A premium index indicator for Binance exclusively. This extended version includes BTC, ETH, BNB, LINK, and more. Just like BitMEX, there is a +/- 0.05% clamp with 0.01% being the default. Funding periods occur at 0000 UTC, 0800 UTC, and 1600 UTC. Binance documentation does not mention a maximum funding rate, so instead there is an option to limit how much is...
A premium index indicator for Binance exclusively. This version includes BTC, ETH, and BNB. Just like BitMEX, there is a +/- 0.05% clamp with 0.01% being the default. Funding periods occur at 0000 UTC, 0800 UTC, and 1600 UTC. Binance documentation does not mention a maximum funding rate, so instead there is an option to limit how much is funding/premium is...
This is the 3-month Libor minus effective federal funds rate. Traders watch certain spreads for a wider spread to indicate a bad economy. This is a conceptual indicator that tries to make sense of how important a FRA-OIS spread can be, in this case the Libor-EFFR. It may be completely wrong in calculation and understanding...
Multiple volume oscillators in one. Description: As Warren Guppet once said, be “fearful when others are buying less, and greedy when others are selling less.” Divergences are the main point of usage of all bundled indicators. OBV Oscillator, remade. The formula has been changed to smooth out the way OBV is calculated during a trending move OBV Oscillator,...
Since the drop in March of 2020, the U.S. ETF , SPY, has been correlated with bitcoin's moves, especially during the NY session. This tool is meant to help traders who want to take advantage of that without having to switch the secondary series between BTCUSD and (generally) SPY when changing the ticker they are viewing. How this works: The indicator will...
These are the Yale confidence indexes that show individual and institutional sentiment. Options include: showing two different indexes at once labels for them to filter through a moving average highlighting when the first chosen index is greater than the second shifting the series 6 months ahead showing an average of both indexes U.S. One-Year...
This is a assortment of countries' inflation rates, sourced by Quandl. The countries are represented by their ISO 3166-1 alpha-3 codes in the options, and at the moment include: ARG, AUS, CAN, CHE, DEU, EUR, FRA, GBR, ITA, JPN, NZL, RUS, USA Included is a correlation to the current chart and the selected inflation rate. The correlation compares the monthly...
This is the United States inflation rate, based on the total Consumer Price Index published by the U.S. Bureau of Labor Statistics. Option to toggle: A line to display the inflation rate in December. It does not change until the next December. What the color change to red is indicative of: According to the Federal Open Market Committee (FOMC) regarding...
Futures basis % for any ticker. Requires: an index to compare against, the futures ticker, and the expiration year/month/day/hour. Optional second ticker to compare with. Example explanation using bitcoin futures: For Deribit, their futures expire at 0800UTC and the ticker will show the date of expiration. For example, BTC27H20's expiration is the 27th of...
Breakers for CME's futures contracts. Should work on CST/EST/UTC charts. CME says it uses the last 30 seconds of the session to grab a reference price, so I took the open of the last session's candle because it's easier. Out of session breakers: +/-5% Limit downs: -7%/-13%/-20% There are some minor nuances for the later part of the NY session but I don't...
The current .BXBT index weighted as close as possible to BitMEX's with updates as BitMEX refreshes their index. Difference between this and the script titled '2020 March 27 .BXBT Index': this one will receive updates because it doesn't have a date in its title. Methodology www.bitmex.com "BitMEX Index Weights, assuming no constituent exchanges have been excluded...
As described here: www.bitmex.com blog.bitmex.com With itBit's weight given to \Gemini because it currently is not on TradingView and they're both small NY based exchanges. BITSTAMP: 24.86% BITTREX: 2.53% COINBASE: 44.98% GEMINI: 7.41% KRAKEN: 20.22% BITSTAMP:BTCUSD^0.2486*BITTREX:BTCUSD^0.0253*COINBASE:BTCUSD^0.4498*GEMINI:BTCUSD^0.0741*KRAKEN:XBTUSD^0.2022...
This plots the selected resolution's percent change from open to close. Easy way to check the previous period's range with less noise. Note the latest period is calculating on a bar that hasn't closed so it won't update unless you refresh/change timeframes to prevent incorrect reporting.
Simple script that checks for gaps in price from CME. tickerid(x, y, sess) doesn't seem to be applying correctly for the ticker specified at the moment so there are a couple of 'gaps' peppered on lower timeframes. Gaps are legitimate price levels to look as a support or resistance. The theory is that volume needs to be gap filled, but I currently believe it's an...
As of publishing, all the tickers from FTX with the word "index" in it, plus bitcoin. This is your regular ADL except instead of hundreds in the basket you've got them condensed into 7 (for now) and in open/close candle form instead of a line. I'm a bit disappointed because I thought I'd lever more utility from indexes. It may just need some tweaking. Doesn't...
CME bitcoin trading opens at 5p.m. CT (UTC-6) on Sunday. This translates to 2300 UTC. www.cmegroup.com Orange: CME open hour candle's range is smaller than the previous hourly candle Fuchsia: CME open hour candle's range is larger than the previous hourly candle If there is a blue highlight after CME open, that means the candle after the open has a larger...
The formula is based on volume and second/third derivations of price to create known, reliable zones where a trade may be executed. It is the same formula used in VFAP Bands, but with it as an detached indicator there are minor adjustments and it is much easier to visualize on lower time frames where the outer bands are not visible. The main focus is reliability,...
Methodology: Composite of Bittrex and Poloniex to smoothen out the skewed values from lack of liquidity. To be concise, the main advantage that a Y2050 market cap has over a 'regular' market cap is that it takes into account: Inflation What supply should be in the future What the market cap could be in world of tomorrow I'm having difficulty...