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Perpetual

Precision Trend Shot | JeffreyTimmermansPrecision Trend Shot The "Precision Trend Shot" Indicator is an advanced technical tool designed to provide a dynamic and adaptive view of market trends. By combining three core components—RSI Oscillator, LSMA ATR, and Adaptable Trend—this indicator delivers precise signals that help traders identify market direction, volatility, and potential trend reversals. The calculated total score, derived from these components, provides a clear, actionable view of market conditions. Key Features Multi-Component Analysis: Integrates three key indicators (RSI, LSMA ATR, and Adaptable Trend) for a comprehensive view of market trends. Dynamic Trend Classification: Categorizes market states as "Bullish" or "Bearish", based on a combined score. Standard Deviation Bands: Displays standard deviation bands around the score line for enhanced volatility visualization. Gradient Background Coloring: Visually highlights market phases with gradient colors, aiding quick interpretation. Customizable Visuals: Offers extensive settings for coloring, background gradients, and signal visibility. Real-Time Alerts: Generates alerts for significant trend changes or transitions between market states. Inputs & Settings RSI Settings: RSI Source: Default: Close price. Defines the data source for RSI calculation. RSI Length: Default: 10. Sets the period for calculating RSI. LSMA ATR Settings: LSMA Source: Default: Close price. Defines the data source for LSMA calculation. LSMA Length: Default: 21. Sets the period for calculating the Least Squares Moving Average. ATR Length: Default: 12. Sets the period for calculating the Average True Range. Adaptable Trend Settings: Trend Length: Default: 5. Sets the period for calculating the trend. Smoothing Length: Default: 5. Controls the smoothing of trend volatility. Sensitivity: Default: 1.5. Adjusts the sensitivity of trend bands. Standard Deviation Settings: Enable Standard Deviation Bands: Default: True. Toggles the display of standard deviation bands. Standard Deviation Length: Default: 20. Sets the period for standard deviation calculation. Standard Deviation Multiplier: Default: 2.0. Adjusts the width of the bands. Smoothing Length: Default: 5. Controls the smoothing of standard deviation bands. Visual Settings: Enable Candle Coloring: Default: True. Colors candles based on market state (Bullish or Bearish). Enable Background Gradient: Default: True. Applies gradient coloring to the background based on trend direction. Score Line Colors: Customize colors for bullish or bearish score lines. Calculation Process RSI Calculation: Computes the Relative Strength Index (RSI) of the selected source data. Signals bullish (RSI > 50) or bearish (RSI < 50) conditions. LSMA ATR Calculation: Computes LSMA for trend direction and ATR for volatility measurement. Generates buy and sell signals based on crossover and crossunder of ATR bands. Adaptable Trend Calculation: Calculates dynamic trend levels using EMA and standard deviation bands. Classifies trend states as Bullish or Bearish. Combined Signal Calculation: Averages the signals from RSI, LSMA ATR, and Adaptable Trend to generate a total score. Classifies the market as "Bullish" or "Bearish" based on this score. Standard Deviation Bands: Plots standard deviation bands around the combined signal for enhanced volatility analysis. Gradient Background Coloring: Colors the chart background based on the identified market state (Bullish or Bearish). How to Use the Precision Trend Shot Indicator Identifying Market States: Bullish Market: Total score > 0, gradient background green. Bearish Market: Total score < 0, gradient background red. Confirming Signals: Use RSI and LSMA ATR signals for early indications. Use Trend Recon for confirming longer-term trend direction. Visualizing Volatility: Standard deviation bands highlight potential reversal zones. Dynamic Alerts The Precision Trend Shot Indicator includes a robust alert system for real-time market transitions: Bullish to Bearish: Market shifts from a bullish to bearish trend. Bearish to Bullish: Market shifts from a bearish to bullish trend. Conclusion The Precision Trend Shot Indicator is an advanced, versatile tool for identifying market trends, visualizing volatility, and generating actionable signals. With customizable settings, dynamic alerts, and clear visual representation, it is an essential addition to any trader’s toolkit. -Jeffrey
Pine Script®指標
由JeffreyTimmermans提供
Spot Vs Perp PremiumThis indicator visualizes the price premium or discount between spot and perpetual futures markets for any crypto asset, using data from Binance, OKX, and Bybit. It helps traders track sentiment shifts, uncover arbitrage signals, and identify potential short-term reversals or continuation moves based on how aggressively traders are positioned in derivatives relative to the spot market. What It Does - Calculates the premium: The difference between spot price and perp price is shown as a histogram. A positive premium (spot > perp) suggests cautious or bearish perp traders, while a negative premium (perp > spot) may indicate aggressive long positioning or speculative activity. Supports multiple venues: You can toggle between Binance, OKX, Bybit, or view a 3-exchange average for a more smoothed view. Automatic pair detection: The script auto-detects the base and quote currency from