Futures

Binance Auto Spot-Futures Premium/Discount -Che This Script is based in the 2020 @Plumptoiletduck script Special thanks to @tartigradia for the Auto Detect code for the Binance pair. It tells us the difference in price between Spot and Perpetual Futures. Now I incorporated the function that automatically detects the pair we are in to show the premium/discount of that pair. You never need to select the currency you are in the script anymore! It is specially designed for Binance coins, it includes all perpetuals. How to use it? Usually if the Futures are higher than the Spot it indicates that we are in an over exposure zone of longs in futures. If the spot is cheaper than the futures it means that the futures are more fearful. You can use this script with an Open Interest script to get an idea of what is going on. Other examples:

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Futures/Spot Ratio what is Futures /Spot Ratio? Although futures and spot markets are separate markets, they are correlated. arbitrage bots allow this gap to be closed. But arbitrage bots also have their limits. so there are always slight differences between futures and spot markets. By analyzing these differences, the movements of the players in the market can be interpreted and important information about the price can be obtained. Futures /Spot Ratio is a tool that facilitates this analysis. what it does? it compresses the ratio between two selected spot and futures trading pairs between 0 and 100. its purpose is to facilitate use and interpretation. it also passes a regression (Colorful Regression) through the middle of the data for the same purpose. about Colorful Regression: how it does it? it uses this formula: how to use it? use it to understand whether the market is priced with spot trades or leveraged positions. A value of 50 is the breakeven point where the ratio of the spot and leveraged markets are equal. Values above 50 indicate excess of long positions in the market, values below 50 indicate excess of short positions. I have explained how to interpret these ratios with examples below.

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Pin Candle Detection Pin candles are a variation of hammer candles that are useful in technical analysis . In particular, when combined with volume profile studies, they can be a powerful set up for long entries or other decision making. For example, when looking at volume profiles, a long entry would be a fair value area (i.e. 40%) below the close of a pin candle. When combined with a support level , the set up is stronger. While most scripts look for hammer candles, pin candles are somewhat different in that the length of the wick is significant. This script and its parameters was built for ES futures 15 min chart in mind. This script is unique in that it allows for the below parameters to be adjusted to suit other instruments and timeframes: 1. Fib level: Candle must close within a certain retracement level). My preference is 0.55. Some traders like 0.5, while others prefer 0.33 2. Wick length: Pin candles differ from pure hammers in that the length of the wick must be significant. My preference is 7 points on ES (as in $ and not ticks) Add this script to your alerts to no longer miss these set ups.

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30 Second Futures Session Open Range This indicator displays 30 second opening ranges from Globex, Europe, and RTH sessions. From the RTH session range, it also displays infinitely generating Price Targets based on a % of the opening range size. I am retrieving the 30 second data using the new "request.security_lower_tf()" function. The importance of these levels is based on the idea that when the market opens, algorithms establish their positions within the first 30 seconds. These areas can also be seen as potential areas of support and resistance throughout the sessions. Enjoy!

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Baseline Cross Qualifier Volatility Strategy with HMA Trend Bias For trading ES on 30min Chart Trading Rules Post Baseline Cross Qualifier (PBCQ): If price crosses the baseline but the trade is invalid due to additional qualifiers, then the strategy doesn't enter a trade on that candle. This setting allows you override this disqualification in the following manner: If price crosses XX bars ago and is now qualified by other qualifiers, then the strategy enters a trade. Volatility: If price crosses the baseline, we check to see how far it has moved in terms of multiples of volatility denoted in price (ATR x multiple). If price has moved by at least "Qualifier multiplier" and less than "Range Multiplier", then the strategy enters a trade. This range is shown on the chart with yellow area that tracks price above/blow the baseline. Also, see the dots at the top of the chart. If the dots are green, then price passes the volatility test for a long. If the dots are red, then price passes the volatility test for a short. Take Profit/Stoploss Quantity Removed 1 Take Profit: 100% of the trade is closed when the profit target or stoploss is reached. 2 Take Profits: Quantity is split 50/50 between Take Profit 1 and Take Profit 2 3 Take Profits: Quantify is split 50/25/25. Stratgey Inputs Baseline Length 37 Post Baseline Cross Qualifier Enabled On Post Baseline Cross Qualifier Bars Ago 9 ATR Length 9 Volatility Multiplier 0 Volatility Range Multiplier 10 Volatility Qualifier Multiplier 2 Take Profit Type 1 Take Profit HMA Length 11

