(D7R) FTX Ethereum FuturesEthereum FTX Contract Futures Price with 3 different value display modes. (Percentage, Delta, Absolute).
This information can be used to understand when futures are trading at relative strong/weak premium or discount against each other.
This information can either be used for cash-n-carry arbitrage, inter-exchange arbitrage, hedging or directional price speculation.
Futures
(D7R) Deribit Ethereum FuturesEthereum Deribit Contract Futures Price with 3 different value display modes. (Percentage, Delta, Absolute).
This information can be used to understand when futures are trading at relative strong/weak premium or discount against each other.
This information can either be used for cash-n-carry arbitrage, inter-exchange arbitrage, hedging or directional price speculation.
Spot VS Derivatives (BTC)This indicator shows you the difference between the price on the spot exchanges and the derivatives exchanges. When the ratio spikes upward, it is a good buying opportunity, and when it spikes downward, it is a good moment to sell. The best timeframe for this indicator is 4h. The calculation includes top 10 spot and derivatives exchanges by volume .
FTX Futures Premium %Charts the Futures Premium % for FTX futures markets
Change the asset name from BTC to ETH in settings to switch assets, and will work with all assets with long-dated futures markets on FTX as they are added
Full CRYPTO pack macd, rsi, obv, ema alert versionThis is the indicator version of a simple, yet very efficient crypto strategy, adapted to 4h time frame, on big coins like ETH and BTC . However it can be adapted to other markets, timeframes etc
For this strategy I use a combination of a trend line , an oscillator, price action and volume .
This study has alert for both long and short entries/exit.
The rules are the next ones:
Long : we check that current candle is ascending and above the moving average, the macd is in positive range, rsi is below overbought level and volume is bigger than the moving avg of volume .
For short, we have the opposite long rules.
If you have any questions, please let me know !
Implied Volatility BandsThis script produces price bands around an EMA based on a manually inputted Implied Volatility. The idea builds on my previous "Implied Move" script which helps visualize the distribution of prices that the market is 'pricing in' via options/implied volatility. It's up to the user to determine the implied volatility level they use, I like using the free version of QuikStrike that you can access via the CME Group website and then update the script's input daily. Another way to use the script is to input the implied volatility based on a forecast that you produce independently. Say implied volatility on June 2021 Crude Oil is 30% and you think it's rich by 2%, you can input 28% into the script to tweak the bands for a declining vol regime.
FuturesPremIndex V2Improving on the FPI version 1 , the following changes are incorporated.
1. The prices now use adjustable weighted averages for both spot and futures
2. The algorithm is improved for better normalization of data
3. The buy and sell zones are more precise with adjustable tolerance
Upcoming V3 would include , the FRI ( Funding rate index ) as well as even better targeting of the zones .
MS POIVThis indicator was introduced by Larry Williams in 2007 and is very similar to the well known OBV indicator.
As such, it should be examined for convergence and divergence with the price trend. The interpretation can be done using the Wyckoff principles.
* Price rises, POIV stays behind => no subsequent demand
* Price meets resistance, POIV reaches new highs => supply (distribution) in the background
* Price and POIV rise synchronously => price trend is intact
These statements can of course be applied correspondingly to falling prices.
Larry Williams wrote for explanation:
Despite the problem, volume indictors have proven their worth, but while it is
a good idea to watch the cumulative flow of buying and selling pressure, you
should not assign all of this buying and selling to bulls and bears. Combined
with other concepts, such as keying off the open, we can focus on something
more germane to trading based just on volume, or what some might consider
related volatility indicators, such as daily ranges.
Futures traders can consider at least one solution to this problem: open
interest. Open interest is the number of outstanding contracts in a particular
market. (...))
The formula is calculating the cumulative sum of open interest times the net
change in price, divided by the true range. We then add the OBV value to this
cumulative sum.
So we first take the net change in price (today’s close minus yesterday’s close)
to get a percentage of where within the range the close was. Not all of the
activity will be buying or selling; the market “tells” us what percentage of
open interest goes to the buy or sell side.
Not only that, it also means we are incorporating price and trend change into
the formula.
(...)
One note of warning is necessary. The Williams POIV AD is a specific formula
that compensates for the close within the range relationship, as well telling
us how much OI to use, but it is an indicator, not a trading system. In
practice, it is useful to confirm a trade or to focus attention on a potential
trade. It is not intended to stand as the sole reason to initiate a position
in the market.