your active chart, dynamically tracking the correct spot and perp contracts for the asset you're analyzing. Invert option: Flip the calculation to view the perp premium instead of the spot premium, useful for comparing directional funding bias or for personal preference in visual analysis. Optional moving average: Smooth the premium signal over time to track sustained shifts in sentiment and filter out noise. Table display: Displays the real-time premium value in the corner of the chart for clarity. Why It's Useful This tool gives insight into derivatives trader behavior vs real market pricing. Spot prices reflect actual buying/selling of assets, while perpetual futures are often driven by speculation, leverage, and short-term positioning. When these diverge significantly, it often precedes market inflection points: - Perp trading above spot (negative premium): excessive long exposure, potential for mean reversion or liquidations. - Perp trading below spot (positive premium): risk-off behavior or hedging, potential for squeeze or unwind. You can use this indicator to: - Anticipate liquidation-driven moves - Spot early signs of trend exhaustion - Confirm breakout strength with perp alignment - Monitor crowd positioning in real-time Inputs - Exchange – Select from Binance, OKX, Bybit, or average all three - Inverse Premium – Flip the calculation to see perp - spot instead - Show MA – Overlay a moving average for premium smoothing - Show Table – Toggle live premium table display - MA Period – Customize the smoothing window Enjoy! Please comment and like!
Pine Script®指標
由traderview2提供
3
BINANCE-BYBIT Cross Chart: Spot-Perpetual CorrelationName: "Binance-Bybit Cross Chart: Spot-Perpetual Correlation" Category: Scalping, Trend Analysis Timeframe: 1M, 5M, 30M, 1D (depending on the specific technique) Technical analysis: This indicator facilitates a comparison between the price movements shown on the Binance spot chart and the Bybit perpetual chart, with the aim of discerning the correlation between the two charts and identifying the dominant market trends. It automatically generates the corresponding chart based on the ticker selected in the primary chart. When a Binance pair is selected in the main chart, the indicator replicates the Bybit perpetual chart for the same pair and timeframe, and vice versa, selecting the Bybit perpetual chart as the primary chart generates the Binance spot chart. Suggested use: You can utilize this tool to conduct altcoin trading on Binance or Bybit, facilitating the comparison of price actions and real-time monitoring of trigger point sensitivity across both exchanges. We recommend prioritizing the Binance Spot chart in the main panel due to its typically longer historical data availability compared to Bybit. The primary objective is to efficiently and automatically manage the following three aspects: - Data history analysis for higher timeframes, leveraging the extensive historical data of the Binance spot market. Variations in indicators such as slow moving averages may arise due to differences in historical data between exchanges. - Assessment of coin liquidity on both exchanges by observing candlestick consistency on smaller timeframes or the absence of gaps. In the crypto market, clean charts devoid of gaps indicate dominance and offer enhanced reliability. - Identification of precise trigger point levels, including daily, previous day, or previous week highs and lows, which serve as sensitive areas for breakout or reversal operations. All-Time High (ATH) and All-Time Low (ATL) levels may vary significantly across exchanges due to disparities in historical data series. This tool empowers traders to make informed decisions by leveraging historical data, liquidity insights, and precise trigger point identification across Binance Spot and Bybit Perpetual market. Configuration: EMA length: - EMA 1: Default 5, user configurable - EMA 2: Default 10, user configurable - EMA 3: Default 60, user configurable - EMA 4: Default 223, user configurable - Additional Average: Optional display of an additional average, such as a 20-period average. Chart Elements: - Session separator: Indicates the beginning of the current session (in blue) - Background: Indicates an uptrend (60 > 223) with a green background and a downtrend (60 < 223) with a red background. Instruments: - EMA Daily: Shows daily averages on an intraday timeframe. - EMA levels 1h - 30m: Shows the levels of the 1g-30m EMAs. - EMA Levels Highest TF: Provides the option to select additional EMA levels from the major timeframes, customizable via the drop-down menu. - "Hammer Detector: Marks hammers with a green triangle and inverted hammers with a red triangle on the chart - "Azzeramento" signal on TF > 30m: Indicates a small candlestick on the EMA after a dump. - "No Fomo" signal on TF < 30m: Indicates a hyperextended movement. Trigger Points: - Today's highs and lows: Shows the opening price of the day's candlestick, along with the day's highs and lows (high in purple, low in red, open in green). - Yesterday's highs and lows: Displays the opening price of the daily candlestick, along with the previous day's highs and lows (high in yellow, low in red). You can customize the colors in "Settings" > "Style". It is best used with the Scalping The Bull indicator on the main panel. Credits: @tumiza999: for tests and suggestions. Thanks for your attention, happy to support the TradingView community.
