Futures - Measure and compare volatility in USDDollar value (syminfo.pointvalue) is wrong in Tradingview for the below listed futures, where the price is in quarters of cents. So this is a dirty fix.
For example ZC (Corn) says syminfo.pointvalue = 5000 (syminfo.mintick = 0.13), which gives you (ATR = 6) volatility 30,000 USD instead of the correct 300 USD.
For all other futures is used the default syminfo.pointvalue.
Futures
A.I.Driven TradersAI Model Trades for 20190612The entry and exit levels here are NOT derived from any specific indicator but are coming from our A.I. driven proprietary models.
This is an attempt at exploring the trading community here at TradingView and sharing our daily trading plans published at our site with the community here in the form a Pine Script - just starting and learning this platform. Please help point out any obvious errors or gotchas committed in the scripts. Thanks and have a great trading day!
**** The Trading Plan Published for today ****
>>>> Medium-Frequency Models: <<<<< For today, Wednesday 06/12, our medium-frequency models indicate using the 2895 as a pivot point - opening a long on a break above 2895, and opening a short on a break below 2895 (wait for a close on at least a five minute chart to determine the break), both sides with a 9-point trailing stop.
Note: For the trades to trigger, the breaks should occur during the regular session hours starting at 9:30am ET. By design, these models do NOT open any new positions after 3:45pm. Only one open position at any given time.
>>>>> Aggressive Intraday Models: <<<<< For today, Wednesday 06/12, our aggressive intraday models indicate going long on a break above 2892 or 2875 with an 6-point trailing stop, and going short on a break below 2887 or 2878 with an 8-point trailing stop.
Note: For the trades to trigger, the breaks should occur during regular session hours starting at 9:30am ET. Due to the intraday nature of these aggressive models, they indicate closing any open trades at 3:55pm and remaining flat into the session close. No opening of new positions after 3:45pm. Only one open position at any given time.
Back - Front Futures Spread 4hr IndicatorThis puts a normalized back - front spread based on the close price.
BTC South Korea_PricesSince BTC prices are diverging, this set of 4 indicators charts volume-weighted prices for different exchanges:
Spot, Tether, Futures and South Korea.
I tried doing EUR & JPY, but the divergence is minimal so its a little pointless.
Here is the 4 links:
BTC Futures_PricesSince BTC prices are diverging, this set of 4 indicators charts volume-weighted prices for different exchanges:
Spot, Tether, Futures and South Korea.
I tried doing EUR & JPY, but the divergence is minimal so its a little pointless.
Here is the 4 links:
BTC Spot_PricesSince BTC prices are diverging, this set of 4 indicators charts volume-weighted prices for different exchanges:
Spot, Tether, Futures and South Korea.
I tried doing EUR & JPY, but the divergence is minimal so its a little pointless.
Here is the 4 links:
BTC Tether_PricesSince BTC prices are diverging, this set of 4 indicators charts volume-weighted prices for different exchanges:
Spot, Tether, Futures and South Korea.
I tried doing EUR & JPY, but the divergence is minimal so its a little pointless.
Here is the 4 links:
Bitmex BTC FuturesBitmex / Bitcoin indicator.
Just a simple overlay to visualise the contango / backwardation on Bitmex btc futures products so you know which to take position in, at a glance.
There are two selectable instruments (I have Dec18 and Mar19 selected already). By default the one with nearest settlement date is plotted with a filled coloured band from current price, the other plots a cross symbol.
Resistance of VolumeIt is used to detect volume resistors in a personalized way, since it allows the user to enter the volume in which he wishes the resistance to jump automatically.
It does not mark the black line and the graphic that's just to help understand how it works
in the above image can see the indicator works on 30 minutes chart
in the above image can see the indicator works on 5 minutes chart
therefore, it can be configured to go through several temporalities.
Premium ComparisonScript to display futures premium/discount vs basis; uses Bitmex XBTUSD 10.99% as basis vs XBTM18 and XBTU18 futures , but these are configurable.
