Funding Rate & OI Radar [StrixEDGE]What It Does
Funding Rate & OI Radar is a multi-symbol derivatives dashboard that consolidates funding rate intensity, open interest momentum across three timeframes, and price-OI divergence signals into a single on-chart table. It is designed for perpetual futures traders who need to read market positioning at a glance — without switching tabs or charts.
The indicator tracks up to 5 perpetual contract symbols simultaneously, surfaces extreme funding conditions as they develop, and flags structurally weak rallies or drops where price and open interest are moving in opposite directions.
Core Features
Funding Rate with Color Intensity
Funding rate values are color-graded by severity — from dim neutral tones near zero, through elevated orange, to extreme red (longs paying) or bright green (shorts paying). Extreme readings trigger a highlighted cell background so they stand out immediately during fast-moving markets.
Open Interest Change — 1H / 4H / 24H
Three separate OI delta columns show how positioning is shifting across intraday, swing, and daily windows. Each cell includes a directional arrow (▲ ▼ ►) and percentage change, color-coded against your configured alert threshold. This gives you a layered read: is OI building across all timeframes, or only spiking on the short window?
Price-OI Divergence Detection
The SIGNAL column cross-references 24H price change against 24H OI change and classifies the move:
- WEAK▲ — Price rising but OI declining. Rally lacks new capital commitment. Potential short squeeze or exhaustion move.
- WEAK▼ — Price falling but OI rising. New positions opening into the drop. Potential capitulation trap or forced selling.
- STRONG▲ — Price and OI both rising. New money entering on the long side. Structurally supported move.
- STRONG▼ — Price and OI both falling. Positions closing out. Orderly deleveraging.
- NEUTRAL — No meaningful divergence.
Weak signals receive a highlighted background row to ensure they are not missed.
Multi-Symbol Table
Monitor BTC, ETH, SOL, and two custom perpetual contracts of your choice — all rendered in a single dashboard. The table includes configurable column visibility, so you can strip it down to just FR + divergence, or run the full 8-column view.
Aggregate Sentiment Footer
The bottom row averages funding rates across all active symbols and classifies the overall market into one of seven sentiment tiers — from 🟢 EXTREME FEAR through ⚪ NEUTRAL to 🔴 EXTREME GREED. A fast, blunt read on whether the derivatives market is skewing overleveraged in either direction.
Alerts
Four built-in alert conditions, all routed through PulseWire's native alert system:
- Extreme Funding Rate — Any tracked symbol's absolute FR exceeds your configured threshold (default: 0.05%/8h).
- OI Surge — Any symbol's 1H OI change exceeds your OI alert threshold (default: 5%).
- OI-Price Divergence — A WEAK▲ or WEAK▼ signal fires on any tracked symbol.
- Sentiment Extreme — Aggregate average FR across all symbols reaches the extreme zone.
Data Sources & Configuration
The indicator supports two modes for funding rate data:
- Ticker Mode (default) — Pulls funding rate from your exchange's dedicated FR data feed using a configurable ticker suffix (default: `_FR`). Requires the exchange to publish FR data through PulseWire.
- Basis Proxy Mode — Estimates the implied 8-hour funding rate from the perpetual-spot price spread: `(Perp − Spot) / Spot / 3`. Useful when direct FR tickers are unavailable. Note: this is an approximation, not the actual settlement rate.
Open interest data is fetched via configurable OI ticker suffix (default: `_OI`).
Important: Ticker formats vary across exchanges and PulseWire data providers. If columns display "N/A", adjust the OI/FR suffix inputs under 🔌 Data Sources to match your exchange's naming convention. Consult your exchange's PulseWire symbol search for the correct format.
Settings Overview
📊 Symbols — Exchange selector, 3 default symbols (BTC/ETH/SOL perpetuals), 2 optional custom slots.
🔌 Data Sources — OI suffix, FR suffix, FR method toggle, spot suffix override for basis proxy.
🚨 Thresholds — Extreme FR level, elevated FR level, OI alert percentage. These control both color intensity breakpoints and alert trigger levels.
🎨 Display — Table position (8 positions), text size (Tiny / Small / Normal / Large).
📋 Columns — Individual toggles for Price, Price Δ24H, Funding Rate, OI Δ1H, OI Δ4H, OI Δ24H, Divergence Signal, and Sentiment Footer. Disable any column you don't need to keep the table compact.
Technical Notes
- Uses 25 `request.security()` calls across 5 symbols (well within Pine Script's 40-call limit).