Pine Script®指標
由TheSocialCryptoClub提供
Aggregated Funding RateAFR - A tool designed for traders who demand real-time, comprehensive insights into funding rates across various exchanges. This script stands out in its ability to aggregate and analyze funding rates from 9 different exchanges , offering unparalleled depth and breadth in market analysis. Key Features: Real-Time Monitoring Across Multiple Exchanges: Seamlessly tracks funding rates from top exchanges including Binance, Bybit, Bitmex, Bitget, OKX, and more, ensuring a broad market view. Sophisticated Algorithms for Accurate Calculations: Each exchange has unique algorithms for funding rate calculation. This script accounts for these variations, providing precise, reliable data. It is important to note that exact calculations are not possible on TradingView due to data limitations; there is no direct access to order books, so for some parts, generalizations have been made. Dual Modes for Enhanced Understanding: Standard Mode: Displays the current funding rate as is, for immediate insight. Annualized Mode: Projects the funding rate on an annual basis, offering a perspective on long-term trends and impacts. Weighted Analysis Options: Average Mode: Treats each exchange equally, providing a balanced overview. Weighted Mode: Adjusts the influence of each exchange based on their perpetual trading volume, offering a nuanced, market-relevant view. Customizable Exchange Selection: Users have the flexibility to include or exclude specific exchanges from the calculation, allowing for tailored analysis based on personal trading strategies. User-Friendly Visualization: The script features clear, intuitive plots and color-coded visuals to make data interpretation straightforward and effective. Versatility in Timeframes: Designed to be adaptable across any timeframe, this tool is equally effective whether you are looking at a 1-minute interval or longer durations. This makes it an indispensable tool for both high-frequency traders and those analyzing broader market trends. As always, use this indicator in tandem with other tools. This is a very useful indicator, but one should always rely on self-made, backtested and forward tested strategies
Pine Script®指標
由mezor13提供
3
Lines and Table for risk managementABOUT THIS INDICATOR This is a simple indicator that can help you manage the risk when you are trading, and especially if you are leverage trading. The indicator can also be used to help visualize and to find trades within a suitable or predefined trading range. This script calculates and draws six “profit and risk lines” (levels) that show the change in percentage from the current price. The values are also shown in a table, to help you get a quick overview of risk before you trade. ABOUT THE LINES/VALUES This indicator draws seven percentage-lines, where the dotted line in the middle represents the current price. The other three lines on top of and below the middle line shows the different levels of change in percentage from current price (dotted line). The values are also shown in a table. DEFAULT VALUES AND SETTINGS By default the indicator draw lines 0.5%, 1.0%, and 1.5% from current price (step size = 0.5). The default setting for leverage in this indicator = 1 (i.e. no leverage). The line closest to dotted line (current price) is calculated by step size (%) * leverage (x) = % from price. Pay attention to the %-values in the table, they represent the distance from the current price (dotted line) to where the lines are drawn. * Be aware! If you change the leverage, the distance from the closest lines to the dotted line showing the current price increase. SETTINGS 1. Leverage: set the leverage for what you are planning to trade on (1 = no leverage, 2 = 2 x leverage, 5 = 5 x leverage...). 2. Stepsize is used to set the distance between the lines and price. EXAMPLES WITH DIFFERENT SETTINGS 1) Leverage = 1 (no leverage, default setting) and step size 0.5 (%). Lines plotted at (0.5%, 1%, 1.5%, and –0.5%, –1%, –1,5%) from the current price. 2) Leverage = 3 and stepsize 0.5(%). Lines plotted at (1.5%, 3.0%, 4.5%, and –1.5%, –3.0%, –4.5%) from the current price. 3) Leverage = 3 and stepsize 1(%). Lines plotted at (3%, 6%, 9%, and –3%, –6%, –9%) from the current price. The distance to the nearest line from the current price is always calculated by the formula: Leverage * step size (%) = % to the nearest line from the current price.
