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스크립트에서 "open interest"에 대해 찾기

Liquidation Ranges + Volume/OI Dots [Kioseff Trading]Hello! Introducing a multi-faceted indicator "Liquidation Ranges + Volume Dots" - this indicator replicates the volume dot tools found on various charting platforms and populates a liquidation range on crypto assets! Features Volume/OI dots populated according to user settings Size of volume/OI dots corresponds to degree of abnormality Naked level volume dots Fixed range capabilities for volume/OI dots Visible time range capabilities for volume/OI dots Lower timeframe data used to discover iceberg orders (estimated using 1-minute data) S/R lines drawn at high volume/OI areas Liquidation ranges for crypto assets (10x - 100x) Liquidation ranges are calculated using a popular crypto exchange's method # of violations of liquidation ranges are recorded and presented in table Pertinent high volume/OI price areas are recorded and presented in table Personalized coloring for volume/OI dots Net shorts / net long for the price range recorded Lines shows reflecting net short & net long increases/decreases Configurable volume/OI heatmap (displayed between liquidation ranges) And some more (: Liquidation Range The liquidation range component of the indicator uses a popular crypto exchange's calculation (for liquidation ranges) to populate the chart for where 10x - 100x leverage orders are stopped out. The image above depicts features corresponding to net shorts and net longs. The image above shows features corresponding to liquidation zones for the underlying coin. The image above shows the option to display volume/oi delta at the time the corresponding grid was traded at. The image above shows an instance of using the "fixed range" feature for the script. *The average price of the range is calculated to project liquidation zones. *Heatmap is calculated using OI (or volume) delta. Huge thank you to Pine Wizard @DonovanWall for his range filter code! Price ranges are automatically detected using his calculation (: Volume / OI Dots Similar to other charting platforms, the volume/OI dots component of the indicator distinguishes "abnormal" changes in volume/OI; the detected price area is subsequently identified on the chart. The detection method uses percent rank and calculates on the last bar of the chart. The "agelessness" of detection is contingent on user settings. The image above shows volume dots in action; the size of each volume dot corresponds to the amount of volume at the price area. Smaller dots = lower volume Larger dots = higher volume The image above exemplifies the highest aggression setting for volume/OI dot detection. The table oriented top-right shows the highest volume areas (discovered on the 1-minute chart) for the calculated period. The open interest change and corresponding price level are also shown. Results are listed in descending order but can also be listed in order of occurrence (most relevant). Additionally, you can use the visible time range feature to detect volume dots. The feature shows and explains how the visible range feature works. You select how many levels you want to detect and the script will detect the selected number of levels. For instance, if I select to show 20 levels, the script will find the 20 highest volume/OI change price areas and distinguish them. The image above shows a narrower price range. The image above shows the same price range; however, the script is detecting the highest OI change price areas instead of volume. * You can also set a fixed range with this feature * Naked levels can be used Additionally, you can select for the script to show only the highest volume/ OI change price area for each bar. When active, the script will successively identify the highest volume / OI change price area for the most recent bars. Naked Levels The image above shows and explains how naked levels can be detected when using the script. And that's pretty much it! Of course, there're a few more features you can check out when you use the script that haven't been explained here (: Thank you again to @DonovanWall Thank you to @Trendoscope for his binary insertion sort library (: Thank you to @PineCoders for their time library Thank you for checking this out!
