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Futures

Session.TrdrThis a script designed to find continuation patterns on a variety of instruments but ideally on futures over short periods of time. The script can be used to trade trend over weekly and even monthly time frames but is best used for day trading. The script uses price action only as its key inputs highlighting the points during the trading day when the dominant flow has resumed. The script is designed to be traded on the 15M time frame for intra-day signals. To get access to the script please see the contact details in our signature.
Pine Script®指標
由bkforex提供
2
McMillan Volatility Bands w/ Buy & Sell Signals [optstrategist]BACKGROUND McMillan Volatility Bands are an alternative approach to John Bollinger's "Bollinger Band" study and developed by world-renowned options trader and author Lawrence G. McMillan. Given his background in options trading, it was natural for Lawrence to approach any volatility-based study in the same manner options are priced --using Black-Scholes model. This model of pricing assumes a financial asset's volatility should be measured in percentage change rather than absolute value change. OVERVIEW The McMillan Volatility Bands indicator for TradingView will plot the 3 and 4-standard deviation bands around a 20-day moving average. This is how Larry has always used this system. The user can, however, change the standard deviation value as well as the moving average length to their preferred setting. This indicator can be used on any asset and on any timeframe. Furthermore, the indicator will plot buy and sell signals based on a trading system used by Larry in his flagship newsletter publication The Daily Strategist. The system gives a signal when price closes outside the 4-sigma band and then closes back within the 3-sigma band. That 'signal bar' will be colored red or green for a sell or buy signal setup, respectively. Finally, an arrow will be plotted on the chart where the system would actually enter the trade. This is determined when price trades a little beyond the extreme of the 'signal bar'. The level by which price has to go beyond the 'signal bar' is an input parameter and can be adjusted by the user. We've chosen the default value of 0.34. This means, the indicator will not give a buy or sell entry until the price moves: 1/3 x beyond the extreme signal bar. This is to prevent getting whipsawed by some setups that never really move in your favor. We've found it successfully removes the less-valuable trade setups. PARAMETERS ma_length => length of the moving average that the volatility bands work off of outside_sigma => standard deviation of outer volatility band inside_sigma => standard deviation of inner volatility band entry_trigger_cushion => this refers to the percentage of the signal bar's range. The default value is 0.34. This means price will need to move 1/3 (~34%) of the signal bar's range beyond the high (for a buy) or low (for a sell) of the signal bar to trigger a buy/sell entry. This entry plots the arrow on the chart. We have found requiring this extra move in price eliminates many of the less-desirable signals at the expense of entering the better signals a little later. WANT TO PURCHASE OR NEED MORE INFORMATION ON McMILLAN VOLATILITY BANDS? Visit the link below to see purchasing options as well as screenshots of the indicator and how we trade it at McMillan Analysis Corp.
Pine Script®指標
由optstrategist提供
10
Price CorrelationsThis indicator shows price correlations of your current chart to various well-known indices. Values above 0 mean a positive correlation, below 0 a negative correlation (not correlated). It works well with daily candle charts and above, but you may also try it on 1h candles. The default indices: - Gold - S&p 500 - Mini Dow Jones - Dow Jones - Russel 2000 - Nasdaq 100 - Crude Oil - Nikkei 225 (Japan) - FTSE 100 (UK) - Silver - DAX Futures (DE) You can change the defaults to compare prices with other indices or stocks.
Pine Script®指標
由Ekliptor提供
2
XBT % ContangoSimilar to my other indicators, but measures XBTUSD Contango in terms of percent. Also, built it so you could change the values that give the red and green signals. Default values are 0% or less (backwardation) indicates green. However, i found that a 0.5% setting worked will finding local bottoms for current contract of XBTH20 (March 2020). The upper value default is at 5%, and signals red when the next contract reaches over 5%. My assumption is as BTC increases in value over time, measuring contango in terms of percent will be a better measure of the XBT futures curve.
Pine Script®指標
由SchamBTC提供
1
Futures APRFutures basis % for any ticker. Requires: an index to compare against, the futures ticker, and the expiration year/month/day/hour. Optional second ticker to compare with. Example explanation using bitcoin futures: For Deribit, their futures expire at 0800UTC and the ticker will show the date of expiration. For example, BTC27H20's expiration is the 27th of March, 2020, at 0800UTC. For BitMEX, their futures expire at 1200UTC and have the same expiration dates. www.deribit.com "3 and 6 months quarterly of the March, June, September, December cycle; Quarterly futures expire the last Friday of each calendar quarter at 08.00 UTC." www.bitmex.com Archived page here: archive.is "This contract settles on the .BXBT30M Index value as of the Jun 26, 5:00 AM (12:00:00 PM UTC)." Once the June 2020 contract does expire you can always replace "XBTM20" with the currently running contract. Notes on futures charts that never expire: For OKEx, their futures charts are continuous, meaning that the indicator's values won't be accurate past prior expirations. This will be the same for other continuous futures charts such as BTC1!. This is because they are displaying previously expired contracts combined together.
