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Open Interest Exponential Ease of MovementModified Ease of Movement : * Open Interests used on Futures instead of Volume (Includes Bitcoin) * Exponential Moving Average used instead of Simple Moving Average * Division Number cancelled. (Division Number gives wrong signals inside strong trends.) NOTE : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com Stay tuned. Best regards !
Indicatore Pine Script®
di Noldo
4
Premium/Discount (Input)Used to show Contango or Backwardation in futures contracts vs spot price. You can input your own tickers so can technically can be used to compare anything. * In this example I'm showing Okex Quarterly contract vs Okex spot index price because it showcases it better. * If you are using this after 2019 the default setting will not work because I set it to Bitmex which does not currently have a "current contract in front" ticker available. It should be fairly self explanatory, but just ask below if you have any questions.
Indicatore Pine Script®
di Plumptoiletduck
8
Futures Weekly Open RangeThe weekly opening range ( high to low ) is calculated from the open of the market on Sunday (1800 EST) till the opening of the Bond Market on Monday morning (0800 EST). This is the first and most crucial range for the trading week. As ICT has taught, price is moving through an algorithm and as such is fractal; because price is fractal, the opening range can be calculated and projected to help determine if price is trending or consolidating. As well; this indicator can be used to incorporate his PO3 concept to enter above the weekly opening range for shorts if bearish, or entering below the opening range for longs if bullish. This indicator takes the high and low of weekly opening range, plots those two levels, plots the opening price for the new week, and calculates the Standard Deviations of the range and plots them both above and below of the weekly opening range. These are all plotted through the week until the start of the new week. The range is calculated by subtracting the high from the low during the specified time. The mid-point is half of that range added to the low. The Standard deviation is multiples of the range (up to 10) added to the high and subtracted from the low. At this time the indicator will only plot the Standard deviation lines on the minutes time frame below 1 hour. Only the range and range lines will be plotted on the hourly chart.
Indicatore Pine Script®
di Fractaldactyl
1
F&O Time Zones – Final Fixed📌 This indicator highlights high-probability intraday time zones used in Indian F&O (Futures & Options) strategies. Ideal for scalping, breakout setups, and trap avoidance. 🕒 Covered Time Zones: • 9:15 – 9:21 AM → Flash Trades (first 1-minute volatility) • 9:21 – 9:30 AM → Smart Money Trap (VWAP fakeouts) • 9:30 – 9:50 AM → Fake Breakout Zone • 9:50 – 10:15 AM → Institutional Entry Timing • 10:15 – 10:45 AM → VWAP Range Scalps • 10:45 – 11:15 AM → Second Trap Zone • 11:15 – 1:00 PM → Trend Continuation Window • 1:00 – 1:45 PM → Volatility Compression • 1:45 – 2:15 PM → Institutional Exit Phase 1 • 2:15 – 2:45 PM → Trend Acceleration / Reversals • 2:45 – 3:15 PM → Expiry Scalping Zone • 3:15 – 3:30 PM → Dead Zone (square-off time) 🔧 Features: ✓ Clean vertical lines per zone ✓ Optional label positions (top or bottom) ✓ Adjustable line style, width, and color 🧠 Best used on: NIFTY, BANKNIFTY, FINNIFTY (5-min or lower) --- 🔒 **Disclaimer**: This script is for **educational purposes only**. It is not financial advice. Trading involves risk. Please consult a professional or do your own research before taking any positions. — 👤 Script by: **JoanJagan** 🛠️ Built in Pine Script v5
Indicatore Pine Script®
di JoanJagan
Really Key Levels█  OVERVIEW This indicator shows the most useful and universally used key trading levels (and only those) in a visually appealing way. Its originality lies in the fact that it was developed due to being unable to find an indicator that wasn't cluttered with other features or far less relevant levels, or one that would indicate the bar causing the level (i.e., not just using a horizontal line over the whole chart), or one that was well-programmed and didn’t frequently refresh for many seconds for no obvious reason, taking far too long to do so for such a seemingly simple indicator. █  FEATURES Shows the most frequently used key levels in a visually appealing way Indicates the bar that causes the level, with the line starting at that bar Works correctly and consistently on both RTH and ETH charts Lines can be optionally extended both left and right, if the user prefers Works with US/European stocks and US futures (at least) Configurable futures regular session (default time is for CME futures, e.g., ES/NQ, etc.) Users can configure line colour, style, and thickness Adjustable label locations to prevent overlap with other indicator labels Nice defaults that look good, and a well-contrasting label text colour