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[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 :)
Indicatore Pine Script®
di LastBattle
1
ORB - Futures and Stocks (Breakouts + Alerts + ORB Selector)This indicator shows the Opening Range Breakout (ORB) based on the time range you choose. Important: It only works for intraday trading on time frames less than 1 day (like 1-minute, 5-minute, or hourly charts). You can use it with any stock or futures, such as US500, NAS100, or GER40. Inputs: ORB Range - Your preference. Session Start Time Zone Offset Examples: for EU Frankfurt, DAX (GER40): Set your ORB range Session Start 0900 Time Zone Offset +1 For US Stock Market and US500, NAS100: Set your ORB range Session Start 0930 Time Zone Offset -5 Created using ChatGPT
Indicatore Pine Script®
di tolosatrader
Highest Volume FuturesScript tracks the volume of futures contracts which are not expired for the current and next year. Provides a label at the real-time bar and when a different contract has higher volume in the last bar of the timeframe input as long as it is different from the current ticker. It should display on continuous and lower volume contract charts. Intended to be used with a higher timeframe input. Currently supports ES, MES, NQ, MNQ, RTY, M2K, YM, MYM, BTC, MBT, CL, MCL, GC, MGC, E7 and J7. If you'd like to add your own, then include the syminfo.root of your ticker and the appropriate month codes for that contract in the validMonthCodes switch list.
Indicatore Pine Script®
di joecalledher
2
Binance Futures Swap-Spot Basis LabelNote: 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.
Indicatore Pine Script®
di king_mob
3
ICT Index Futures Vertical LinesLearning to trade is complicated enough, so to make the process it little less daunting, I decided to create something helpful. This indicator relieves you of drawing the same lines and levels over and over each trading day. It also provides key price levels for you to watch when the trading session starts. This project is inspired by the ICT 2022 Mentorship. This indicator was designed and tested to practice and trade the CME Index Futures like Nasdaq, S&P500 and the DOW. The concepts by ICT are known to work on other markets like Crypto, but I haven't tested that so use at your own risk. Features: When a new trading day starts, the following lipstick is put on the chart: Vertical lines: - Globex (Overnight) Session Start @17.00 - New York Midnight @ 00:00 - New York AM Session Start @ 08.30 - CME Open @ 09.30 - New York Lunch Start @12.00 - New York PM Session Start @13.00 - New York PM Session End @ 16.30 Important levels: - Globex (Overnight) Session Opening price - Globex (Overnight) Session High - Globex (Overnight) Session Low - New York Mignight Opening Price Additional features: - Shows the day of the week at the bottom for your convenience - London Killzone Vertical lines - London Killzone Highlight - NY Lunch No-Trade-Zone Highlight - Important levels have a small label to show their meaning and price - Almost everything is customizable: colors, line types, times, etc - Customizable timezone setting in case you don't want to work on ICT's recommended timezone (New York UTC-4) - Toggle to Show only Today's drawings on the chart. You can choose to display all chart lipstick from almost a month of trading data to do your research. Ideal if you want to determine the daily profiles for example. Screenshots: London Killzone Highlight turned on: Multi Day Lipstick:
Indicatore Pine Script®
di ArdOfCrypto
77
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.
Indicatore Pine Script®
di lowstrife
Futures Beta Overview with Different BenchmarksBeta Trading and Its Implementation with Futures Understanding Beta Beta is a measure of a security's volatility in relation to the overall market. It represents the sensitivity of the asset's returns to movements in the market, typically benchmarked against an index like the S&P 500. A beta of 1 indicates that the asset moves in line with the market, while a beta greater than 1 suggests higher volatility and potential risk, and a beta less than 1 indicates lower volatility. The Beta Trading Strategy Beta trading involves creating positions that exploit the discrepancies between the theoretical (or expected) beta of an asset and its actual market performance. The strategy often includes: Long Positions on High Beta Assets: Investors might take long positions in assets with high beta when they expect market conditions to improve, as these assets have the potential to generate higher returns. Short Positions on Low Beta Assets: Conversely, shorting low beta assets can be a strategy when the market is expected to decline, as these assets tend to perform better in down markets compared to high beta assets. Betting Against (Bad) Beta The paper "Betting Against Beta" by Frazzini and Pedersen (2014) provides insights into a trading strategy that involves betting against high beta stocks in favor of low beta stocks. The authors argue that high beta stocks do not provide the expected return premium over time, and that low beta stocks can yield higher risk-adjusted returns. Key Points from the Paper: Risk Premium: The authors assert that investors irrationally demand a higher risk premium for holding high beta stocks, leading to an overpricing of these assets. Conversely, low beta stocks are often undervalued. Empirical Evidence: The paper presents empirical evidence showing that portfolios of low beta stocks outperform portfolios of high beta stocks over long periods. The performance difference is attributed to the irrational behavior of investors who overvalue riskier assets. Market Conditions: The paper suggests that the underperformance of high beta stocks is particularly pronounced during market downturns, making low beta stocks a more attractive investment during volatile