Pine Script® 인디케이터
KioseffTrading의
61
ICT Commitment of Traders° by toodegreesDescription: The Commitment of Traders (COT) is a valuable raw data report released weekly by the Commodity Futures Trading Commission (CFTC). This report offers insights into the current long and short positions of three key market entities: Commercial Traders ( usually represented in red ) Large Traders ( typically depicted in green ) Small Speculator Traders ( commonly shown in blue ) The concept of utilizing the COT data as a strategic trading tool was first introduced by Larry Williams, who emphasized the importance of monitoring Commercial Speculators – large corporate producers or consumers of commodities. The Inner Circle Trader (ICT) prompts us to delve deeper into this data. While we can easily determine their Net Position (also referred to as the Main Program) by subtracting Commercial Short Positions from the Commercial Long Positions, this calculation doesn't reveal their ongoing Hedge Program . Merely following the Main Program won't provide a trading edge. Aligning with the Hedge Program can be an invaluable weapon in your trading arsenal. The Commercial Speculators' Hedge Program can be unveiled by examining the highest and lowest reading of their Net Position over a chosen time period and setting a new "zero line" between these extremes. This process generates a novel "COT Graph" providing a detailed understanding of the Commercial Speculators' current market activity. When the Hedge Program, Seasonality, and Open Interest are cross-referenced with Institutional Orderflow, a trader can construct a very clear medium-to-long-term market narrative. Features: Access COT Data for the Commercial Speculators via Tradingview's reliable data source Automate calculations and display the 3-month, 6-month, 12-month, 2-year, and 3-year Hedge Program Define your own Custom Time Range for the Hedge Program Display the Main Program and all Hedge Programs in an easy-to-understand table format Additionally, by following the included instructions, you can augment your table with COT data from multiple markets. This extra information can help monitor correlated markets and develop a more robust market narrative:
Pine Script® 인디케이터
toodegrees의
23
Binance Auto Spot-Futures Premium/Discount -CheThis Script is based in the 2020 @Plumptoiletduck script Special thanks to @tartigradia for the Auto Detect code for the Binance pair. It tells us the difference in price between Spot and Perpetual Futures. Now I incorporated the function that automatically detects the pair we are in to show the premium/discount of that pair. You never need to select the currency you are in the script anymore! It is specially designed for Binance coins, it includes all perpetuals. How to use it? Usually if the Futures are higher than the Spot it indicates that we are in an over exposure zone of longs in futures. If the spot is cheaper than the futures it means that the futures are more fearful. You can use this script with an Open Interest script to get an idea of what is going on. Other examples:
Pine Script® 인디케이터
Che_Trader의
2
LibraryCOTLibrary "LibraryCOT" This library provides tools to help Pine programmers fetch Commitment of Traders (​COT) data for futures. rootToCFTCCode(root)   Accepts a futures root and returns the relevant CFTC code.   Parameters:      root : Root prefix of the future's symbol, e.g. "ZC" for "ZC1!"" or "ZCU2021".   Returns: The part of a COT ticker corresponding to `root`, or "" if no CFTC code exists for the `root`. currencyToCFTCCode(curr)   Converts a currency string to its corresponding CFTC code.   Parameters:      curr : Currency code, e.g., "USD" for US Dollar.   Returns: The corresponding to the currency, if one exists. optionsToTicker(includeOptions)   Returns the part of a COT ticker using the `includeOptions` value supplied, which determines whether options data is to be included.   Parameters:      includeOptions : A "bool" value: 'true' if the symbol should include options and 'false' otherwise.   Returns: The part of a COT ticker: "FO" for data that includes options and "F" for data that doesn't. metricNameAndDirectionToTicker(metricName, metricDirection)   Returns a string corresponding to a metric name and direction, which is one component required to build a valid COT ticker ID.   Parameters:      metricName : One of the metric names listed in this library's chart. Invalid values will cause a runtime error.      metricDirection : Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction". Valid values vary with metrics. Invalid values will cause a runtime error.   Returns: The part of a COT ticker ID string, e.g., "OI_OLD" for "Open Interest" and "No direction", or "TC_L" for "Traders Commercial" and "Long". typeToTicker(metricType)   Converts a metric type into one component required to build a valid COT ticker ID. See the "Old and Other Futures" section of the CFTC's Explanatory Notes for details on types.   Parameters:      metricType : Metric type. Accepted values are: "All", "Old", "Other".   Returns: The part of a COT ticker. convertRootToCOTCode(mode, convertToCOT)   Depending on the `mode`, returns a CFTC code using the chart's symbol or its currency information when `convertToCOT = true`. Otherwise, returns the symbol's root or currency information. If no COT data exists, a runtime error is generated.   