Well-documented, high-quality, open-source code for those who are interested █  CONCEPTS The indicator shows the following levels by a line starting at the bar that causes them: Current Day RTH High/Low (visible and updated only during RTH; visible with no further updates in the post-market) Current Day RTH Open (only after the RTH open) Pre-Market High/Low (as it develops in the pre-market and fixed after RTH open) Previous Day RTH Close Previous Day RTH High/Low Previous Day Pre-Market High-Low Two Days Ago RTH Close Other levels may be added in future versions, if requested and if they are Really Key Levels. Regarding futures: despite being a 23-hour market (for CME futures, 5 p.m. the previous day to 4 p.m. the current day), most trading activity takes place together with the RTH on stock exchanges in New York, 08:30 to 3 p.m. Central (Chicago) time. Therefore, a user-configurable regular market is defined at those times, with times before this (from 5 p.m. the previous day) being considered pre-market, and times after this (until 4 p.m.) being considered post-market. Care was taken so that the code uses no hard-coded time zones, exchanges, or session times. For this reason, it can in principle work globally. However, it very much depends on the information provided by the exchange, which is reflected in built-in Pine Script variables (see Limitations below). █  LIMITATIONS Pre-market levels are not shown when viewing an RTH chart. The indicator was developed and tested on US/European stocks and US futures. It may or may not work for stocks and futures in other countries (depending on their pre- and post-market definitions and what information the exchange provides to TradingView via the relevant built-in Pine Script variable). It does not work on other security types, especially those with a 24-hour market that don't have a uniquely defined daily close, implicit H/L time window, or a pre-market.
Indicatore Pine Script®
di BruzX
1
Cash And Carry Arbitrage BTC Compare Month 6 by SeoNo1Detailed Explanation of the BTC Cash and Carry Arbitrage Script Script Title: BTC Cash And Carry Arbitrage Month 6 by SeoNo1 Short Title: BTC C&C ABT Month 6 Version: Pine Script v5 Overlay: True (The indicators are plotted directly on the price chart) Purpose of the Script This script is designed to help traders analyze and track arbitrage opportunities between the spot market and futures market for Bitcoin (BTC). Specifically, it calculates the spread and Annual Percentage Yield (APY) from a cash-and-carry arbitrage strategy until a specific expiry date (in this case, June 27, 2025). The strategy helps identify profitable opportunities when the futures price of BTC is higher than the spot price. Traders can then buy BTC in the spot market and short BTC futures contracts to lock in a risk-free profit. 1. Input Settings Spot Symbol: The real-time BTC spot price from Binance (BTCUSDT). Futures Symbol: The BTC futures contract that expires in June 2025 (BTCUSDM2025). Expiry Date: The expiration date of the futures contract, set to June 27, 2025. These inputs allow users to adjust the symbols or expiry date according to their trading needs. 2. Price Data Retrieval Spot Price: Fetches the latest closing price of BTC from the spot market. Futures Price: Fetches the latest closing price of BTC futures. Spread: The difference between the futures price and the spot price (futures_price - spot_price). The spread indicates how much higher (or lower) the futures price is compared to the spot market. 3. Time to Maturity (TTM) and Annual Percentage Yield (APY) Calculation Current Date: Gets the current timestamp. Time to Maturity (TTM): The number of days left until the futures contract expires. APY Calculation: Formula: APY = ( Spread / Spot Price ) x ( 365 / TTM Days ) x 100 This represents the annualized return from holding a cash-and-carry arbitrage position if the trader buys BTC at the spot price and sells BTC futures. 4. Display Information Table on the Chart A table is created on the chart's top-right corner showing the following data: Metric: Labels such as Spread and APY Value: Displays the calculated spread and APY The table automatically updates at the latest bar to display the most recent data. 5. Alert Condition This sets an alert condition that triggers every time the script runs. In practice, users can modify this alert to trigger based on specific conditions (e.g., APY exceeds a threshold). 6. Plotting the APY and Spread APY Plot: Displays the annualized yield as a blue line on the chart. Spread Plot: Visualizes the futures-spot spread as a red line. This helps traders quickly identify arbitrage opportunities when the spread or APY reaches desirable levels. How to Use the Script Monitor Arbitrage Opportunities: A positive spread indicates a potential cash-and-carry arbitrage opportunity. The larger the APY, the more profitable the arbitrage opportunity could be. Timing Trades: Execute a buy on the BTC spot market and simultaneously sell BTC futures when the APY is attractive. Close both positions upon futures contract expiry to realize profits. Risk Management: Ensure you have sufficient margin to hold both positions until expiry. Monitor funding rates and volatility, which could affect returns. Conclusion This script is an essential tool for traders looking to exploit price discrepancies between the BTC spot market and futures market through a cash-and-carry arbitrage strategy. It provides real-time data on spreads, annualized returns (APY), and visual alerts, helping traders make informed decisions and maximize their profit potential.
