DIVERGENCE SPOT X P.FUTURES (INVERTED VERSION) [GUSLM]

11月11日

Many asked me to change the positive position x negative(of "DIVERGENCE SPOT X P.FUTURES"). being maybe no intuitive for some coins and situations....

So, Now on this version you are going to have UP moves for Upwards from derivatives ( p. Futures with Higher prices than Spot prices), and Dowwards for Negative Futures derivatives. ( it will match the future funding rates probably)

The "pushs" now are in the oposite direction.

Look at the DIVERGENCE SPOT X P.FUTURES script for a better view about it.

For instance:

This version is better for normal coin and market - where the derivatives go in the direction of the price and the coin will have a positive FR(funding) when going up, and maybe sometimes negatives when going down.

The First non inverted version: is better for manipulated coins, where you have pushs and pulls, to try to build a negative funding while hold longs positions. it will go up with negative FR. - Shorters paying the longs and being liquidated in the way..

But you can chose one and adaptd to use only one fot both situations, only need to take a look on the market and define whats going on with the books and prices moves.