Pine Script®指標
由NeoButane提供
2
XBT Contango Calculator v3Since creating the first version of the XBT Contango Calculator, I found that the first version is good a calculating contango and backwardation in real time, however does not do a good job of capturing historical data of brief moves. Since backwardation moves are often brief, and since the first version Contango Calc was based on candlestick closes, it did not do a good job of recording the move after it occurred. It took me a couple versions to try and fix this an eventually settled on version 3 which I have been using on my own for the last few months. You can see in the comparison chart above it does a much better job of capturing backwardation moves and extreme contango. Below is a comparison of how it performed vs. Version 1 during December futures XBTZ19 In addition I have added high/low lines that can be used to understand the amount that futures premium/discount has moved in a specific time frame. For example, the big drop Bitcoin had on September 24th, XBTZ19 went from +$273 contango to -$247 backwardation = $520 move! This move was in addition to the spot price move which was almost -$1,700 from high to low and -$1,100 from open to close. See below: The high/low lines can also be removed from the chart by unchecking a box in the input tab. The last update is the ability to lock the spot price to be XBT (index) no matter what chart you pull up. This can be useful if evaluation XBT futures correlation to other bitcoin derivatives such as GBTC or CME futures. You can also disable this feature in the input tab, which will then just calculate based on the current chart you are viewing. Current Contracts (December 2019) Blue = XBTM20 Orange = XBTH20
Pine Script®指標
由SchamBTC提供
7
Live Mini Terminal 3 : Relative Forex & Futures Change DataThis script displays relative data changes occurring in the adjustable period and/or adaptive automatic period in the rest liquid futures. It was inspired by the data terminals used by commercial traders. Period selection can be set in the menu. This script uses the adaptive period algorithm used by Autonomous LSTM and Relativity scripts. Or you can set the period manually from the menu. For more information about adaptive period: This script works only for 1 day (1D) and 1 week (1W) time frames. Since COT data is used, the most efficient time frame is 1 week (1W) . Features Value changes on a percentage basis (%) Commitment of Traders position changes on a percentage basis : Net position percentage is calculated as Short - Long and there is no inverse relationship. Direct relationship is provided. Due to the advantage of movement, future data were drawn instead of spot values on the required instruments. The script provides the opportunity to comment on all major and minor Forex parities with liquid futures. INSTRUMENTS Euro Futures (EURUSD) British Pound Futures (GBPUSD) Canadian Dollar Futures (CADUSD) Swiss Franc Futures (CHFUSD) Australian Dollar Futures (AUDUSD) New Zealand Dollar Futures (NZDUSD) Corn Futures Soybeans Futures Sugar Futures Wheat Futures Copper Futures (XCU) Platinum Futures (XPT) Position Change InfoPanel Position definition for the related instruments and data were taken and the calculations were made. USAGE The script can be used as an indicator by putting it under the chart as shown above. It is necessary to enlarge to see clearly. Since it is not often looked at, such use under chart is the best method for healthy interpretation. Regards.