- OI changes are calculated from actual multi-timeframe requests (60min, 240min, Daily) — not bar-count estimates — so they remain accurate regardless of your chart's timeframe.
- Table renders only on the last bar (`barstate.islast`) for performance.
- Inactive custom symbol slots (left blank) fall back to the primary ticker internally and are hidden from the table.
How to Read It
Open the indicator on any chart. The table appears as an overlay (default: top-right corner). Scan left to right:
1. Symbol — Which asset.
2. Price — Current perpetual price.
3. Δ24H — Daily price change. Green = up, red = down.
4. FR /8h — Current funding rate per 8-hour interval. Bright color = elevated. Highlighted background = extreme.
5. OI Δ1H / 4H / 24H — Open interest change with directional arrows. Look for alignment across timeframes (all rising = strong conviction) or divergence (1H spiking, 24H flat = short-term noise).
6. SIGNAL — Divergence classification. WEAK▲ and WEAK▼ are the actionable signals — they indicate structural fragility in the current move.
7. Sentiment — Aggregate market tilt from combined funding rates.
Use Cases
- Scalpers & intraday traders — Monitor 1H OI spikes alongside funding rate to detect short-squeeze or long-squeeze setups forming in real time.
- Swing traders — Use the divergence signal column to filter entries. Avoid longing into WEAK▲ conditions; avoid shorting into WEAK▼.
- Portfolio monitors — Track funding costs across multiple positions simultaneously. Elevated aggregate sentiment warns of crowded positioning before liquidation cascades.
Complementary Tools
Designed to pair with liquidity heatmaps and liquidation level estimators. Funding rate tells you who is paying whom. OI tells you how much is at stake. Liquidity maps tell you where the pressure points are. Together, they give a full derivatives positioning read. Indicator
Indicator
Indicator
Indicator
Funding Carry Stress Map [AGPro Series]Funding Carry Stress Map
🧠 Core Idea
Is the market carrying a hidden derivatives premium or discount that is becoming crowded enough to matter?
📌 Overview / What it does
Funding Carry Stress Map is a crypto derivatives context tool designed to estimate when perpetual-style premium, carry pressure, basis drift, and volatility-adjusted crowding are becoming structurally relevant on the chart.
The script compares the active chart symbol against a user-selected spot reference, builds a smoothed carry baseline, measures premium/discount deviation, evaluates persistence, and converts the result into a visual carry stress framework. It produces a projected carry stress corridor, state labels, right-side tags, alerts, and a compact AG Pro dashboard.
It does not read official exchange funding payments, automate trades, predict future price direction, or promise that elevated carry stress must reverse. It is a structured analytical layer for reading derivatives pressure, premium imbalance, discount imbalance, carry squeeze risk, and cooling behavior.
🎯 Purpose & Design Philosophy
This script was built to fill a gap in the public AGProLabs lineup: most chart tools focus on trend, volume, support/resistance, momentum, or volatility. Crypto traders also need a clean way to think about derivatives-side pressure without turning the chart into a noisy data terminal.
The design goal is to make carry stress visible as a chart story. Instead of showing only a raw spread number, the script asks whether premium/discount is large, unusual, persistent, and supported by enough volatility context to deserve attention.
It is built for traders who want to monitor crowded long carry, crowded short carry, squeeze risk, and stress cooling while still making their own decisions from broader market context.
⚡ Why This Script Is Different
Most tools either show generic premium/basis values or treat funding-related pressure as a simple bullish/bearish signal.
This script does NOT claim to know the next candle, does NOT treat carry pressure as an automatic reversal signal, and does NOT depend on official funding-rate feeds that may not be available on every chart.
Instead, it converts spot-vs-active-symbol premium behavior into a structured carry stress map: premium size, normalized basis deviation, persistence, volatility rank, price reaction, and cooling behavior are combined into one visual decision-support framework.
⚙️ Methodology
1. Context Detection
The script reads the active chart price and a spot reference. By default, it automatically builds that reference from the chart base currency, selected exchange, and selected quote.
2. Reference Mapping
The premium series is smoothed into a carry baseline. The script then measures how far current premium/discount has moved away from that baseline.
3. Reaction Evaluation
The model evaluates basis z-score, absolute premium percentage, persistence across a recent window, volatility rank, and whether price is starting to reject the crowded side.
4. Visual Output
The result is displayed as a carry stress corridor, event labels, right-side tags, and a dashboard panel showing state, stress score, premium, basis z-score, persistence, volatility rank, and current interpretation.