Parameters:      mode : A string determining how the function will work. Valid values are: "Root": the function extracts the futures symbol root (e.g. "ES" in "ESH2020") and looks for its CFTC code. "Base currency": the function extracts the first currency in a pair (e.g. "EUR" in "EURUSD") and looks for its CFTC code. "Currency": the function extracts the quote currency ("JPY" for "TSE:9984" or "USDJPY") and looks for its CFTC code. "Auto": the function tries the first three modes (Root -> Base Currency -> Currency) until a match is found.      convertToCOT : "bool" value that, when `true`, causes the function to return a CFTC code. Otherwise, the root or currency information is returned. Optional. The default is `true`.   Returns: If `convertToCOT` is `true`, the part of a COT ticker ID string. If `convertToCOT` is `false`, the root or currency extracted from the current symbol. COTTickerid(COTType, CTFCCode, includeOptions, metricName, metricDirection, metricType)   Returns a valid TradingView ticker for the COT symbol with specified parameters.   Parameters:      COTType : A string with the type of the report requested with the ticker, one of the following: "Legacy", "Disaggregated", "Financial".      CTFCCode : The for the asset, e.g., wheat futures (root "ZW") have the code "001602".      includeOptions : A boolean value. 'true' if the symbol should include options and 'false' otherwise.      metricName : One of the metric names listed in this library's chart.      metricDirection : Direction of the metric, one of the following: "Long", "Short", "Spreading", "No direction".      metricType : Type of the metric. Possible values: "All", "Old", and "Other".   Returns: A ticker ID string usable with `request.security()` to fetch the specified Commitment of Traders data.
Pine Script® 라이브러리
ILuvMarkets의
1
.b pin-up symbolWhen trading cryptocoins, it is necessary to check the price trend of NASDAQ, BTC.D, BTC.OI, BTC spot or other coins of similar groups. However it is very cumbersome to put a comparison symbol in the Tradingview chart and combine individual indicators one by one. Moreover even with such a combination, the chart is messy and visibility is not good. This script was developed as a composite-solution to that situation, and will make you happy. - NQ1!, USTECH100CFD | symbol fixed - BTC.Dominance, BTC.OpenInterest, BTC symbol, others pin-up-symbol | selectable - Pin-up-symbol | selectable - Pin-up-symbol's candle chart - Trending * EMA 9,21,50,200 ribbon classic EMA * .b price line ; .b price = unique trending price with price-action + relative-volume-action + ATR * Dynamic S/R Cloud ; BB + donchian band + high/low + atr mixed custom-logic * VWWMA + .b price Shadow ; Volume-weighted WMA on .b price = unique MA faster than classic VWMA Trending shadow direction is not bad even on low-timeframe (1, 2, 3, 5m, 15m...) - Pattern * Harmonic Pattern ; A simplified version of the harmonic pattern indicator, simply show-up pattern complete position for reference only - adopted from HeWhoMustNotBeNamed's script. - Information Panel * BTC Dominance, BTC Open Interest, Pin-Up-Symbol price * Trend meter ; 5,15,30,1h,2h,4h Meter Calc with 1 minute-timeframe candles 5 = Green if the current price is higher than the price 5 minutes ago. 1h = Green if the current price is higher than the price 2 hours ago. 4h = Red if the current price is lower than the price 4 hours ago. * caution ; To use real-time chart of "CME_MINI:NQ1!" you have to additional subscribe CME data, default setting is 'NQ1!' , you can change to 'USTECH100CFD' * When you choose symbol which is closed trading hours, the script's update stopped. Even if the selected pin-up-symbol is on trading hours, the currently selected symbol's chart doesn't update. * recommended | chart setting > Appearance : Top margin 0%, Bottom margin 0% for optimized screen usage :) if you have any questions freely contact to me by message on tradingview, or telegram @sr_bt but please understand that responses may be quite late. ------------------------------------------------------------------------------------------------------------------------------------------------------------ copyright 2022 (sr_b) Special thanks to all of contributors of community. The script (originaly .b) may be freely distributed under the MIT license. The other classic script code also may be freely distributed under the MIT license. Simplified Harmonic script part | core adopted from 'Multi ZigZag Harmonic Patterns (HeWhoMustNotBeNamed)' MPL2.0 license
Pine Script® 인디케이터
sr_b의
7
TriautoETF(TQQQ) Short Strategy B1○ Objective. This is a strategy for the TQQQ NASDAQ:TQQQ short strategy in the TriAuto ETF . It is used as a hedging short rather than for profit-making purposes. Entry and close points are indicated. ○ Strategy The strategy is to hold a short position when the price falls below the moving average line, which is a market-conscious line that is rarely broken. The close (settlement) is determined by using the moving average. The moving average is based on the market-conscious QQQ NASDAQ:QQQ . This script is used on the daily chart of the TQQQ. It works as a hedge for long positions because open interest is held even at the major bottoms of the China and Corona shocks. The system is set up to quickly cut its losses even if the moving average is "tricked" into falling below the moving average.