periods. Implementation of the Strategy with Futures Futures contracts can be used to implement the betting against beta strategy due to their ability to provide leveraged exposure to various asset classes. Here’s how the strategy can be executed using futures: Identify High and Low Beta Futures: The first step involves identifying futures contracts that have high beta characteristics (more sensitive to market movements) and those with low beta characteristics (less sensitive). For example, commodity futures like crude oil or agricultural products might exhibit high beta due to their price volatility, while Treasury bond futures might show lower beta. Construct a Portfolio: Investors can construct a portfolio that goes long on low beta futures and short on high beta futures. This can involve trading contracts on stock indices for high beta stocks and bonds for low beta exposures. Leverage and Risk Management: Futures allow for leverage, which means that a small movement in the underlying asset can lead to significant gains or losses. Proper risk management is essential, using stop-loss orders and position sizing to mitigate the inherent risks associated with leveraged trading. Adjusting Positions: The positions may need to be adjusted based on market conditions and the ongoing performance of the futures contracts. Continuous monitoring and rebalancing of the portfolio are essential to maintain the desired risk profile. Performance Evaluation: Finally, investors should regularly evaluate the performance of the portfolio to ensure it aligns with the expected outcomes of the betting against beta strategy. Metrics like the Sharpe ratio can be used to assess the risk-adjusted returns of the portfolio. Conclusion Beta trading, particularly the strategy of betting against high beta assets, presents a compelling approach to capitalizing on market inefficiencies. The research by Frazzini and Pedersen emphasizes the benefits of focusing on low beta assets, which can yield more favorable risk-adjusted returns over time. When implemented using futures, this strategy can provide a flexible and efficient means to execute trades while managing risks effectively. References Frazzini, A., & Pedersen, L. H. (2014). Betting against beta. Journal of Financial Economics, 111(1), 1-25. Fama, E. F., & French, K. R. (1992). The cross-section of expected stock returns. Journal of Finance, 47(2), 427-465. Black, F. (1972). Capital Market Equilibrium with Restricted Borrowing. Journal of Business, 45(3), 444-454. Ang, A., & Chen, J. (2010). Asymmetric volatility: Evidence from the stock and bond markets. Journal of Financial Economics, 99(1), 60-80. By utilizing the insights from academic literature and implementing a disciplined trading strategy, investors can effectively navigate the complexities of beta trading in the futures market.
Indicatore Pine Script®
di EdgeTools
Futures Correlation VisualizerOVERVIEW This indicator plots the normalized price changes of commonly traded futures. Visualizing data in this way makes studying and understanding market participation and sentiment easier. Note: Only 20 symbols can be plotted. The "request" functions are limited to 40 calls , 1 timeframe counts as a call, and 2 timeframes are used per symbol. Normalized values are derived by dividing the charts timeframe by 1D data. A runtime error will occur when more than 20 symbols are enabled. This limitation is unavoidable. INPUTS You can configure: Colors and color scheme Symbols to plot (most common futures) Norm. source (todays open / yesterdays close) Measurement type (%, ‱, Δ) Label, zone, and zero options
Indicatore Pine Script®
di liquid-trader
4
Futures Engulfing Candle Size Strategy (Ticks, TP/SL)The Futures Candle Size Strategy is designed to identify and trade significant price movements in the futures market based on candle size. It is optimized for futures instruments like ES, NQ, or CL, where precise tick-level calculations are essential. The strategy includes a customizable take profit and stop loss in ticks and operates only within a specified time window (e.g., 7:00 AM to 9:15 AM CST). Key Features: Candle Size Threshold: Trades are triggered when the candle's high-to-low range exceeds the defined threshold in ticks. Time Filter: Limits trades to the most active market hours, specifically between 7:00 AM and 9:15 AM CST. Take Profit and Stop Loss: Customizable exit levels in ticks to manage risk and lock in profits. Long and Short Trades: Automatically places buy or sell orders based on the candle's direction (bullish or bearish). Alerts: Sends alerts whenever a trade is triggered, helping you stay informed in real-time. How It Works: The strategy calculates the size of each candle in ticks and compares it to the user-defined threshold. If the candle size meets or exceeds the threshold within the specified time range, it triggers a long or short trade. The trade automatically exits when the price hits the take profit or stop loss levels.
Strategia Pine Script®
di omnipadme
Futures Globex Session(s)This indicator draws a box around the Globex Session for the various Futures markets. The box height defines the highs and lows of that session, and the width defines the timeframe of that session. The boxes are outlined green if price rose during that period, and red if price fell during that period. The default Globex Session is set for the Equity Index Futures and is set in the UTC-4 time zone (Eastern Time). In the settings you can adjust the session time and time zone of your Globex Session to reflect the trading times of that market. Below are the session times for various Futures markets set in time zone UTC-4. Equity Indexes: 18:00 - 9:30 (ES, NQ, YM, RTY) Treasuries: 18:00 - 8:20 (ZN, ZB) Metals: 18:00 - 8:20 (GC) Energies: 18:00 - 9:00 (CL, NG) Agricultures: 20:00 - 9:30 (ZS, ZW)
Indicatore Pine Script®
di TheTradingDen