🗺️ How to Read the Chart
The carry stress corridor represents the active price area where derivatives-side pressure is being monitored.
Labels mark important state transitions such as premium stress, discount stress, carry squeeze risk, and carry cooling.
Colors communicate state:
• Pink = positive carry / long-crowding stress
• Teal = negative carry / short-crowding stress
• Yellow = squeeze-risk reaction
• Indigo = cooling or neutralization
The panel summarizes the current condition so the user can quickly read whether carry pressure is low, watch-level, elevated, or extreme.
🚦 Signals & States
• Premium Stress → positive premium/carry pressure is active and persistent enough to monitor
• Discount Stress → negative premium/discount pressure is active and persistent enough to monitor
• Carry Squeeze Risk → elevated carry pressure is present while price begins reacting against the crowded side
• Carry Cooling → previously meaningful carry stress has faded below the model’s cooling zone
• Reset → no active carry imbalance is strong enough to dominate the current read
🔔 Alerts Logic
Alerts trigger when the internal state changes into one of the selected alert conditions.
Premium Stress alerts mark a transition into meaningful positive carry pressure.
Discount Stress alerts mark a transition into meaningful negative carry pressure.
Carry Squeeze Risk alerts mark a transition where crowded carry pressure and adverse price reaction align.
Carry Cooling alerts mark a transition where carry stress has materially faded.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The strongest context appears when multiple components align:
When premium size + basis z-score + persistence + volatility rank align, the carry stress score becomes more meaningful.
When that elevated score also appears with price rejection against the crowded side, the context shifts from simple premium/discount monitoring into potential squeeze-risk awareness.
📊 When to Use
• Crypto perpetual and futures markets where a spot reference can be selected
• Perpetual charts compared against their closest spot market
• High-interest crypto pairs where basis and carry pressure can influence behavior
• Volatile sessions where crowded positioning may matter more than usual
• Market regimes where traders want to monitor long-crowd or short-crowd pressure
⚠️ When NOT to Use
• Illiquid symbols with unreliable spot or futures pricing
• Charts where the selected spot reference is not comparable to the active symbol
• Markets with very noisy or fragmented data
• Extreme news events where spread behavior can become unstable
• Non-crypto symbols unless the user deliberately selects a meaningful reference
🎛️ Key Inputs
• Auto Spot Reference → automatically builds the spot reference from the chart base currency, selected exchange, and selected quote
• Carry Baseline Length → controls how quickly the premium baseline adapts
• Stress Normalization Lookback → controls how far back the script looks to judge unusual basis behavior
• Persistence Window → measures whether carry pressure persists across several bars
• Premium Stress Threshold % → defines the minimum premium/discount level required for active stress
• Reference Mismatch Guard % → prevents mismatched symbols from being interpreted as real carry stress
• Basis Z-Score Threshold → defines how unusual the spread must be before stress can activate
• Visual Settings → control corridor projection, labels, right-side tags, bar colors, and font sizes
🖥️ Interface & Visual Design
The interface is designed around a premium first-glance chart story.
The corridor gives the chart an active visual anchor. The centered label explains the current stress read without forcing the user to inspect every panel row. Right-side tags keep the current state visible near the active price area.
The panel uses the AG Pro layout standard with a blue merged header row, adjustable location, adjustable theme, and adjustable font size.
🧪 Practical Usage Workflow
1. Apply the script to a perpetual or futures chart.
2. Keep Auto Spot Reference enabled, or manually select the closest matching spot market.
3. Read the panel state and stress score.
4. Check whether the corridor is neutral, premium-stressed, discount-stressed, or showing squeeze risk.
5. Evaluate price reaction around the corridor together with broader market structure, volatility, and risk rules.
🔍 Interpretation Guidelines
Treat carry stress as a context layer.
Premium stress can mean long-side carry is becoming crowded, but it does not automatically mean price must fall.
Discount stress can mean short-side carry is becoming crowded, but it does not automatically mean price must rise.
Carry squeeze risk is stronger when elevated stress and adverse price reaction appear together, but it still requires confirmation from broader market context.
🚫 What This Script Is NOT
This script is not a prediction engine.
This script is not financial advice.
This script is not an auto trading system.
This script is not a guaranteed signal engine.
This script does not read official funding payment data directly.
This script does not claim that premium or discount must immediately mean-revert.
⚠️ Limitations & Transparency
The script estimates carry stress from active-symbol versus spot-reference behavior. It is a proxy framework, not an official exchange funding-rate feed.
Results can vary by exchange, symbol mapping, liquidity, timeframe, and data quality.