Pine Script®指標
由Noldo提供
Syminfo.TypeHello traders Earlier this week I discovered a new built-in variable called syminfo.type What is it for? This variable returns the type of the current symbol. Possible values are cfd, stock, futures, indices, forex, crypto, fund. Cool bro but... should we care? Well... we all should. Imagine you have a generic script and you want a different configuration whether you're trading FOREX or Crypto . I designed a dummy example in that script that will preset the inputs according to the asset type from the chart. Here I want 12/26/9 for forex and 20/50/50 for crypto - 30/60/90 otherwise Quick caveat It seems that for any crypto asset, syminfo.type returns "bitcoin". TradingView will fix it at some point but wanted to give you the heads-up regardless Enjoy and all the BEST ^^ -- Dave
Pine Script®指標
由Daveatt提供
9
NCTA Trend BiasTrend Bias The NCTA Trend Bias indicator is designed to show traders the overall directional bias of the market. It is excellent in short 1, 3, and 5 minute timeframes for futures traders and short term options traders. Longer timeframes such as the 5, 10, and 30 minute timeframes work well for options traders. This indicator is used by displaying it twice on the chart. For 1, 3, and 5 minute charts, one of the Trend Bias indicators is set at Fast and the other is set at Medium. For 30 min or higher charts, one Trend Bias Indicator is set at Medium and the other one is set at Slow. The indicator consists of three trend lines; a fast signal, a medium signal, and a slow signal. There is a possible trade entry when the fast signal crosses either the medium and/or slow signals. HOW TO USE: The most effective way to use this indicator is to have it displayed twice, using the settings described above for the relevant chart timeframe. When both indicators show the fast line (blue line) crossing above the medium (red) or the slow (green) line, it implies an opportunity to go long or buy a call. When both indicators show the fast line crossing below the medium and/or slow line, it implies an opportunity to go short or buy a put. The Trend Bias Indicator also provides a powerful directional bias entry when used in alignment with the Awesome Oscillator. Green AO aligned with a long Trend Bias entry or red AO aligned with a short Trend Bias entry. For information on gaining access to this indicator, please see the link below in our signature field. RTYZ2019 NASDAQ:AMZN
Pine Script®指標
由NewCycleTrading提供
ANN Forecast MACD [Noldo] In this script, I tried to convert ANN MACD to MACD Forecast. It took me quite a while, but it was fun. After selecting the ticker, select the instrument from the menu and the system will automatically turn on the appropriate Forecast MACD system. The system is trained with ANN values ​​of ANN MACD 25 in 1. But because the system is overloaded, only the most popular instruments are left. The others were unfortunately eliminated. The only difference is that it was built on the forecast algorithm of my own creation. The Forecast algorithm is not open-source. The codes are a nice framework for some of my most valuable systems about ANN . (Working on them. ) But I'm never remove this script. You can use it forever for free. As you can see in the presentation, although it is in the same period, it is more accurate and agile than normal MACD. I think even a bar is important in trade. For those who don't see that command,listed instruments with alternative tickers and error rates: WTI : West Texas Intermediate (WTICOUSD , USOIL , CL1! ) Average error : 0.007593 BRENT : Brent Crude Oil ( BCOUSD , UKOIL , BB1! ) Average error : 0.006591 GOLD : XAUUSD , GOLD , GC1! Average error : 0.012767 SP500 : S&P 500 Index ( SPX500USD , SP1! ) Average error : 0.011650 EURUSD : Eurodollar ( EURUSD , 6E1! , FCEU1!) Average error : 0.005500 ETHUSD : Ethereum ( ETHUSD , ETHUSDT ) Average error : 0.009378 BTCUSD : Bitcoin ( BTCUSD , BTCUSDT , XBTUSD , BTC1! ) Average error : 0.01050 GBPUSD : British Pound ( GBPUSD , 6B1! , GBP1!) Average error : 0.009999 USDJPY : US Dollar / Japanese Yen ( USDJPY , FCUY1!) Average error : 0.009198 USDCHF : US Dollar / Swiss Franc ( USDCHF , FCUF1! ) Average error : 0.009999 USDCAD : Us Dollar / Canadian Dollar ( USDCAD ) Average error : 0.012162 SOYBNUSD : Soybean ( SOYBNUSD , ZS1! ) Average error : 0.010000 CORNUSD : Corn ( ZC1! ) Average error : 0.007574 NATGASUSD : Natural Gas ( NATGASUSD , NG1! ) Average error : 0.010000 SUGARUSD : Sugar ( SUGARUSD , SB1! ) Average error : 0.011081 WHEATUSD : Wheat ( WHEATUSD , ZW1! ) Average error : 0.009980 XPTUSD : Platinum ( XPTUSD , PL1! ) Average error : 0.009964 XU030 : Borsa Istanbul 30 Futures ( XU030 , XU030D1! ) Average error : 0.010727 VIX : S & P 500 Volatility Index (VX1! , VIX ) Average error : 0.009999 ES : S&P 500 E-Mini Futures ( ES1! ) Average error : 0.010709 SSE : Shangai Stock Exchange Composite (Index ) ( 000001 ) Average error : 0.011287 XRPUSD : Ripple (XRPUSD , XRPUSDT ) Average error : 0.009803 Extras : - Crossover and crossunder alerts - Switchable barcolor NOTE : Australian Dollar / US Dollar (AUDUSD ) removed due to high average error. (Average error > 0.013 ) Timeframe advice : I suggest you to use that system TF >= 1D My favorite is 1 week bars. (1W) Info about forecast series : www.sciencedirect.com Special thanks : Special thanks to dear wroclai for his great effort .
