◈ Conclusion
The Arbitrage Monitoring represents a paradigm shift from standard retail indicators to institutional-grade market analysis. By synthesizing real-time liquidity fragmentation, statistical rigor (Z-Score), and cross-venue data aggregation, this engine solves the primary challenge of modern trading: Data Reliability. It does not merely flag price differences; it mathematically validates the quality and executability of those inefficiencies before they appear on your screen.
For the discretionary trader, it acts as a Market Truth Revealer, exposing the hidden liquidity mechanics behind a single candle. For the quantitative arbitrageur, it serves as a robust Signal Validation Layer, filtering out latency noise to isolate genuine alpha.
Whether deployed for High-Frequency Scalping in Crypto or Precision Hedging in Forex, this tool transforms the chaotic landscape of global pricing into a structured, actionable, and visually intuitive roadmap. It is the ultimate instrument for traders who demand to see the entire market, not just a single exchange.
Индикатор Pine Script®