The selected reference must match the active market. Auto Spot Reference is enabled by default to help keep ETH charts on an ETH reference, BTC charts on a BTC reference, and similar mappings aligned.
Fast market moves, low liquidity, stale references, or mismatched symbol selections can affect the accuracy of the stress interpretation.
Market conditions change, and the same stress score may behave differently across different volatility regimes.
🧠 Market Context Notes
In crypto markets, derivatives pressure can matter because perpetual traders may become crowded on one side when premium, basis, and volatility remain elevated.
This does not create certainty. It creates context.
The value of the script is strongest when the user combines carry stress with structure, liquidity, trend quality, volatility, and disciplined risk management.
🧾 Use Case Examples
When price trades above the spot reference with persistent premium and the panel shifts into Premium Stress, the user may monitor whether long-side carry is becoming crowded.
When price trades below the spot reference with persistent discount and the panel shifts into Discount Stress, the user may monitor whether short-side pressure is becoming crowded.
When elevated carry stress appears and price starts rejecting the crowded side, the Carry Squeeze Risk state can help highlight a context worth closer attention.
🧱 System Philosophy
Funding Carry Stress Map follows the AGProLabs principle of building decision-support maps rather than prediction tools.
The script is designed to make hidden context easier to see, not to replace judgment.
Its purpose is to organize information into a cleaner visual workflow: read the state, inspect the corridor, evaluate reaction, and confirm with broader context.
🔐 Non-Promise Statement
No script can guarantee market direction.
No carry stress model can remove uncertainty.
This tool helps organize context; it does not create certainty.
📉 Risk Disclosure
Trading involves risk.
Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, funding-cost changes, and rapid market movement.
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
📚 Educational Note
Use the script as a learning layer for understanding how premium, discount, persistence, volatility, and price reaction can combine into a more complete derivatives-pressure read.
Indicator
AG Pro ROC Momentum Shift Map [AGPro Series]AG Pro ROC Momentum Shift Map
Overview / What it does
AG Pro ROC Momentum Shift Map is a momentum-regime tool built around the Rate of Change (ROC) concept, but organized as a transition map rather than a standalone oscillator. Instead of treating ROC as a simple line that moves above or below zero, this script tracks how momentum shifts from one regime to another, whether that transition is strengthening or fading, and whether the current phase is fresh, mature, or beginning to stall.
The script is designed to help users read momentum behavior in a more structured way. It separates bullish and bearish momentum into shift and expansion phases, then adds context through transition-zone logic, baseline separation, freshness tracking, and exhaustion risk. This allows the chart to show not only direction, but also the condition of that direction.
This publication is not intended to forecast tops, bottoms, or future price movement. It is a context tool that organizes ROC behavior into states that may help users evaluate whether momentum is attempting to change character, continue, or lose efficiency.
Unique Edge
The main difference between this script and many ROC-based publications is that it does not present ROC as a raw crossing signal. It reframes ROC as a regime map with state logic, quality scoring, and momentum-stage classification.
Within the AG Pro series, this script also has a different purpose than the previously published tools. It is not a breakout-quality model, not a pullback validator, not a support/resistance reaction map, not a relative-strength rotation framework, and not a correlation-stress tool. Those scripts focus on structure, levels, cross-asset comparison, reclaim behavior, or directional pressure. This script focuses on internal momentum state transitions derived from ROC behavior itself.
More specifically:
- It differs from breakout or retest-oriented scripts because it does not judge price interaction with a key level.
- It differs from reaction-map scripts because it does not score how price behaves around predefined structures such as pivots, support/resistance, or moving-average reclaim zones.
- It differs from pressure or trend-strength tools because its goal is not to estimate directional force in isolation, but to classify whether momentum is transitioning, expanding, contracting, or stalling.
- It differs from relative-strength tools because it does not compare one symbol against another symbol or benchmark.
That distinction is the core of the script’s originality: it uses ROC to map momentum regime transitions, not merely to display momentum magnitude.
Methodology
The script begins with a Rate of Change calculation over a user-defined length and optionally smooths that series to reduce small fluctuations. A regime baseline is then derived from the ROC series to establish whether current momentum is operating above or below its local equilibrium.
A dynamic transition zone is built from ROC volatility. This zone is used to identify areas where momentum is attempting to move from one regime into another. Instead of using a rigid zero-line interpretation alone, the script evaluates whether ROC is operating inside or outside this transition area and whether slope supports the move.