Pine Script™ 전략
BBcom의
Commitment of Traders: Total█  OVERVIEW This indicator displays the Commitment of Traders (​COT) totals data for futures markets. █  CONCEPTS Commitment of Traders ​(​COT) data is tallied by the Commodity ​Futures Trading Commission (CFTC) , a US federal agency that oversees the trading of derivative markets such as futures in the US. It is weekly data that provides traders with information about open interest for an asset. The CFTC oversees derivative markets traded on different exchanges, so ​COT data is available for assets that can be traded on CBOT, ​CME, NYMEX, COMEX, and ICEUS. A detailed description of the COT report can be found on the CFTC's website . COT data is separated into three notable reports: Legacy, Disaggregated, and Financial. This indicator presents specific data from the COT Legacy report. The Total data details the positions held by various traders: Commercial Hedgers (traders registered with CFTC that use futures contracts in that particular commodity for hedging), Large Traders (traders registered with CFTC that do not hedge that particular commodity) and Small Traders (not registered with CFTC). Our other COT indicators are:  • Commitment of Traders: Legacy Metrics  • Commitment of Traders: Disaggregated Metrics  • Commitment of Traders: Financial Metrics █  HOW TO USE IT Load the indicator on an active chart (see here if you don't know how). By default, the indicator uses the chart's symbol to derive the COT data it displays. You can also specify a CFTC code in the "CFTC code" field of the script's inputs to display COT data from a symbol different than the chart's. The rest of this section documents the script's input fields. COT Selection Mode This field's value determines how the script determines which COT data to return from the chart's symbol: - "Root" uses the root of a futures symbol ("ES" for "ESH2020"). - "Base currency" uses the base currency in a forex pair ("EUR" for "EURUSD"). - "Currency" uses the quote currency, i.e., the currency the symbol is traded in ("JPY" for "TSE:9984" or "USDJPY"). - "Auto" tries all modes, in turn. If no COT data can be found, a runtime error is generated. Note that if the "CTFC Code" input field contains a code, it will override this input. Futures/Options Specifies the type of Commitment of Traders data to display: data concerning only Futures, only Options, or both. Display Determines the direction of the metrics requested from the CTFC report. CTFC Code Instead of letting the script generate the CFTC COT code from the chart and the "COT Selection Mode" input when this field is empty, you can specify an unrelated CFTC COT code here, e.g., 001602 for wheat futures. Look first. Then leap.
Pine Script® 인디케이터
TradingView의
20
BTC Net Volume Delta (Spot)One of my favorite indicators for trend analysis. We sum the volume from all significant BTC Spot exchanges and subtract the sell volume from the buy volume for a cumulative total. A futures version is also available but spot volume is more consistent for analysis. To follow trends you can buy when sell momentum is decreasing, and sell when buy momentum is decreasing. Do you have any ideas for monitoring sentiment or open interest across multiple exchanges? Message me and I will try to make it happen.
Pine Script® 인디케이터
jaggedsoft의
14