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Bitmex BTC Perpetual Premium

This script tracks the premium of the Bitcoin Perpetual futures at Bimex exchange relative to 3 different reference prices.

The difference between this script and already published scripts is that it tracks the premium relative to 3 different reference prices. This tends to produce slightly different results.

This script is also open source, so you can verify the calculations, or use it as a basis for your own script.

The 3 plots uses the following reference prices:

Blue Area:
Bitmex Index price, ticker: BITMEX:XBT

Red line:
Bitmex Perpetual Premium, ticker XBTUSDPI
(This one is not used as reference, but simply plots the ticker*100)

Orange line:
The reference here is a price calculated by the tickers in trading view based on the Bitmex indices with weighing as follows:

Bitstamp:28,81%
Bittrex:5,5%
Coinbase: 38,07%
Gemini: 7,34%
Kraken: 20,28

Please note that Bitmex changes the bases of its indices regularly. Bitmex might also "rule out" on of these exchanges if there is a short term problem.
Nota Keluaran
Fixed a calculation error. The different plots are now on the same scale.
Nota Keluaran
2 Changes:

Added Tradingview Bitcoin Index as reference price (Default to yellow line)

Bitmex indices updated as of 26.Mars 2021 (Affects the default orange line including its history)
Nota Keluaran
Corrected small error in indices.
Nota Keluaran
Updated with BitMEX Indices as per 25.06.2021:
Binance US: 3,31%
Bitstamp: 12,31%
Coinbase: 47,83%
FTX: 17,51%
Gemini: 5,14%
Kraken: 13,9%
Nota Keluaran
Updated Bitmex indices (Bitmex Price Index)
Nota Keluaran
Updated Bitmex Indices.
Nota Keluaran
Updated BitMEX Indices
Nota Keluaran
Updated bitmex indices (FTX removed from indices)
Nota Keluaran
Updated Bitmex indices (Bitmex reference prices)

Updated to Pine v6

WARNING! Some of the sourced used for Bitmex indices are not BTC/USD spot prices (not provided from the referenced exchange), and are not corrected for perpetual contract or stable coin denominator. The Bitmex indices reference might not be accurate.

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