The internal state engine classifies momentum into five main conditions:
- Bull Shift
- Bull Expansion
- Bear Shift
- Bear Expansion
- Neutral / Compression
To add structure beyond simple state assignment, the script estimates Shift Quality using a combination of zone positioning, slope behavior, separation from the regime baseline, and acceleration. A whipsaw-sensitive penalty reduces the score when repeated zero-line crossings suggest unstable momentum behavior.
The script also tracks how long the current state has been active. That information is used to classify the move as Fresh, Active, Mature, Stale, or Stalling. Expansion and contraction logic are then layered on top to provide a clearer view of whether momentum is broadening or fading. Finally, an exhaustion-risk estimate is derived from adverse slope, adverse acceleration, and contraction behavior against the current state.
Signals & Alerts
This script provides state-based informational events rather than trade promises. The built-in alert set is designed to mark notable momentum transitions in a deterministic way:
- Bull Shift Detected
- Bull Expansion Active
- Bear Shift Detected
- Bear Expansion Active
- Momentum Stalling
These alerts are best interpreted as momentum-context events. They are not guarantees of continuation, reversal, or trade outcome.
Key Inputs
Important inputs include:
- ROC Length: defines the main lookback used for Rate of Change.
- ROC Smoothing: reduces short-term noise in the raw ROC series.
- Regime Baseline Length: sets the local reference used for momentum separation.
- Transition Zone Length and Multiplier: control the width and sensitivity of the transition area.
- Quality Normalization Length: affects how the quality model normalizes slope and ROC magnitude.
- Whipsaw Lookback: influences how aggressively unstable zero-line rotation is penalized.
- Freshness thresholds: define how quickly a state progresses from fresh to mature or stale.
Users can also customize visual behavior such as histogram visibility, transition-zone display, background shading, labels, and panel presentation.
Limitations & Transparency
This script is an analytical indicator, not a prediction engine. ROC is a momentum derivative, so it can react quickly but can also become unstable in choppy or mean-reverting environments. During low-quality market conditions, momentum may rotate repeatedly around the transition zone and generate less reliable state changes.
Shift Quality is an internal scoring framework created to organize momentum transitions more clearly. It is not an objective universal measure of trade quality, and it should not be interpreted as proof of future performance.
Freshness, expansion, contraction, and exhaustion labels are contextual classifications based on the script’s internal logic. They are intended to help users structure momentum analysis, not to replace broader chart reading, trend assessment, market structure work, or risk management.
As with any indicator, outputs can vary depending on symbol characteristics, volatility regime, timeframe, and user settings. This script should be used as one analytical layer within a broader decision process.
Risk Disclosure
This indicator is for chart analysis and educational use. It does not provide investment advice, trading advice, or guaranteed results. Financial markets involve risk, and no indicator can ensure favorable outcomes. Users should evaluate the script in their own workflow, test settings carefully, and apply independent judgment before making trading decisions.
Indicator
Indicator
Fair Interest Rate Ladder (Auto + Info)Description:
The Fair Interest Rate Ladder indicator is designed to visualize the "fair value" of interest rate instruments (bond futures, rate swaps, etc.), accounting for accrued interest or carry costs. It plots a step-line that converges toward a target base point as the expiration date approaches.
Key Features:
Auto-Spread Detection: The indicator automatically detects if you are using a spread formula (e.g., ZN1!-100). If detected, the anchor point automatically shifts from 100 to 0.
Adjustable Rate & Direction: Easily set the annual percentage rate and choose the price convergence direction (upward or downward toward expiration).
Leap Year Accuracy: Mathematically precise calculations based on the actual number of days in the current year (365 or 366).
Dashboard: A real-time table in the top-right corner displays the exact Fair Value and the countdown of days remaining until expiration.
Expiration Tracking: A distinct red "zero line" and a visual label marking the contract's end date.
How to use:
Input the start and expiration dates of your contract, set the current interest rate, and the indicator will show where the price should theoretically be trading today.
Russian (Русский)
Описание:
Индикатор Fair Interest Rate Ladder предназначен для визуализации «справедливой стоимости» процентных инструментов (фьючерсов на облигации, ставки) с учетом накопленного купона или процентного дохода. Он строит ступенчатую линию, которая стремится к целевой точке (базе) по мере приближения даты экспирации.
Основные возможности:
Автоматика для спредов: Индикатор автоматически определяет, используете ли вы формулу спреда (например, ZN1!-100). В этом случае точка нуля автоматически смещается со 100 на 0.
Гибкая настройка ставки: Возможность задать годовую процентную ставку и направление движения цены (вверх или вниз к экспирации).
