// Futures Fomo - Tradingview.com
// Update by @ShaohuaLi to change from absolute diff to relative diff
// Update of @lastbattle script to account for OKCoin futures index scheme
study(title="OKCOIN3M Futures Premium", shorttitle="OKCOIN3M Futures Premium")
// Inputs from user
notifyRed = input(0, title="Sell warning") // when difference is > x
notifyGreen = input(0, title="Buy warning") // when difference is > x
timePerod = input(-1, title="Time period ", minval=1)
// Security
futures = security("OKCOIN:BTCUSD3M", period, close)
spot1 = security("BITFINEX:BTCUSD", period, close)
spot2 = security("OKCOIN:BTCUSD", period, close)
spot3 = security("OKCOIN:BTCCNY / FX:USDCNH", period, close)
spot4 = security("HUOBI:BTCCNY / FX:USDCNH", period, close)
spot5 = security("BTCCHINA:BTCCNY / FX:USDCNH", period, close)
spot6 = security("BITSTAMP:BTCUSD", period, close)
spot = (spot1+spot2+spot3+spot4+spot5+spot6) / 6
// Functions
isNotifyRed(difference) => difference > notifyRed
isNotifyGreen(difference) => difference < notifyGreen
// Val
difference = nz( nz(nz(futures) - nz(spot)) * 100 / nz(spot) )
// Plots
plot(difference, style=line, linewidth=1, color=isNotifyRed(difference) ? orange : isNotifyGreen(difference) ? green : black)
// Update by @ShaohuaLi to change from absolute diff to relative diff
// Update of @lastbattle script to account for OKCoin futures index scheme
study(title="OKCOIN3M Futures Premium", shorttitle="OKCOIN3M Futures Premium")
// Inputs from user
notifyRed = input(0, title="Sell warning") // when difference is > x
notifyGreen = input(0, title="Buy warning") // when difference is > x
timePerod = input(-1, title="Time period ", minval=1)
// Security
futures = security("OKCOIN:BTCUSD3M", period, close)
spot1 = security("BITFINEX:BTCUSD", period, close)
spot2 = security("OKCOIN:BTCUSD", period, close)
spot3 = security("OKCOIN:BTCCNY / FX:USDCNH", period, close)
spot4 = security("HUOBI:BTCCNY / FX:USDCNH", period, close)
spot5 = security("BTCCHINA:BTCCNY / FX:USDCNH", period, close)
spot6 = security("BITSTAMP:BTCUSD", period, close)
spot = (spot1+spot2+spot3+spot4+spot5+spot6) / 6
// Functions
isNotifyRed(difference) => difference > notifyRed
isNotifyGreen(difference) => difference < notifyGreen
// Val
difference = nz( nz(nz(futures) - nz(spot)) * 100 / nz(spot) )
// Plots
plot(difference, style=line, linewidth=1, color=isNotifyRed(difference) ? orange : isNotifyGreen(difference) ? green : black)
릴리즈 노트:
Update the BTC/LTC USD index calculation.
릴리즈 노트:
Updated to show BTC3M and ETH3M premiums.
BTC: orange(>0) / green (<0)
ETH: purple(>0) / blue (<0)
BTC: orange(>0) / green (<0)
ETH: purple(>0) / blue (<0)