Pine Script®指標
由TaTaTaCrypto提供
6
Perpetual American Options [Loxx]Perpetual American Options is Perpetual American Options pricing model. This indicator also includes numerical greeks. American Perpetual Options While there in general is no closed-form solution for American options (except for non-dividend-paying stock call options) it is possible to find a closed-form solution for options with an infinite time to expiration. The reason is that the time to expiration will always be the same: infinite. The time to maturity, therefore, does not depend on at what point in time we look at the valuation problem, which makes the valuation problem independent of time McKean (1965) and Merton (1973) gives closed-form solutions for American perpetual options. For a call option we have c = (X / (y1 - 1)) * ((y1 - 1)/y1 * S/X)^y1 where y1 = 1/2 - b/v^2 + ((b/v^2 - 1/2)^2 + 2*r/v^2)^0.5 If b >= r, then there is never optimal to exercise a call option. In the case of an American perpetual put, we have p = X/(1-y2) * (((y2 - 1) / y2) * S/X)^y2 where y2 = 1/2 - b/v^2 - ((b/v^2 - 1/2)^2 + 2*r/v^2)^0.5 In practice, one can naturally discuss if there is such a thing as infinite time to maturity. For instance, credit risk could play an important role: Even when you are buying an option from an AAA bank, there is no guarantee the bank will be around forever. b=r options on non-dividend paying stock b=r-q options on stock or index paying a dividend yield of q b=0 options on futures b=r-rf currency options (where rf is the rate in the second currency) Inputs S = Stock price. K = Strike price of option. T = Time to expiration in years. r = Risk-free rate c = Cost of Carry V = Variance of the underlying asset price cnd1(x) = Cumulative Normal Distribution cbnd3(x) = Cumulative Bivariate Normal Distribution nd(x) = Standard Normal Density Function convertingToCCRate(r, cmp ) = Rate compounder Numerical Greeks or Greeks by Finite Difference Analytical Greeks are the standard approach to estimating Delta, Gamma etc... That is what we typically use when we can derive from closed form solutions. Normally, these are well-defined and available in text books. Previously, we relied on closed form solutions for the call or put formulae differentiated with respect to the Black Scholes parameters. When Greeks formulae are difficult to develop or tease out, we can alternatively employ numerical Greeks - sometimes referred to finite difference approximations. A key advantage of numerical Greeks relates to their estimation independent of deriving mathematical Greeks. This could be important when we examine American options where there may not technically exist an exact closed form solution that is straightforward to work with. (via VinegarHill FinanceLabs) Things to know Only works on the daily timeframe and for the current source price. You can adjust the text size to fit the screen
Pine Script®指標
由loxx提供
Aggregated Perps Volume [daylad]Same thing as my aggregated spot volume indicator, but for crypto perpetual futures contracts (). Works with any crypto chart! No need to manually update symbols, this indicator will detect if there is a matching symbol and add it automatically! The price labels display the total volume per bar in USD. Pulls data for the following pairs (when available): BINANCE: + base_symbol + PERP BINANCE: + base_symbol + BUSDPERP BINANCE: + base_symbol + USDTPERP OKEX: + base_symbol + USDTPERP OKEX: + base_symbol + PERP FTX: + base_symbol + PERP PHEMEX: + base_symbol + USD BYBIT: + base_symbol + USD BYBIT: + base_symbol + USDT DERIBIT: + base_symbol + PERP HUOBI: + base_symbol + PERP BTSE: + base_symbol + PFC EXAMPLE -- If you're looking at the COINBASE:SOLUSD chart the indicator will automatically aggregate the volume from BINANCE:SOLPERP, FTX:SOLPERP...etc... BYBIT:SOLUSDT...etc... BTSE:SOLPFC. If an exchange does not have a corresponding pair, then that pair returns 0 and does not add to the total. If you have any questions feel free to ask. Happy trading!