Учет високосных лет: Математически точный расчет на базе количества дней в текущем году (365 или 366).
Инфо-панель: В правом верхнем углу отображается таблица с текущим расчетным значением Fair Value и счетчиком дней до экспирации.
Визуализация экспирации: Четкая красная линия «горизонта» и метка даты окончания контракта.
Как использовать:
Введите дату начала и дату экспирации вашего контракта, укажите актуальную ставку, и индикатор покажет, где должна находиться цена сегодня относительно её теоретического идеала. Indicator
FluxPulse Momentum [JOAT]FluxPulse Momentum - Adaptive Multi-Component Oscillator
FluxPulse Momentum is a composite oscillator that blends three distinct momentum components into a single, smoothed signal line. Rather than relying on a single indicator, it synthesizes adaptive RSI, normalized rate of change, and a Kaufman-style efficiency ratio to provide a multi-dimensional view of momentum.
What This Indicator Does
Combines RSI, Rate of Change (ROC), and Efficiency Ratio into one weighted composite
Applies EMA smoothing to reduce noise while preserving responsiveness
Displays overbought/oversold zones with optional background highlighting
Generates buy/sell signals when the oscillator crosses its signal line in favorable zones
Provides a real-time dashboard showing current state, momentum direction, and efficiency
Core Components
Adaptive RSI (50% weight) — Standard RSI calculation normalized around the 50 level
Normalized ROC (30% weight) — Rate of change scaled relative to its recent maximum range
Efficiency Ratio (20% weight) — Measures directional movement efficiency, inspired by Kaufman's adaptive concepts
The final composite is smoothed twice using EMA to create both a fast line and a signal line.
Signal Logic
// Buy signal: crossover in lower half
buySignal = ta.crossover(qmo, qmoSmooth) and qmo < 50
// Sell signal: crossunder in upper half
sellSignal = ta.crossunder(qmo, qmoSmooth) and qmo > 50
Signals are generated only when the oscillator is positioned favorably—buy signals occur below the 50 midline, sell signals occur above it.
Dashboard Information
The on-chart table displays:
Current oscillator value with gradient coloring
Momentum state (Overbought, Oversold, Bullish, Bearish, Neutral)
Momentum direction and acceleration
Efficiency ratio percentage
Active signal status
Inputs Overview
RSI Length — Period for RSI calculation (default: 14)
ROC Length — Period for rate of change (default: 10)
Smoothing Length — EMA smoothing period (default: 3)
Overbought/Oversold Levels — Threshold levels for zone detection
Await Bar Confirmation — Wait for bar close before triggering alerts
How to Use It
Watch for crossovers between the main line and signal line
Use overbought/oversold zones to identify potential reversal areas
Monitor the histogram for momentum acceleration or deceleration
Combine with price action analysis for confirmation
Alerts
Buy Signal — Bullish crossover in the lower zone
Sell Signal — Bearish crossunder in the upper zone
Overbought/Oversold Crosses — Level threshold crossings
This indicator is provided for educational purposes. It does not constitute financial advice. Always conduct your own analysis before making trading decisions.
— Made with passion by officialjackofalltrades Indicator
Indicator
Interest Rate Trading (Manually Added Rate Decisions) [TANHEF]Interest Rate Trading: How Interest Rates Can Guide Your Next Move.
How were interest rate decisions added?
All interest rate decision dates were manually retrieved from the 'Record of Policy Actions' and 'Minutes of Actions' on the Federal Reserve's website due to inconsistent dates from other sources. These were manually added as Pine Script currently only identifies rate changes, not pauses.
█ Simple Explanation:
This script is designed for analyzing and backtesting trading strategies based on U.S. interest rate decisions which occur during Federal Open Market Committee (FOMC) meetings, to make trading decisions. No trading strategy is perfect, and it's important to understand that expectations won't always play out. The script leverages historical interest rate changes, including increases, decreases, and pauses, across multiple economic time periods from 1971 to the present. The tool integrates two key data sources for interest rates—USINTR and FEDFUNDS—to support decision-making around rate-based trades. The focus is on identifying opportunities and tracking trades driven by interest rate movements.
█ Interest Rate Decision Sources:
As noted above, each decision date has been manually added from the 'Record of Policy Actions' and 'Minutes of Actions' documents on the Federal Reserve's website. This includes +50 years of more than 600 rate decisions.
█ Interest Rate Data Sources:
USINTR: Reflects broader U.S. interest rate trends, including Treasury yields and various benchmarks. This is the preferred option as it corresponds well to the rate decision dates.