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by sevencampbell

Failed Breakdown Detection 'Failed Breakdowns' are a popular set up for long entries. In short, the set up requires: 1) A significant low is made ('initial low') 2) Initial low is undercut with a new low 3) Price action then 'reclaims' the initial low by moving +8-10 points from the initial low This script aims at detecting such set ups. It was coded with the ES Futures 15 minute chart in mind but may be useful on other instruments and time frames. Business Logic: 1) Uses pivot lows to detect 'significant' initial lows 2) Uses amplitude threshold to detect a new low beneath the initial low; used /u/ben_zen script for this 3) Looks for a valid reclaim - a green candle that occurs within 10 bars of the new low 4) Price must reclaim at least 8 points for the set up to be valid 5) If a signal is detected, the initial low value (pivot low) is stored in array that prevents duplicate signals from being generated. 6) FBD Signal is plotted on the chart with "X" 7) Pivot low detection is plotted on the chart with "P" and a label 8) New lows are plotted on the chart with a blue triangle Notes: User input - My preference is to use the defaults as is, but as always feel free to experiment - Can modify pivot length but in my experience 10/10 work best for pivot lows - New low detection - 55 bars and 0.05 amplitude work well based on visual checks of signals - Can modify the number of points needed to reclaim a low, and the # of bars limit under which this must occur. Alerts: - Alerts are available for detection of new lows and detection of failed breakdowns - Alerts are also available for these signals but only during 7:30PM-4PM EST - 'prime time' US trading hours Limitations: - Current version of the script only compares new lows to the most recent pivot low, does not look at anything prior to that - Best used as a discretionary signal Visit /u/ben_zen's Profile: www.pulsewire.com Profile Link www.pulsewire.com

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Athena Momentum Squeeze - Short, Lean, and Mean This is a very profitable strategy focusing on 15 minute intervals on the Micro Nasdaq Futures contracts. CME_MINI:MNQH2023 As this contract only keeps positions for on average about an hour risk is managed. At a profit factor of 3.382 with a max drawdown of $123 from January 1st to February 15. Looking back to Dec 2019 still maintains a profit factor of 1.3. See backtesting: www.screencast.com 2019 backtesting: www.screencast.com Based on the classic Lazy Bear Oscillator Squeeze with a number of modifications from ADX, MAs and adding fibonacci levels. We like keeping strategies simple yet powerful, no completely where you can't understand your own trades. Our team is always modifying and improving the strategy. Always open to collaborating on improving as there is no perfect strategy. www.screencast.com

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by jrandolph1046

mex_funding Script for calculating Bitmex funding based on the Premium tickers Bitmex submits to Tradingview Make sure you add the correct Bitmex Interest Base and Quote Symbols in the input settings For example for www.bitmex.com the inputs are: Chart ticker: XBTUSDPI8H Input Settings Interest Base: XBTBON8H Interest Quote: USDBON8H