BTC Futures Premium IndexThe script collects data from various Futures and Spot prices and creates an index which identifies buy and sell zones . When combined with Open interest , this tool can be invaluable in making critical decisions .
Good Luck and I would request a like if you can spare that click :)
Thanks in advance and Happy Trading
Keltner + RSI Bitcoin Futures Trading [luca_badoer]This indicator combines the power of the Keltner channel with the power of the Relative Strength Indicator (RSI). It can help understand when the market is entering a bullish or a bearish trend.
Normally a Keltner channel would reference an Exponential Moving Average (EMA) of the price. In this case the Keltner Channel in the "Keltner + RSI Bitcoin Futures Trading " references the EMA of the 14-day RSI (white line). On top of that it overlays a 7-day RSI line (blue line). This produces some signals that are particularly useful in 2h, 4h and 1 day charts. The signals consist in the 7-day RSI line (blue line) crossing the upper (green) or lower (red) Keltner channels as well as the middle (white) line. Depending on the direction of the crossing (up or down) and the RSI level (from 0 to 100) at which the crossing takes place this produces bullish or bearish signals.
Examples:
- Bullish crossing: 7-day RSI (blue) crosses both the lower (red) and middle (white) lines upwards at a low to neutral RSI level (<70%)
- Bearish crossing: 7-day RSI (blue) cross both the upper (green) and middle (white) lines downwards at a high to neutral RSI (>30%)
Recommendations:
- Better to use it in 2h, 4h, and 1-day charts, thought it can also be used in lower timeframes. Confirmations of crossings in higher time-frames provide more certainty about the direction of the move.
- Use in combination with Heikin Ashi candles and volume indicators.
ADX Momentum cross + MacD + HH LL + Buy/Sell Signals and alerts Hello, This is the first indicator I have made and would like to contribute to the community.
This strategy came from trying to replicate a previous ADX Cross Indicator that I loved on MT4 which I used successfully on EUR/USD on high and low time frames. Through the process of trying to replicate it I failed, I decided to take what I had written so far and create my own ADX cross strategy using the combination of 3 ADX's, their lag. Then also using Higher highs and lower lows with the MacD to further filter the signals.
There are two buy and two sell conditions , the difference between these are just the order in which the ADX crossing determines the entry. The MacD and higher highs and lower lows are the same for filtering the signal.
You can change the look back for HH and LL look back range, along with the DI Length & ADX Smoothing for all ADX's. The lag used for either the buy or sell strategy with the Lag_Buy/Lag_Sell inputs. Lag_mid setting will affect all 4 conditions.
From testing and based on the ADX cross logic you should follow this structure when changing the inputs for:
DI Length: Lowest DI value (I.E. 1)
DI Lengtha: Middle DI value (I.E. 2)
DI Lengthb: Highest DI value (I.E. 3)
ADX Smoothing: Lowest Smoothing value (I.E. 1)
ADX Smoothinga: Middle Smoothing value (I.E. 2)
ADX Smoothingb: Highest Smoothing value (I.E. 3)
I tested this on the EUR/USD, but mainly I have been using it on BTC/USDT(binance) and BTC/USDT Perpetual futures(binance) with the 5 minute chart. I suggest playing around with the settings depending on the Symbol and timeframe you use because the default settings are what I last found to be optimal for my self on the 5min BTC/USDT Perpetual futures(binance) chart.
A good starting point I found when using the indicator on other charts is to use the below values:
DI Length: 7
DI Lengtha: 14
DI Lengthb: 21
ADX Smoothing: 7
ADX Smoothinga: 14
ADX Smoothingb: 21
If you have any questions, suggestions, or requests for this indicator feel free contact me. You can either comment on here or Message me
If you like this indicator please like and comment where you found it useful.
(D7R) FTX Bitcoin FuturesFTX Contract Futures Price with 3 different value display modes. (Percentage, Delta, Absolute).
This information can be used to understand when futures are trading at relative strong premium or discount against each other.
This information can either be used for hedging or price speculation when difference between contracts offer that arbitrage.
(D7R) Deribit Bitcoin FuturesDeribit Contract Futures Price with 3 different value display modes. (Percentage, Delta, Absolute).