Pine Script®指標
由daylad提供
MyTradePartnerMyTradePartner strategy makes the cryptocurrency markets buy and sell automatically. 5 stoploss, fixed profit take and stoploss level can be customized from strategy settings. There are 4 separate strategies that you can set in the strategy. First of them, there are strategies that decide long and short positions in accordance with your settings at the pivot levels, second of the super trend, third of the potential return levels, third of the up and down breaks. Pyramiding can offer multiple entry points. Strategy back tests can be adjusted to the desired time period and can be used as spot or term if desired. Frostybot is set to work fully compatible with js when the necessary inputs are made from these strategy settings. When installing an alarm for FROSTYBOT JS, the alarm message field is {{strategy.order.alert_message}}. FEATURES: -Fully compatibly with Frostybot -High Percent Profitable strategy up to %60 -İnclude five level Trailing Stoploss, fixed stoploss and takeprofit with position size management -include four strategy mentably in one strategy use one, use two or both -All settings are customizable. Create your unique strategy with settings.
Pine Script®策略
由Herif提供
4
Bitcoin Perpetual SwapsThis script track most important Bitcoin Perpetual Swaps vs SPOT (Coinbase). When strong green color emerge implies that Swaps are trading at premium to spot. When strong red color emerge implies that Swaps are trading at discount to spot. These information is useful because it give leading information towards where funding rates are heading. When trading at premium it will push towards Positive Funding Rates (Longs pay Shorts) When trading at discount it will push towards Negative Funding Rates (Shorts pay Longs) It's can also be used to give identify potential local tops or bots when values get too extreme.
Pine Script®指標
由D7R提供
2
BTC Multi Exchange Perpetual PremiumThis script tracks the premium/discount of Bitcoin perpetual contracts at various exchanges. The premium/discount is calculated against an index price. The index price is calculated from spot exchange prices and are weighted as follows: Bitstamp:28,81% Bittrex:5,5% Coinbase: 38,07% Gemini: 7,34% Kraken: 20,28 The difference between this script and other available scripts, is that exciting script seems to only focus on one exchange. This script is also open source.
Pine Script®指標
由egils75提供
4
Binance Z VolumeBTC perpetual volume on Binance is about 4x spot volume. Comparing spot and perpetual volumes could provide useful insights into market sentiment. Abnormal increases in the spot market could be associated with accumulation. Abnormal increases in the perpetual market, on the other hand, could predict volatility as well lows and highs. This script represents a Z-score of the volume of perpetual and 4xspot on Binance. High values above 0 mean that the volume is skewed towards perpetual contracts. Values below 0 mean that the volume is skewed towards spot contracts. Feel free to suggest changes and improvements of this script. Translated with www.DeepL.com (free version) BIO
Pine Script®指標
由FerdiHodler提供
3
Bitmex BTC Perpetual PremiumThis script tracks the premium of the Bitcoin Perpetual futures at Bimex exchange relative to 3 different reference prices. The difference between this script and already published scripts is that it tracks the premium relative to 3 different reference prices. This tends to produce slightly different results. This script is also open source, so you can verify the calculations, or use it as a basis for your own script. The 3 plots uses the following reference prices: Blue Area: Bitmex Index price, ticker: BITMEX:XBT Red line: Bitmex Perpetual Premium, ticker XBTUSDPI (This one is not used as reference, but simply plots the ticker*100) Orange line: The reference here is a price calculated by the tickers in trading view based on the Bitmex indices with weighing as follows: Bitstamp:28,81% Bittrex:5,5% Coinbase: 38,07% Gemini: 7,34% Kraken: 20,28 Please note that Bitmex changes the bases of its indices regularly. Bitmex might also "rule out" on of these exchanges if there is a short term problem.
Pine Script®指標
由egils75提供
2
FTX vs BitMex BTC Perp PremiumThis script compares FTX BTC/PERP (BTC perpetual futures contract) price to Binance BTC/USDT spot and colors it red. It also plots Bitmex's BTC perpetual futures compared to Binance spot and colors it blue. FTX = red Bitmex = blue Now you can easily see that you can get a 1% discount on FTX perpetuals when it is tanking. This tells you that you can set your limit buy orders extra low if you like to catch crashes. Also, you can see what your average trader on each platform is willing to pay above or below the spot premium. In general you want to do the opposite of what the average trading is doing on these exchanges unless you're in the main bull or mania phase of the Bitcoin cycle. If you want to use Bitstamp or your favorite exchange it can be changed in the settings. Let me know if you find any settings that work well for you. May you profit and enjoy! :)
Pine Script®指標
由DavidBeckwith提供
1