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by a_trader_anon

Session Liquidity The “Session Liquidity” PulseWire indicator by Infinity Trading creates dynamic horizontal lines at the high and low points of a specified time span within the trading day. This indicator gives the user control of three separate time spans so the user can dynamically see the highs and lows of their favorite daily time spans. Purpose This indicator is similar to my PulseWire indicator “Futures Exchange Sessions 3.0”. In that indicator the user gets control of dynamic price boxes. For me, these boxes made it difficult to spot ICT’s Orderblocks. So instead of boxes I made independently controllable lines and now I can spot ICT Orderblocks and easily identify Liquidity Pools. Inputs and Style Everything about the three dynamic lines can but independently configured. Start & End Times, Line Color, Line Style, Line Width, Text Characters, Text Size, Text Color can all be adjusted. The high and low lines as well as their text labels can be individually toggled on or off for maximum control. Timezone All of the start and end times are in EST. Additionally, each time span line needs a specific start of each day. This is controlled by a setting called “Line Start Day Timezone” where the user sets a timezone that corresponds with the start time. In general if a timespan resides within a particular Session pick the corresponding timezone. If the users line fits in the Asian Session then choose Asia/Shanghai. If the line is within the London Session then choose Europe/London. And the same goes for the New York Session. Special Notes If the Line Start Time is within one candle of the Start Day Timezone in the Settings, then the line/box won’t display. So choose the previous timezone Lines only display when the timeframe is <= 30 minute Gallery

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by Infinity_Trading_

Z Score Band This is a band based on Z Score. What is Z Score? In layman's terms it's a method of finding outliers within a sequence of numbers. It's highly effective to quantify pump and dumps in the crypto market. The middle line is a simple Exponential Moving Average, you can configure this with whatever period you prefer. It comes default with a period of 247 to which I find suitable for my style of trading. The upper and lower bound are determined by the standard deviation you choose in the settings, it comes with a default of 1.69 although I've heard people saying 2.5 is a better number to really pinpoint outliers. Trading with this indicator is like trading with any band based indicator. The main difference is that this indicator's sole purpose when I wrote it is to help me find shorting positions in the futures market. On the contrary though, longs are also achievable although I rarely long the futures market. If prices hit the upper bound and get rejected, it's probably because the move was an outlier, it doesn't happen often and when it does usually it reveals crypto's nature of buying spot and hedging short in the futures market. When prices stay above the upper bound, switch to a higher timeframe until we can see that it's still have some ways upwards. What's true about using this as a shorting tool is also true with longs. However, it might not be as effective, I'd like to be proven wrong.

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Weekly Power 3 Did you know there is a simple line you can place on your chart to immediately make the weeks price action more understandable? Its called the Weekly Open Line. And its the opening price of the trading week. It was created by The Inner Circle Trader (ICT) and incorporates another one of his concepts called Power 3. The Weekly Power 3 indicator takes the idea of the Weekly Open Line and builds a suite of intelligent and dynamic tools around it that will immediately help the user to start understanding how price moves within the trading week context. Features Static Weekly Open Line Intelligent Days of the Week Text Dynamic Weekly High Line Dynamic Weekly Low Line Weekly High Candle Label (highest candle of the week) Weekly Low Candle Label (lowest candle of the week) Best Odds High of the Week Zone Line & Text Best Odds Low of the Week Zone Line & Text Components The primary feature is a line that forms on the weekly open price and grows as the week progresses. Additionally, lines are created for the highest and lowest prices of the week so the weekly profile can be easily recognized. A dynamic label marks each weeks highest and lowest point. This will automatically move as prices expand throughout the week. A very useful component of the Weekly Power 3 indicator is the Days of the Week text. Each Day of the Week text is displayed in the middle of each trading day and also the user can specify in the Settings whether to position the text at the high or low of the weeks price range. Additionally, there is a Buffer setting that allows the user to move the Days of the Week text up or down to prevent chart overlapping. To help the user visualize the span of time with the best odds of forming the weekly highs or weekly lows, according to ICT, this indicator adds at static line and optional label into the charts future that projects the span from Tuesday’s London Open to Wednesday’s New York. Having a static line out in the future on your chart really helps to picture where price could be drawn to based solely around time of the week. Premise ICT says that the weekly open price is the most important level that price reacts to across the five days of a trading week. If the week profile is expected to be bullish then price many times goes below the weekly open line at the beginning of the week and above it later in the week (a.k.a Bullish Power 3). Consequently, if the week is anticipated to be a bearish week, price often times starts the week high and then goes lower throughout the week (a.k.a Bearish Power 3). ICT always specifies that the weekly high or weekly low have the best odds of forming between the Tuesday’s London Open and Wednesday’s New York Open. Inputs and Style Like all scripts publish by Infinity Trading, everything in the indicator is customizable by the user. Every label, line, or text can be individually toggled ON or OFF so the user has complete control over the elements they want displayed on their chart. All of the lines can be individually adjusted by color, line style, or line width. The color and text color on the high and low of the week labels can be individually changed. The text in the chart (day of the week & best odds zones text) each have a “buffer” value. This allows the user to individually move the text up or down on the chart to declutter the chart. And lastly, the day of the week text can be positioned above or below the weeks price action and the text will dynamically move higher or lower as price expands throughout the week. Previous weeks have all of the Weekly Power 3 markups so it's easy to study past price action and identify trends. Gallery View the weeks price action View multiple weeks price action Visualize future price action