Indicatore Pine Script®
di seono1
BTC Future Gamma-Weighted Momentum Model (BGMM)The BTC Future Gamma-Weighted Momentum Model (BGMM) is a quantitative trading strategy that utilizes the Gamma-weighted average price (GWAP) in conjunction with a momentum-based approach to predict price movements in the Bitcoin futures market. The model combines the concept of weighted price movements with trend identification, where the Gamma factor amplifies the weight assigned to recent prices. It leverages the idea that historical price trends and weighting mechanisms can be utilized to forecast future price behavior. Theoretical Background: 1. Momentum in Financial Markets: Momentum is a well-established concept in financial market theory, referring to the tendency of assets to continue moving in the same direction after initiating a trend. Any observed market return over a given time period is likely to continue in the same direction, a phenomenon known as the “momentum effect.” Deviations from a mean or trend provide potential trading opportunities, particularly in highly volatile assets like Bitcoin. Numerous empirical studies have demonstrated that momentum strategies, based on price movements, especially those correlating long-term and short-term trends, can yield significant returns (Jegadeesh & Titman, 1993). Given Bitcoin’s volatile nature, it is an ideal candidate for momentum-based strategies. 2. Gamma-Weighted Price Strategies: Gamma weighting is an advanced method of applying weights to price data, where past price movements are weighted by a Gamma factor. This weighting allows for the reinforcement or reduction of the influence of historical prices based on an exponential function. The Gamma factor (ranging from 0.5 to 1.5) controls how much emphasis is placed on recent data: a value closer to 1 applies an even weighting across periods, while a value closer to 0 diminishes the influence of past prices. Gamma-based models are used in financial analysis and modeling to enhance a model’s adaptability to changing market dynamics. This weighting mechanism is particularly advantageous in volatile markets such as Bitcoin futures, as it facilitates quick adaptation to changing market conditions (Black-Scholes, 1973). Strategy Mechanism: The BTC Future Gamma-Weighted Momentum Model (BGMM) utilizes an adaptive weighting strategy, where the Bitcoin futures prices are weighted according to the Gamma factor to calculate the Gamma-Weighted Average Price (GWAP). The GWAP is derived as a weighted average of prices over a specific number of periods, with more weight assigned to recent periods. The calculated GWAP serves as a reference value, and trading decisions are based on whether the current market price is above or below this level. 1. Long Position Conditions: A long position is initiated when the Bitcoin price is above the GWAP and a positive price movement is observed over the last three periods. This indicates that an upward trend is in place, and the market is likely to continue in the direction of the momentum. 2. Short Position Conditions: A short position is initiated when the Bitcoin price is below the GWAP and a negative price movement is observed over the last three periods. This suggests that a downtrend is occurring, and a continuation of the negative price movement is expected. Backtesting and Application to Bitcoin Futures: The model has been tested exclusively on the Bitcoin futures market due to Bitcoin’s high volatility and strong trend behavior. These characteristics make the market particularly suitable for momentum strategies, as strong upward or downward movements are often followed by persistent trends that can be captured by a momentum-based approach. Backtests of the BGMM on the Bitcoin futures market indicate that the model achieves above-average returns during periods of strong momentum, especially when the Gamma factor is optimized to suit the specific dynamics of the Bitcoin market. The high volatility of Bitcoin, combined with adaptive weighting, allows the model to respond quickly to price changes and maximize trading opportunities. Scientific Citations and Sources: • Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65–91. • Black, F., & Scholes, M. (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81(3), 637–654. • Fama, E. F., & French, K. R. (1992). The Cross-Section of Expected Stock Returns. The Journal of Finance, 47(2), 427–465.