FEDFUNDS: Tracks the Federal Funds Rate, which is a more specific rate targeted by the Federal Reserve. This does not change on the exact same days as the rate decisions that occur at FOMC meetings.
█ Trade Criteria:
A variety of trading conditions are predefined to suit different trading strategies. These conditions include:
Increase/Decrease: Standard rate increases or decreases.
Double/Triple Increase/Decrease: A series of consecutive changes.
Aggressive Increase/Decrease: Rate changes that exceed recent movements.
Pause: Identification of no changes (pauses) between rate decisions, including double or triple pauses.
Complex Patterns: Combinations of pauses, increases, or decreases, such as "Pause after Increase" or "Pause or Increase."
█ Trade Execution and Exit:
The script allows automated trade execution based on selected criteria:
Auto-Entry: Option to enter trades automatically at the first valid period.
Max Trade Duration: Optional exit of trades after a specified number of bars (candles).
Pause Days: Minimum duration (in days) to validate rate pauses as entry conditions. This is especially useful for earlier periods (prior to the 2000s), where rate decisions often seemed random compared to the consistency we see today.
█ Visualization:
Several visual elements enhance the backtesting experience:
Time Period Highlighting: Economic time periods are visually segmented on the chart, each with a unique color. These periods include historical phases such as "Stagflation (1971-1982)" and "Post-Pandemic Recovery (2021-Present)".
Trade and Holding Results: Displays the profit and loss of trades and holding results directly on the chart.
Interest Rate Plot: Plots the interest rate movements on the chart, allowing for real-time tracking of rate changes.
Trade Status: Highlights active long or short positions on the chart.
█ Statistics and Criteria Display:
Stats Table: Summarizes trade results, including wins, losses, and draw percentages for both long and short trades.
Criteria Table: Lists the selected entry and exit criteria for both long and short positions.
█ Economic Time Periods:
The script organizes interest rate decisions into well-defined economic periods, allowing traders to backtest strategies specific to historical contexts like:
(1971-1982) Stagflation
(1983-1990) Reaganomics and Deregulation
(1991-1994) Early 1990s (Recession and Recovery)
(1995-2001) Dot-Com Bubble
(2001-2006) Housing Boom
(2007-2009) Global Financial Crisis
(2009-2015) Great Recession Recovery
(2015-2019) Normalization Period
(2019-2021) COVID-19 Pandemic
(2021-Present) Post-Pandemic Recovery
█ User-Configurable Inputs:
Rate Source Selection: Choose between USINTR or FEDFUNDS as the primary interest rate source.
Trade Criteria Customization: Users can select the criteria for long and short trades, specifying when to enter or exit based on changes in the interest rate.
Time Period: Select the time period that you want to isolate testing a strategy with.
Auto-Entry and Pause Settings: Options to automatically enter trades and specify the number of days to confirm a rate pause.
Max Trade Duration: Limits how long trades can remain open, defined by the number of bars.
█ Trade Logic:
The script manages entries and exits for both long and short trades. It calculates the profit or loss percentage based on the entry and exit prices. The script tracks ongoing trades, dynamically updating the profit or loss as price changes.
█ Examples:
One of the most popular opinions is that when rate starts begin you should sell, then buy back in when rate cuts stop dropping. However, this can be easily proven to be a difficult task. Predicting the end of a rate cut is very difficult to do with the the exception that assumes rates will not fall below 0.25%.
2001-2009
Trade Result: +29.85%
Holding Result: -27.74%
1971-2024
Trade Result: +533%
Holding Result: +5901%
█ Backtest and Real-Time Use:
This backtester is useful for historical analysis and real-time trading. By setting up various entry and exit rules tied to interest rate movements, traders can test and refine strategies based on real historical data and rate decision trends.
This powerful tool allows traders to customize strategies, backtest them through different economic periods, and get visual feedback on their trading performance, helping to make more informed decisions based on interest rate dynamics. The main goal of this indicator is to challenge the belief that future events must mirror the 2001 and 2007 rate cuts. If everyone expects something to happen, it usually doesn’t. Indicator
Funding Rate [CryptoSea]The Funding Rate Indicator by is a comprehensive tool designed to analyze funding rates across multiple cryptocurrency exchanges. This indicator is essential for traders who want to monitor funding rates and their impact on market trends.
Key Features
Exchange Coverage: Includes data from major exchanges such as Binance, Bitmex, Bybit, HTX, Kraken, OKX, Bitstamp, and Coinbase.
