FTX BTC Move Trend [Ryto]

This indicator helps intuitively see the trend between FTX move contract's strike price (Daily or Weekly) and the index price of BTC.

• Blue curve: FTX BTC index price.
  
• Red curve: 00:00:00-00:59:59 UTC+00:00 BTC index price TWAP.
  
• Orange curve: 23:00:00-23:59:59 UTC+00:00 BTC index price TWAP.
  
• Grey curve: The strike price of a move contract.
  

When the blue curve is near the grey curve, that represents the current index price is near to the strike price of a move contract. Cooperate with other indicators and observe the BTC trend also consider move contract price to decide whether to buy or sell.

Note: Should use the timeframe lower than 5 minutes, to ensure the correct TWAP price.

Reference:
- https://help.ftx.com/hc/en-us/articles/360027668812-Index-Calculation
- https://help.ftx.com/hc/en-us/articles/360033136331-MOVE-contracts
- https://www.tradingview.com/pine-script-docs/en/v4/essential/Context_switching_the_security_function.html#requesting-data-of-a-lower-timeframe

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這個指標適用在觀察 FTX 波動率產品 (日與週波動率合約)，可以更直覺的看出 FTX BTC 指數價格與波動率產品行權價的走勢關係。

• 藍色曲線: BTC 指數價格
  
• 紅色曲線: 00:00:00-00:59:59 UTC+00:00 BTC 指數價格之時間加權平均
  
• 橘色曲線: 23:00:00-23:59:59 UTC+00:00 BTC 指數價格之時間加權平均
  
• 灰色曲線: 波動率產品行權價
  

當藍色曲線在灰色曲線附近，代表此時指數價格在行權價附近，配合其他指標觀察 BTC 走勢與波動率價格來決定是否買入或賣出波動率。

注意: 需使用時匡為 5 分鐘以下，確保指數價格之時間加權平均計算正確。

參考:
- https://help.ftx.com/hc/zh-cn/articles/360027937891-指数计算规则
- https://help.ftx.com/hc/zh-cn/articles/360033349672-双向期权合约 (MOVE 合约)
- Pine 腳本時匡限制

版本注释:

Fix typo.