Strategia Pine Script®
di EdgeTools
Commitment of Traders: Legacy Metrics█  OVERVIEW This indicator displays the Commitment of Traders (​COT) legacy data for futures markets. █  CONCEPTS Commitment of Traders ​(​COT) data is tallied by the Commodity ​Futures Trading Commission (CFTC) , a US federal agency that oversees the trading of derivative markets such as futures in the US. It is weekly data that provides traders with information about open interest for an asset. The CFTC oversees derivative markets traded on different exchanges, so ​COT data is available for assets that can be traded on CBOT, ​CME, NYMEX, COMEX, and ICEUS. A detailed description of the COT report can be found on the CFTC's website . COT data is separated into three notable reports: Legacy, Disaggregated, and Financial. This indicator presents data from the legacy report, which is broken down by exchange. Legacy reports break down the reportable open interest positions into two classifications: non-commercial and commercial traders. Our other COT indicators are:  • Commitment of Traders: Disaggregated Metrics  • Commitment of Traders: Financial Metrics  • Commitment of Traders: Total █  HOW TO USE IT Load the indicator on an active chart (see here if you don't know how). By default, the indicator uses the chart's symbol to derive the COT data it displays. You can also specify a CFTC code in the "CFTC code" field of the script's inputs to display COT data from a symbol different than the chart's. The rest of this section documents the script's input fields. Metric Each metric represents a different column of the Commitment of Traders report. Details are available in the explanatory notes on the CFTC's website . Here is a summary of the metrics:  • "Open Interest" is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc.   The aggregate of all long open interest is equal to the aggregate of all short open interest.  • "Traders Total" is the number of all unique reportable traders, regardless of the trading direction.  • "Traders Total Reportable/Traders Noncommercial/Traders Commercial" are the quantities of traders reported to hold any position with the specified direction.   All of a trader's reported futures positions in a commodity are classified as commercial if the trader uses futures contracts in that particular commodity for hedging.   To determine the total number of reportable traders in a market, a trader is counted only once, whether or not the trader appears in more than one category.  • "Total Reportable/Noncommercial/Commercial Positions" are all positions held by all reportable/non-commercial/commercial traders.  • "Non-reportable Positions" is derived by subtracting total long and short "Reportable Positions" from the total open interest.   Accordingly, the number of traders involved and the commercial/non-commercial classification of each trader are unknown.  • "Concentration Gross/Net LT 4/8 TDR" is the percentage of open interest held by 4/8 of the largest traders, by gross/net positions,   without regard to whether they are classified as commercial or non-commercial. The Net position ratios are computed after offsetting each trader’s equal long and short positions.   A reportable trader with relatively large, balanced long and short positions in a single market, therefore,   may be among the four and eight largest traders in both the gross long and gross short categories, but will probably not be included among the four and eight largest traders on a net basis. Direction Each metric is available for a particular set of directions. Valid directions for each metric are specified with its name in the "Metric" field's dropdown menu. Type Possible values are: All, Old, Other. When commodities have a well-defined marketing season or crop year (e.g. Wheat or Lean Hogs futures), this determines how the data is aggregated. Detailed explanation can be found in the "Old and Other Futures" section of the CTFC Explanatory Notes linked above. The "Major Markets for Which the COT Data Is Shown by Crop Year" table in the Explanatory Notes specifies the commodities that this distinction applies to; selecting "Old" for any of the commodities not in that list will return the same data as in "All", while selecting "Other" will return 0. COT Selection Mode This field's value determines how the script determines which COT data to return from the chart's symbol: - "Root" uses the root of a futures symbol ("ES" for "ESH2020"). - "Base currency" uses the base currency in a forex pair ("EUR" for "EURUSD"). - "Currency" uses the quote currency, i.e., the currency the symbol is traded in ("JPY" for "TSE:9984" or "USDJPY"). - "Auto" tries all modes, in turn. If no COT data can be found, a runtime error is generated. Note that if the "CTFC Code" input field contains a code, it will override this input. Futures/Options Specifies the type of Commitment of Traders data to display: data concerning only Futures, only Options, or both. CTFC Code Instead of letting the script generate the CFTC COT code from the chart and the "COT Selection Mode" input when this field is empty, you can specify an unrelated CFTC COT code here, e.g., 001602 for wheat futures. Look first. Then leap.