Perpetual Futures and Spot Markets: Fetches and analyzes pricing data from both perpetual futures and spot markets to provide a holistic view.
Smoothing and Customization: Allows users to smooth funding rates using a moving average, with customizable MA lengths for tailored analysis.
Dynamic Candle Coloring: Option to color candles based on trading conditions, enhancing visual analysis.
In the example below, the indicator shows how the funding rate shifts with market conditions, providing clear visual cues for bullish and bearish trends.
How it Works
Data Integration: Uses a secure security fetching function to retrieve pricing data while preventing look-ahead bias, ensuring accurate and reliable information.
TWAP Calculation: Computes Time-Weighted Average Prices (TWAP) for both perpetual futures and spot prices, forming the basis for funding rate calculations.
Funding Rate Calculation: Determines the raw funding rate by comparing TWAPs of perpetual futures and spot prices, then applies smoothing to highlight significant trends.
Color Coding: Highlights the funding rate with distinct colors (bullish and bearish), making it easier to interpret market conditions at a glance.
In the example below, the indicator effectively differentiates between bullish and bearish funding rates, aiding traders in making informed decisions based on current market dynamics.
Application
Market Analysis: Enables traders to analyze the impact of funding rates on market trends, facilitating more strategic decision-making.
Trend Identification: Assists in identifying potential market reversals by monitoring shifts in funding rates.
Customizable Settings: Provides extensive input settings for exchange selection, MA length, and candle coloring, allowing for personalized analysis.
The Funding Rate Indicator by is a powerful addition to any trader's toolkit, offering detailed insights into funding rates across multiple exchanges to navigate the cryptocurrency market effectively. Indicator
Indicator
Indicator
Indicator
Indicator
Indicator
Silen's Financials P/E & P/S[x10] RatesThis script aims to give a better visualization of P/E and P/S rates compared to the build-in "Price to earnings ratio" and "Price to sales ratio" in the "Financials" Section of Tradingview. For those of you don't know, those rates compare earnings and sales with your share price in regard to market cap and outstanding shares.
The scripts differs to the build-in versions in the following points:
- P/E & P/S rates are combined in one indicator
- Negative P/E rates are displayed better: Positive P/E rates are green, Negative P/E rates are red
- For visualization reasons, the indicator will cap positive and negative P/E rates at 100. (P/E rates above those levels are not siginificant either way)
- P/E & P/S rate are directly displayed on the graph
- Both P/E and P/S rates are combined on one left scale
- For visualization reasons, P/S rate is showing 10x the actual P/S rate. Using the standard P/S rate would result in hard-to-recognize changes of the P/S line.
To sum up:
- Positive P/E rates are green
- Negative P/E rate are red
- P/S rates are multiplied by 1 0
- P/S rates are yellow
How to use P/E and P/S rates:
The US market average for P/E rates is roughly ~18 in the US right now (10/2022) while the market average for P/S rates is roughly ~3 in the US. Note that average P/E and P/S can change when the market situation changes.
P/E and P/S rates help you value your stock better and help you decide whether your stock is undervalued or overvalued compared to the market or the industry when it comes to earnings and sales. If you compare to Market averages, a positive P/E of less than 18 means that your stock is likely unvervalued. A P/S rate below 3 (30 in the chart!) means that your stock is likely undervalued as well. If your stock shows rates above those, it is likely that it is overvalued compared to market averages.
Please note that P/E and P/S rates are not the only factors that make up a stock valuation. Valuations are complex and subjective.
A positive P/E rate also means that your company is profitable.
A Negative P/E rate means that your company is unprofitable.
If you have any questions or feedback let me know!
Disclaimer: This script doesn't show the actual P/S rate. It shows the P/S rate multiplied by 10, due to visualization issues. Positive P/E Rates above 100 are displayed as 100. Positive P/E rates are green, Negative P/E rates are red and multiplied by -1.
Disclaimer2: @Tradingview_Team: I couldn't find the right category for this script but categories are mandatory. I assume that "Breadth Indicators" is still the closest there is. Please let me know if you want me to change the category.
Disclaimer3: For visualization, the opacity of the displayed image is 70%. The standard opacity for the P/E and P/S lines is 50% and can be changed in the indicator settings. I found this setting more useful when working together with other indicators on the same chart
Disclaimer4: Earnings Per Share, Total Revenue used are TTM. Total Shares Outstanding used are FQ. Indicator
Strategy
Indicator
Indicator
Indicator
Strategy