This information can be used to understand when futures are trading at relative strong premium or discount against each other.
This information can either be used for hedging or price speculation when difference between contracts offer that arbitrage.
Fake-out ReversalsThis script combines two simple concepts, stop running and short term momentum, into a simple visual signal that can be applied to any market and any timeframe with some adjustment. It looks for price to violate a prior extreme within a certain lookback window, followed by price triggering a momentum filter that helps put the proverbial 'wind at your back' for the user. Users have the ability to customize three inputs; 1) Bars used to calculate price extremes 2)Bars since price violated that extreme 3)The sensitivity of the momentum filter.
You will find that these signals work best in choppy and rangebound price action, less so in trending/grinding markets. For entertainment/educational purposes only.
Enjoy!
Ehler Fisher applied on distance EMAThis is an improved version of Fisher, which use as a source the distance from EMA , compared to the initial source which was on the close of a candle.
It can be used in any market, any time frame .
For conditions we have multiple conditions for the logic, in this case initially if our fisher is above 0 is a long direction ,if its belowe 0 its a short direction.
Also we can improve this condition even further, in this case if we cross up our previous line its a buy signal, and if we cross down its a sell signal.
For best usage combine the cross together with the position of fisher respecting the 0.
If you have any other questions, let me know with a private message.
© 2021 - SwingSwiss - BUY/SELL© 2021 - Dan Chetrit - BUY/SELL"
Product Description:
The Indicator combines the Relative Strength Index, Moving Average Convergence Divergence as well as Volume and Stochastic.
The idea is to cross multiple data and signals from these indicators in order to trigger buy when crossing above and sell when crossing below the signal line.
The idea was also to find a mathematical function that will trade the convergence of these lines trying to predict the market.
This indicator works better on a daily chart.
The indicator works long and short but is better for long positions.
The script also includes an EMA 50 line as well as an overbought/oversold RSI background.
The indicator can be used on every type of market: indices, stocks, cryptocurrencies, currencies, and others but, according to backtesting, it works better for the US stock market.
This study is not a guaranteed profit. You should backtest or trade virtual money before using this study on your real portfolio, as it is intended to be a tool. Do your research and learn about the company you are investing in.
Disclaimer:
Trading and investing in the financial markets involves substantial risk of loss and is not suitable for every investor.
All trading strategies are used at your own risk.
Please send me a private message or comment on TradingView to gain access to the script.
Real Trading Hours - Vertical Lines - Mark RTH for Futures 12/Jan/2021 09:15 AM AUTHOR: Brandon Gum
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Updated script to plot vertical lines for open and close of futures.
Not sure why the 8:30 and 15:00 times had to be used over 9:30 or 16:00
Only plots for products of type futures. - Could be easily expanded to work with cryptos as well if you wanted.
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Equity Index Extended HoursHighlights the extended hours/Globex session for US Equity Index Futures.
Bollinger Band Color BarsThis is a simple addition to the built in Bollinger Bands script. All it does is replaces the traditional plotting of Bollinger Bands with color bars.
Premium Index Generic TheHuntThis indicator is similar to the standard premium index we made for bitcoin, but this one is for alts.
Just like with the bitcoin premium index, you can compare the spot price of a certain altcoin with the price on a futures exchange. The indicator can be used to spot potential strength or weakness in the market.
You can fill in 1 spot exchange pair and compare it with 2 futures exchange pairs.
For example fill in ETHUSD on coinbase and compare it with the future prices on bitmex and bybit.
We can clearly see that on that dump in the blue area, the premium index showed that spot prices were consistently higher than future prices which told us spot was buying the dip.
Premium Index TheHuntThe indicator is used to see the difference in price between spot and futures prices. If future price is higher than spot in a rally, the rally isn't backed by real buys (spot) but by dumb perp longs which CAN be bearish . If spot price is higher than futures in a rally, the upside is backed by real money (spot) which is bullish.
The indicator allows you to pick a spot pair to compare it with the future exchanges you want. You can select which future exchange pairs to compare with by ticking them in the settings.
As you can see here on the chart during this last rally the index is high in the green which means the rally is backed by futures and spot ain't really following. This could be a sign of exhaustion.
Background to highlight cash/session range [Futures]A simple script which allows the user to highlight the background of a certain session. At the moment there is only one session available, I will work on multiple highlights for numerous sessions at a later date.