Indicatore Pine Script®
di TradingView
35
Commitment of Traders: Disaggregated Metrics█  OVERVIEW This indicator displays the Commitment of Traders (​COT) Disaggregated data for futures markets. █  CONCEPTS Commitment of Traders ​(​COT) data is tallied by the Commodity ​Futures Trading Commission (CFTC) , a US federal agency that oversees the trading of derivative markets such as futures in the US. It is weekly data that provides traders with information about open interest for an asset. The CFTC oversees derivative markets traded on different exchanges, so ​COT data is available for assets that can be traded on CBOT, ​CME, NYMEX, COMEX, and ICEUS. A detailed description of the COT report can be found on the CFTC's website . COT data is separated into three notable reports: Legacy, Disaggregated, and Financial. This indicator presents data from the Disaggregated report. The disaggregated reports are broken down by agriculture, petroleum and products, natural gas and products, electricity and metals and other physical contracts. The Disaggregated reports break down the reportable open interest positions into four classifications: Producer/Merchant/Processor/User, Swap Dealers, Managed Money, and Other Reportables. Our other COT indicators are:  • Commitment of Traders: Legacy Metrics  • Commitment of Traders: Financial Metrics  • Commitment of Traders: Total █  HOW TO USE IT Load the indicator on an active chart (see here if you don't know how). By default, the indicator uses the chart's symbol to derive the COT data it displays. You can also specify a CFTC code in the "CFTC code" field of the script's inputs to display COT data from a symbol different than the chart's. The rest of this section documents the script's input fields. Metric Each metric represents a different column of the Commitment of Traders report. Details are available in the explanatory notes on the CFTC's website . Here is a summary of the metrics:  • "Open Interest" is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc.   The aggregate of all long open interest is equal to the aggregate of all short open interest.  • "Traders Total" is the quantity of all unique reportable traders, regardless of the trading direction.  • "Traders Producer Merchant" is the number of traders classified as a "producer/merchant/processor/user" reported holding any position with the specified direction.   A "producer/merchant/processor/user" is an entity that predominantly engages in the production, processing, packing or handling of a physical commodity and   uses the futures markets to manage or hedge risks associated with those activities.  • "Traders Swap" is the number of traders classified as "swap dealers" reported holding any position with the specified direction.   A "swap dealer" is an entity that deals primarily in swaps for a commodity and uses the futures markets to manage or hedge the risk associated with those swaps transactions.   The swap dealer’s counterparties may be speculative traders, like hedge funds, or traditional commercial clients that are managing risk arising from their dealings in the physical commodity.  • "Traders Managed Money" is the number of traders classified as "money managers" reported holding any position with the specified direction.   A "money manager" is a registered trader that is engaged in managing and conducting organized futures trading on behalf of clients.  • "Traders Other Reportable" is the number of reportable traders that are not placed in any of the three categories specified above.  • "Traders Total Reportable" is the number of traders reported holding any position with the specified direction.   To determine the total number of reportable traders in a market, a trader is counted only once whether or not the trader appears in more than one category.   As a result, the sum of the numbers of traders in each separate category typically exceeds the total number of reportable traders.  • "Producer Merchant/Swap/Managed Money/Total Reportable/Other Reportable Positions" is all positions held by the traders of the specified category.  • "Nonreportable Positions" is the long and short open interest derived by subtracting the total long and short reportable positions from the total open interest.   Accordingly, the number of traders involved and the classification of each trader are unknown.  • "Concentration Gross/Net LE 4/8 TDR" is the percentage of open interest held by 4/8 of the largest traders (entities), by Gross/Net positions, without regard to how they are classified.   The Net position ratios are computed after offsetting each trader’s equal long and short positions.   A reportable trader with relatively large, balanced long and short positions in a single market,   therefore, may be among the four and eight largest traders in both the gross long and gross short categories,   but will probably not be included among the four and eight largest traders on a net basis. Direction Each metric is available for a particular set of directions. Valid directions for each metric are specified with its name in the "Metric" field's dropdown menu. Type Possible values are: All, Old, Other. When commodities have a well-defined marketing season or crop year (e.g. Wheat or Lean Hogs futures), this determines how the data is aggregated. Detailed explanation can be found in the "Old and Other Futures" section of the CTFC Explanatory Notes linked above. The "Major Markets for Which the COT Data Is Shown by Crop Year" table in the Explanatory Notes specifies the commodities that this distinction applies to; selecting "Old" for any of the commodities not in that list will return the same data as in "All", while selecting "Other" will return 0. Futures/Options Specifies the type of Commitment of Traders data to display: data concerning only Futures, only Options, or both. CTFC Code Instead of letting the script generate the CFTC COT code from the chart and the "COT Selection Mode" input when this field is empty, you can specify an unrelated CFTC COT code here, e.g., 001602 for wheat futures. Look first. Then leap.
Indicatore Pine Script®
di TradingView
10
Commitment of Traders: Financial Metrics█  OVERVIEW This indicator displays the Commitment of Traders (​COT) financial data for futures markets. █  CONCEPTS Commitment of Traders ​(​COT) data is tallied by the Commodity ​Futures Trading Commission (CFTC) , a US federal agency that oversees the trading of derivative markets such as futures in the US. It is weekly data that provides traders with information about open interest for an asset. The CFTC oversees derivative markets traded on different exchanges, so ​COT data is available for assets that can be traded on CBOT, ​CME, NYMEX, COMEX, and ICEUS. A detailed description of the COT report can be found on the CFTC's website . COT data is separated into three notable reports: Legacy, Disaggregated, and Financial. This indicator presents data from the COT Financial (Traders in Financial Futures) report. The Financial report includes financial contracts, such as currencies, US Treasury securities, Eurodollars, stocks, VIX and Bloomberg commodity index. As such, the TFF data is limited to financial-related tickers. The TFF report breaks down the reportable open interest positions into four classifications: Dealer/Intermediary, Asset Manager/Institutional, Leveraged Funds, and Other Reportables. Our other COT indicators are:  • Commitment of Traders: Legacy Metrics  • Commitment of Traders: Disaggregated Metrics  • Commitment of Traders: Total █  HOW TO USE IT Load the indicator on an active chart (see here if you don't know how). By default, the indicator uses the chart's symbol to derive the COT data it displays. You can also specify a CFTC code in the "CFTC code" field of the script's inputs to display COT data from a symbol different than the chart's. The rest of this section documents the script's input fields. Metric Each metric represents a different column of the Commitment of Traders report. Details are available in the explanatory notes on the CFTC's website . Here is a summary of the metrics:  • "Open Interest" is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc.   The aggregate of all long open interest is equal to the aggregate of all short open interest.  • "Traders Total" is the number of all unique reportable traders, regardless of the trading direction.  • "Traders Dealer" is the number of traders classified as a "Dealer/Intermediary" reported holding any position with the specified direction.   A "producer/merchant/processor/user" is an entity typically described as the “sell side” of the market.   Though they may not predominately sell futures, they do design and sell various financial assets to clients.   They tend to have matched books or offset their risk across markets and clients.   