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by Infinity_Trading_

Crypto BTC Correlation Scalper Gaps Strategy This strategy is based on the gaps theory. In this case we have the BTC futures from CME, which acts in a way similar to stocks, and we can have gaps present between close/open session, and also sometimes between same candle due to huge movements intra candle. At the same time I have combined this with a daily moving average, to help out a bit with the trend, since we are looking at small timeframe like 1-15/30min . On top of that we have a reverse option, where long = short and viceversa, which can be used with against BTC pairs . Rule are simple: For long, we have a long gap and the close of the correlated candle is above daily sma For short, we have a short gap and the close of the correlated candle is below daily sma For exit: For exit, we take the highest highest values for short entry TP, meaning we get the different from the HH and rest the current open candle distance, and use that distance as a TP. At the same time for long entry, we take the lowest low value and rest current close of the candle to that value, and we get the TP. Can also be applied this logic for SL aswell but from the test I have found out that exiting based on a reverse condition(when tp is not being hit), gives better results/dd overall. If you have any questions, please let me know !

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Future's spread with base contract (MOEX)English: Indicator calculates spread between future and it's theoretical price baased on base contract, number of days to expiration and central bank key rate. I didn't find any means of getting base contract of security on chart so I hardcoded futures and corresponding base contracts. Hardcoded futures are MOEX (Moscow Exchange) only and key rate used in script is Russian Central Bank's key rate from 2013, but I believe you can easily adapt it to any other key rate history. I can share source code of tiny C++20 utility for easy generation of get_rate(time) function from more human-readable date format rather then UNIX timestamp used in PineScript. Only quarterly futures are supported. Only in "SIU2022" like notation. "SI1!" like aliases are not supported. Русский: Индикатор отображает спред фьючерса к его теоретической цене с учётом усыхания на каждый день. Не нашёл, как определить базовый актив фьючерса средствами PulseWire - поэтому это соответствие захардкожено вручную. Поддерживаются только квартальные фьючерсы, только MOEX, только хардкор. Поддерживается история ключевой ставки ЦБ РФ с 2013 года. Используйте коды фьючерсов вида "SIU2022". Не поддерживаются альясы вроде "SI1!", "EU1!".

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EuroDollar Curve Implied 3M Rate Chart shows the Eurodollar futures prices latest prices from Sep 22 onwards. Display logic based on LongFiats code. This needs to be readjusted manually every 3 months whenever the front-month expires. Good tool to see where professional eurodollar futures think interest rates will be over the next few years. Check regularly as sentiment changes.

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Futures Exchange Sessions 3.0 Description The ultimate conclusion to the Futures Exchange Sessions 2.0 indicator. In version 3.0 the user gets full control of the start and end times of three separate dynamic boxes and one horizontal line. If the user wants to visually keep track of killzones, lunches, or any other time span in a trading day, version 3.0 will dynamically expand and keep track of price within the time specified by the user. Inputs and Style Everything about the three dynamic boxes and one horizontal line can but independently configured. Color, style, border, width can all be adjusted. In the Settings each box has a text box so the user can give each one a unique name. Timezone All of the start and end times are in EST. Additionally, each box and line need a dependent start of each day. This is controlled by a setting where the user can specify a timezone called Start Day Timezone which would be midnight of the respective timezone. In general if a box or line resides within a particular Session pick the corresponding timezone. If the users box/line fits in the Asian Session then choose Asia/Shanghai. If the box/line is within the London Session then choose Europe/London. And the same goes for the New York Session. Special Notes If start time is within one period of the Start Day Timezone in the Settings, then the line/box won't display Boxes and time lines only display when timeframe is <= 30 minute To turn off box text label set opacity to 0%