Pine Script®指標
由Noldo提供
ANN MACD : 25 IN 1 SCRIPTIn this script, I tried to fit deep learning series to 1 command system up to the maximum point. After selecting the ticker, select the instrument from the menu and the system will automatically turn on the appropriate ann system. Listed instruments with alternative tickers and error rates: WTI : West Texas Intermediate (WTICOUSD , USOIL , CL1! ) Average error : 0.007593 BRENT : Brent Crude Oil (BCOUSD , UKOIL , BB1! ) Average error : 0.006591 GOLD : XAUUSD , GOLD , GC1! Average error : 0.012767 SP500 : S&P 500 Index (SPX500USD , SP1!) Average error : 0.011650 EURUSD : Eurodollar (EURUSD , 6E1! , FCEU1!) Average error : 0.005500 ETHUSD : Ethereum (ETHUSD , ETHUSDT ) Average error : 0.009378 BTCUSD : Bitcoin (BTCUSD , BTCUSDT , XBTUSD , BTC1!) Average error : 0.01050 GBPUSD : British Pound (GBPUSD,6B1! , GBP1!) Average error : 0.009999 USDJPY : US Dollar / Japanese Yen (USDJPY , FCUY1!) Average error : 0.009198 USDCHF : US Dollar / Swiss Franc (USDCHF , FCUF1! ) Average error : 0.009999 USDCAD : Us Dollar / Canadian Dollar (USDCAD) Average error : 0.012162 SOYBNUSD : Soybean (SOYBNUSD , ZS1!) Average error : 0.010000 CORNUSD : Corn (ZC1! ) Average error : 0.007574 NATGASUSD : Natural Gas (NATGASUSD , NG1!) Average error : 0.010000 SUGARUSD : Sugar (SUGARUSD , SB1! ) Average error : 0.011081 WHEATUSD : Wheat (WHEATUSD , ZW1!) Average error : 0.009980 XPTUSD : Platinum (XPTUSD , PL1! ) Average error : 0.009964 XU030 : Borsa Istanbul 30 Futures ( XU030 , XU030D1! ) Average error : 0.010727 VIX : S & P 500 Volatility Index (VX1! , VIX ) Average error : 0.009999 YM : E - Mini Dow Futures (YM1! ) Average error : 0.010819 ES : S&P 500 E-Mini Futures (ES1! ) Average error : 0.010709 GAZP : Gazprom Futures (GAZP , GZ1! ) Average error : 0.008442 SSE : Shangai Stock Exchange Composite (Index ) ( 000001 ) Average error : 0.011287 XRPUSD : Ripple (XRPUSD , XRPUSDT ) Average error : 0.009803 Note 1 : Australian Dollar (AUDUSD , AUD1! , FCAU1! ) : Instrument has been removed because it has an average error rate of over 0.13. The average error rate is 0.1850. I didn't delete it from the menu just because there was so much request, You can use. Note 2 : Friends have too many requests, it took me a week in total and 1 other script that I'll share in 2 days. Reaching these error rates is a very difficult task, and when I keep at a low learning rate, they are trained for a very long time. If I don't see the error rate at an average low, I increase the layers and go back into a longer process. It takes me 45 minutes per instrument to command artificial neural networks, so I'll release one more open source, and then we'll be laying 70-80 percent of the world trade volume with artificial neural networks. Note 3 : I would like to thank wroclai for helping me with this script. This script is subject to MIT License on behalf of both of us. You can review my original idea scripts from my Github page. You can use it free but if you are going to modify it, just quote this script . I hope it will help everyone, after 1-2 days I will share another ann script that I think is of the same importance as this, stay tuned. Regards , Noldo .
Pine Script®指標
由Noldo提供
21
COT Commercial Positions (Updated) This script aims to look at the markets from a manufacturer's point of view. Producers or large enterprises gradually sell their goods as the price increases. Because both the amount of product and position in their hands is too high, otherwise they can not find buyers, and they have to make a safe profit. Therefore, I have shown short positions in green and long positions in red. Blue is the net position formed by subtracting long positions from short positions. This script is created with the latest Quandl data number codes. Please let me know if you see a missing or a code update. I recommend using it in a weekly (1W) time frame. CAUTION : Since Bitcoin producer positions are very sparse, speculative long positions have been preferred in Bitcoin. If you're looking for Bitcoin, select Bitcoin from the menu. Regards.
Pine Script®指標
由Noldo提供
4