Futures contracts are part of the pricing and balancing of risk associated with the products they sell and their activities.  • "Traders Asset Manager" is the number of traders classified as "Asset Manager/Institutional" reported holding any position with the specified direction.   These are institutional investors, including pension funds, endowments, insurance companies,   mutual funds and those portfolio/investment managers whose clients are predominantly institutional.  • "Traders Leveraged Funds" is the number of traders classified as "Leveraged Funds" reported holding any position with the specified direction.   These are typically hedge funds and various types of money managers. The traders may be engaged in managing and   conducting proprietary futures trading and trading on behalf of speculative clients.  • "Traders Other Reportable" is the number of reportable traders that are not placed in any of the three categories specified above.   The traders in this category mostly are using markets to hedge business risk, whether that risk is related to foreign exchange, equities or interest rates.   This category includes corporate treasuries, central banks, smaller banks, mortgage originators, credit unions and any other reportable traders not assigned to the other three categories.  • "Traders Total Reportable" is the number of all traders reported holding any position with the specified direction.   To determine the total number of reportable traders in a market, a trader is counted only once whether or not the trader appears in more than one category.   As a result, the sum of the numbers of traders in each separate category typically exceeds the total number of reportable traders.  • "Dealer/Asset Manager/Leveraged Funds/Total Reportable/Other Reportable Positions -- all positions held by the traders of the specified category.  • "Nonreportable Positions" is the long and short open interest derived by subtracting the total long and short reportable positions from the total open interest.   Accordingly, the number of traders involved and the commercial/non-commercial classification of each trader are unknown.  • "Concentration Gross/Net LT 4/8 TDR" is the percentage of open interest held by 4/8 of the largest traders, by gross/net positions,   without regard to whether they are classified as commercial or non-commercial. The Net position ratios are computed after offsetting each trader’s equal long and short positions.   A reportable trader with relatively large, balanced long and short positions in a single market, therefore,   may be among the four and eight largest traders in both the gross long and gross short categories, but will probably not be included among the four and eight largest traders on a net basis. Direction Each metric is available for a particular set of directions. Valid directions for each metric are specified with its name in the "Metric" field's dropdown menu. COT Selection Mode This field's value determines how the script determines which COT data to return from the chart's symbol: - "Root" uses the root of a futures symbol ("ES" for "ESH2020"). - "Base currency" uses the base currency in a forex pair ("EUR" for "EURUSD"). - "Currency" uses the quote currency, i.e., the currency the symbol is traded in ("JPY" for "TSE:9984" or "USDJPY"). - "Auto" tries all modes, in turn. If no COT data can be found, a runtime error is generated. Note that if the "CTFC Code" input field contains a code, it will override this input. Futures/Options Specifies the type of Commitment of Traders data to display: data concerning only Futures, only Options, or both. CTFC Code Instead of letting the script generate the CFTC COT code from the chart and the "COT Selection Mode" input when this field is empty, you can specify an unrelated CFTC COT code here, e.g., 001602 for wheat futures. Look first. Then leap.
Indicatore Pine Script®
di TradingView
5
Binance TRX & BTTShows TRX with BTT, subtracted or added to. Subtracting makes it in line with BitMEX futures. The option to add is considered for 'true value'. Airdrops, like new coin forks, can split value: a good example being BCHABC and BCHSV. Getting TRX futures to match TRX on Binance is likely tied to the monthly airdrop rate as defined here: support.binance.com I'm guessing it has something to do with (spot price * estimated airdrop rate) trading too far from futures. Maybe even too close. Or because futures are trading above spot near a monthly airdrop snapshot. Much complicate. Such guess. Wow. Binance is chosen as pricing source for its liquidity and earliest open date.
Indicatore Pine Script®
di NeoButane