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by Infinity_Trading_

Binance Futures Swap-Spot Basis Label Note: This script will only work with Binance Futures Symbols This script calculates the basis between the Binance Future and Binance Spot market for the coin you are currently viewing and paints a label on the chart which displays the percentage difference between future and spot. If the future is trading below the spot market the text will be red indicating backwardation and if the future is trading above spot, it will be green indicating contango. Please note this script will only work on Binance perps against Binance spot. The script will change based on what perp you are looking at, no inputs are required.

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SPY to ES / MES SPY to ES is an indicator that converts SPY price targets to ES / MES futures price targets. This indicator is helpful when you have price targets for SPY but trade ES or MES futures instead of SPY. It coverts the SPY price targets to ES / MES futures, and draws the SPY VWAP line on your ES / MES chart. It supports the following lines Bullish Above Bearish Below Long PT1 Long PT2 Long PT3 Short PT1 Short PT2 Short PT3 It also converts the SPY VWAP to it's current ES / MES value. Note: The conversion do not work during pre and after market and the lines are only correct during market hours.

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Binance Big Open Interest Delta Change v2 Note: This script will only work properly with Binance Futures symbols. This script simply looks at the open interest for the symbol you are currently viewing and determines if a large change in open interest has occurred, which triggers a background color alert. It does this by comparing the absolute value of the range of the current open interest bar with a simple average (length set by user) of the past x range. The user also determines what is considered a 'large' change in open interest by setting a multiplier with which the current range must exceed compared to the average range in order to trigger an alert. If the change in open interest is an increase in OI, the alert is blue, and if the change in open interest is a decrease, the alert is orange. The open interest ticker that is used for calculation is derived by adding the current ticker and "_OI" so that it auto changes each time you switch to a new Binance futures contract.

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Candle Level of VWAP [By MUQWISHI]The " Price of Volume Weighted Average Price " (PVWAP) indicator calculates the VWAP standard deviation of bar price. Features: 1. Ability to smooth the "Price of Volume Weighted Average Price" line. 2. Ability to choose the anchor period (timeframes). Let me know if you have any questions. Thanks.

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Crude Oil: Backwardation Vs Contango Crude Oil, CL Plots Futures Curve: Futures contract prices over the next 3.5 years; to easily visualize Backwardation Vs Contango(carrying charge) markets. Carrying charge (contract prices increasing into the future) = normal, representing the costs of carrying/storage of a commodity. When this is flipped to Backwardation(As the above; contract prices decreasing into the future): it's a bullish sign: Buyers want this commodity, and they want it NOW. Note: indicator does not map to time axis in the same way as price; it simply plots the progression of contract months out into the future; left to right; so timeframe DOESN'T MATTER for this plot TO UPDATE (every year or so): in REQUEST CONTRACTS section, delete old contracts (top) and add new ones (bottom). Then in PLOTTING section, Delete old contract labels (bottom); add new contract labels (top); adjust the X in 'bar_index-(X+_historical)' numbers accordingly This is one of several similar Futures Curve indicators: Meats | Metals | Grains | VIX | Crude Oil If you want to build from this; to work on other commodities; be aware that Tradingview limits the number of contract calls to 40 (hence the multiple indicators) Tips: -Right click and reset chart if you can't see the plot; or if you have trouble with the scaling. -Right click and add to new scale if you prefer this not to overlay directly on price. Or move to new pane below. -If this takes too long to load (due to so many security calls); comment out the more distant future half of the contracts; and their respective labels. Or comment out every other contract and every other label if you prefer. --Added historical input: input days back in time; to see the historical shape of the Futures curve via selecting 'days back' snapshot updated 20th June 2022 © twingall

