Percent Off All-time High tracks the percentage difference between the previous day’s closing price and the All-Time high price of the security’s entire price history. This metric tells you how far the price has deviated from/converged on the all-time high price.
Determining operating range is critical for trading. You *need* to sell in premium & buy in discount. This script determines an operating range by stepping back on an HTF timeframe to calculate that HTF candle's range. If the current candle in HTF breaks out, the range expands accordingly. The timeframe mapping I've used is Intraday & <= 2H : use Daily as...
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...
Calculates the Nav Premium/Discount for an asset given it's underlying value. I use it with ETHE/ETHUSD and GBTC/BTCUSD
This indicator takes the price of Bitcoin on Coinbase and the futures price on Mex, and compares it the average price of Bitcoin across other major exchanges. This essentials give us a spread at which Bitcoin is going for. In turn, this could be a possible tool to help determine market sentiment. This indicator was created for experimental purposes. Use at...
This script simply shows the premium (when positive) and discount (when negative) associated with ETCG as compared with its estimated NAV based on ETC underlying holdings. This will of course need to be updated frequently for accuracy, but it serves as a rough estimate for educational purposes.
This script simply shows the premium (when positive) and discount (when negative) associated with ETHE as compared with its estimated NAV based on ETH underlying holdings. This will of course need to be updated frequently for accuracy, but it serves as a rough estimate for educational purposes.
average bitcoin price used (average between bitfinex, coinbase, bitstamp, bittrex, and gemini). find current amount of bitcoin per share here: grayscale.co
I updated the GBTC premium percentage indicator to the average bitcoin price (average between bitfinex, coinbase, bitstamp, bittrex, and gemini). I also left this new script open so you can update the amount of bitcoin per share because it is always changing. you can find the amount of bitcoin per share at grayscale.co half way down on the left.
Script to display futures premium/discount vs basis; uses Bitmex XBTUSD 10.99% as basis vs XBTM18 and XBTU18 futures , but these are configurable.