Shows various basis percentages in a table and plots historical basis. Also has an alert function for backwardation events. Useful for tracking bullish/bearish sentiment in BTC futures markets.
*Currently displays March and June futures for the following exchanges: Bitmex, Binance, Deribit, Okex, and FTX
Also displays CME Continuous Next Contract. All of the...
Original credits goes to @Hayemaker, and @NeoButane for the TWAP portions of this script
By @davewhiiite, 2021-03-27
Summary: The funding rate is the interest charged / credited to a perpetual futures trader for taking a long or short position. The direction of the funding rate is used as an indicator of trader sentiment (+ve = bullish; -ve =...
This 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...
This indicator shows the future BTC premiums on FTX.
The purple area is the Daily December Futures contract subtracted by the current price.
The blue area is the Daily September futures contract subtracted by the current price.
The green area is the Daily June futures contract subtracted by the current price.
You can use this to try and understand market...
This script utilized some new functions in Pine Script, which compares the correlation between the current symbol to a basket of crypto indexes that are listed on the FTX exchange.
By tracking these indexes we can gauge the reaction across markets that have a different market cap. By that I mean we can have a better idea about where the money is flowing into a...
The idea is the following; you can easily chart the FTX perp indices against (currently) two baselines, ETH & BTC.
I always choose ETH since it is way harder to outperform ETH at the moment. Doing this helps me see certain trends and/or fractal that might happen again in the future.
Since I already made D.A.M (Defi against Majors / Pricing Defi categories...
Compare the strength of the assets:
on the FTX echange.
If the timeframe is < 1hr the indicator resets every funding round (8 hrs)
If the timeframe is > 1hr the indicator resets every week
As of publishing, all the tickers from FTX with the word "index" in it, plus bitcoin.
This is your regular ADL except instead of hundreds in the basket you've got them condensed into 7 (for now) and in open/close candle form instead of a line.
I'm a bit disappointed because I thought I'd lever more utility from indexes. It may just need some tweaking.