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VIX: Backwardation Vs Contango VIX: Backwardation Vs Contango Quickly visualize Contango vs Backwardation in the S&P 500 Volatility Index by plotting the prices of the futures contracts over the next 9 months Note: indicator does not map to time axis in the same way as price; it simply plots the progression of contract months out into the future; left to right; so timeframe DOESN'T MATTER for this plot TO UPDATE(every few months recommended): in REQUEST CONTRACTS section, delete old contracts (top) and add new ones (bottom). Then in PLOTTING section, Delete old contract labels (bottom); add new contract labels (top); adjust the X in 'bar_index-(X+_historical)' numbers accordingly This is one of several similar indicators: Meats | Metals | Grains | VIX Tips: -Right click and reset chart if you can't see the plot; or if you have trouble with the scaling. -Right click and pin to Scale A to plot on the same scale as price --Added historical input: input days back in time; to see the historical shape of the Futures curve via selecting 'days back' snapshot updated 15th June 2022 © twingall

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Metals:Backwardation/Contango METALS: Gold , Silver , Copper ( GC , SI, HG) Quickly visualize carrying charge market vs backwardized market by comparing the price of the next 2 years of futures contracts. Carrying charge (contract prices increasing into the future) = normal, representing the costs of carrying/storage of a commodity. When this is flipped to Backwardation (contract prices decreasing into the future): its a bullish sign: Buyers want this commodity, and they want it NOW. Note: indicator does not map to time axis in the same way as price; it simply plots the progression of contract months out into the future; left to right; so timeframe DOESN'T MATTER for this plot There's likely some more efficient way to write this; e.g. when plotting for Gold ( GC ); 21 of the security requests are redundant; but they are still made; and can make this slower to load TO UPDATE(once a year will do): in REQUEST CONTRACTS section, delete old contracts (top) and add new ones (bottom). Then in PLOTTING section, Delete old contract labels (bottom); add new contract labels (top); adjust the X in 'bar_index-(X+_historical)' numbers accordingly This is one of three similar indicators: Meats | Metals | Grains -If you want to build from this; to work on other commodities ; be aware that Tradingview limits the number of contract calls to 40 (hence the 3 seperate indicators) Tips: -Right click and reset chart if you can't see the plot; or if you have trouble with the scaling. -Right click and add to new scale if you prefer this not to overlay directly on price. Or move to new pane below. --Added historical input: input days back in time; to see the historical shape of the Futures curve via selecting 'days back' snapshot updated 15th June 2022 © twingall

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Grains:Backwardation/Contango GRAINS: Wheat , Soybeans , Corn (ZW, ZS, ZC ) Quickly visualize carrying charge market vs backwardized market by comparing the price of the next 2 years of futures contracts. Carrying charge (contract prices increasing into the future) = normal, representing the costs of carrying/storage of a commodity. When this is flipped to Backwardation (contract prices decreasing into the future): its a bullish sign: Buyers want this commodity, and they want it NOW. The above chart shows a nice example of backwardation. Note: indicator does not map to time axis in the same way as price; it simply plots the progression of contract months out into the future; left to right; so timeframe DOESN'T MATTER for this plot There's likely some more efficient way to write this; e.g. when plotting for Wheat (ZW); 15 of the security requests are redundant; but they are still made; and can make this slower to load TO UPDATE(once a year will do): in REQUEST CONTRACTS section, delete old contracts (top) and add new ones (bottom). Then in PLOTTING section, Delete old contract labels (bottom); add new contract labels (top); adjust the X in 'bar_index-(X+_historical)' numbers accordingly This is one of three similar indicators: Meats | Metals | Grains -If you want to build from this; to work on other commodities ; be aware that Tradingview limits the number of contract calls to 40 (hence the 3 seperate indicators) Tips: -Right click and reset chart if you can't see the plot; or if you have trouble with the scaling. -Right click and add to new scale if you prefer this not to overlay directly on price. Or move to new pane below. --Added historical input: input days back in time; to see the historical shape of the Futures curve via selecting 'days back' snapshot updated 15th June 2022 © twingall

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