BTC Price Spread - Coinbase & Futs - Premiums & DiscountsThis indicator takes the price of Bitcoin on Coinbase and the futures price on Mex, and compares it the average price of Bitcoin across other major exchanges.
This essentials give us a spread at which Bitcoin is going for.
In turn, this could be a possible tool to help determine market sentiment.
This indicator was created for experimental purposes.
Use at your own digression.
BTC Futures Settlement DatesShows the CBOE and CME settlement dates as horizontal lines, with the option to show a 7 day warning in the background. This should hopefully give ample warning.
I intend to update the script as new dates become available but please PM if I've forgotten.
BTC: CME Futures vs. Exchange SpreadsAs you can see, this script plots the current (10-min. delayed) CME Futures price versus Bitfinex, Bitstamp, and Coinbase prices.
It's displayed here on a 30 minute view because at the time of writing the futures have been alive for approximately one day. The script will likely be more useful on longer time frames as a macro-level indicator.
It's pretty simple to adapt this to additional exchanges
Index Vs Futures for OKEX Quarterly Contracts 5.0*****Please note that all old versions of this script are depreciated and will report incorrect data!*****
This "indicator" is made to display the history of the price difference between OKEX's quarterly contracts and the market that it is supposed to be tracking. Contango differences are natural, but it's nice to visualize how they change over time.
This update to this script brings in further functionality when OKEX changed the index that the futures contracts are based off of to remove chinese exchanges from the mix. This script reflects that change and crosses-over when that change was made.
The new index removed chinese exchanges which are (currently) trading at a significant discount which will give bad data when using my old code.
Gandalf Project Research SystemThis is an adapted version of The Gandalf Project Research System strategy that was discussed by Domenico D’Errico and Giovanni Trombetta in “System Development Using Artificial Intelligence.” The code was converted from NinjaTrader 8 to TradingView with two additional options: 1) to change the quantity to a fixed number and 2) relax the exit condition if Use Alt Exit is set to true. Article: technical.traders.com
OKCoin future diffThis indicator checks the accuracy of okcoin futures against the current index. Example, check how the 1W future from 7 days ago matches the current spot value. The matches are on the 1W, 2W, 3M futures
The indicator bundles them together, makes a weighted average and shows it all.
the thin lines are the futures deltas for each of the futures(check the code to see the color of each).
the thick line is the compound indicator, the line is red when the value is too far off the spot price, black when it's <5%
background is green on "bullish", red for "bearish", take it as you want with many grains of salt :)
there is an input value (default = 1) to adjust time scales. the value is a multiplier for the number of periods in a day.
Example:
1D chart, input = 1
4h chart, input = 4h * 6 = 24h
using the incorrect adjustment for the wrong time scale, makes the indicator (even more) meaningless ;)
Herrick Payoff Index for Quandl DataUpdate to my previous Herrick Payoff Index script. This script pulls Quandl futures data with daily open interest. The prior version only used the weekly Commitment of Traders open interest data so could only be used on weekly bars. Note: Must use Quandl Symbol methodology in chart (i.e. enter symbol as QUANDL:CHRIS/CME_FC2, QUANDL:CME/FCX2016, ect.). Unfortunately, I haven't been able to program this to pull from the embedded futures data.
[Bitcoin] Spot price vs Futures indicatorA handy script to detect opportunities in the futures market during extreme movement.
During rallies, futures usually tend to be US$10 above spot price, on the other hand it can be $1 below spot price when the price starts to decline.
You could also draw a trendline to it :) measuring the amount of risk people are willing to take just to predict future prices in the rally/decline.
Credits to lowstrife for the idea, I'm just implementing it :)
CM_DayOfWeek All Instruments V2Updated Code That Highlights Bars Based On Days Of The Week.
Works On Daily and Intra-Day Bars.
Works on All Instruments. Stocks, Forex, Futures, Bitcoin.
Shows Correct Trading Sessions!!!
Ability to Turn On/Off Each Day Of The Week via Inputs Panel.