Trendmaster - Crypto Collated Open Interest OscillatorThe Crypto Collated Open Interest Oscillator collates Open Interest for Crypto Futures
Across the Crypto Exchanges and updated on the Daily Timeframe.
This is then smoothed to be actionable when massive Green structure on the oscillator
shows potentially a top before dumping and massive Red structure on the oscillator
Açık Faiz
HPI for crypto [ptt]The Herrick Payoff Index is designed to show the amount of money flowing into or out of a futures contract.
This indicator uses open interest (from Binance PERP like this BTCUSDTPERP_OI) from during its calculations, therefore, the pairs being analyzed must contain open interest data on Binance.
The indicator only works with USDT pairs! Like RVNUSDT, BTCUSDT... does not work with USD pairs!
The indicator works in two mode.
Index mode - when the values moving 0-100
In this case, if the value below 10, it shows the money is flowing out of the futures contract and near the local bottom. If the value above 90, it shows the money is flowing into the futures contract and near the local top.
(The two trigger can be modified, the default is low:10 and high:90)
Oscillator mode - when the values moving around the origo (0)
In this case, if the value above 0 (green), it shows the money is flowing into the futures contract, this is bullish
If the value below 0 (red), it shows the money is flowing out of the futures contract, this is bearish
Crypto Longs & Shorts (Multi Exchange) - InFinitoThis indicator uses data provided by different crypto derivative exchanges to estimate and display the potential Longs and Shorts opened and closed during a determined period. The indicator supports multiple exchanges and coins.
Knowing the the behavior of traders as in how they're positioning can be useful for different things like:
Get a sense of market sentiment
Better anticipating which way liquidity/stop hunts might potentially go.
All data is calculated based off OI data provided by exchanges except for Bitfinex which provides both Longs and Shorts opened and closed
Preset exchanges included are:
Bitfinex
Binance: USDT, USDPERP & BUSD pairs
Bitmex: USDT & USD pairs
Kraken
The indicator is preset to work with BTC but it can be easily changed to any coin by typing it's name (Capitalized) in the Coin Name box
OI/MC Ratio(Open Interest/Market Cap Ratio)Created the OI/MC Ratio (Open Interest/Market Cap Ratio), an indicator that can be frequently observed on other data sites but does not yet exist on TradingView.
The formula is as follows
Ratio = (OI/MC)*100
OI includes all currently available in TradingView.
It is also possible to exclude specific OIs on the settings screen.
====OI List====
〜Binance〜
BTCUSDTPERP
BTCPERP
BTCBUSDPERP
〜Kraken〜
BTCUSDPERP
〜Bitmex〜
XBTUSD
XBTUSDT
=============
Binance Big Open Interest Delta Change v2 Note: This script will only work properly with Binance Futures symbols.
This script simply looks at the open interest for the symbol you are currently viewing and determines if a large change in open interest has occurred, which triggers a background color alert.
It does this by comparing the absolute value of the range of the current open interest bar with a simple average (length set by user) of the past x range. The user also determines what is considered a 'large' change in open interest by setting a multiplier with which the current range must exceed compared to the average range in order to trigger an alert.
If the change in open interest is an increase in OI, the alert is blue, and if the change in open interest is a decrease, the alert is orange.
The open interest ticker that is used for calculation is derived by adding the current ticker and "_OI" so that it auto changes each time you switch to a new Binance futures contract.
Open Interest Delta OI Delta
This indicator aims to provide users an idea for OI changes intrabar referencing the LTF data, there will be some limitations as its limited to the LTF of 1minute maximum,
however there can be some insight provided regardless.
Below we can see an additional 2 modes,
Split:
Delta
The difference between the 3 modes include:
Split is a separation of the initial mode "Singular" it divides the 2 into separate axis positioning to allow for a different perspective of the same data.
Delta: Takes the difference of the 2 and makes it easier for users to see which side was in control, personally delta makes it easier to see DIVS in momentum and where exhaustion is occuring.
-Dev note, this was made alongside many other things so less testing was done do dm me anytime if theres any issues that need solving.
Open Interest Delta with MAs[Binance Perpetuals]!!!!! This indicator only shows Binance Perpetuals Open Interest Delta !!!!!
!!!!! When Binance Spot pair charts is selected, It still shows the perpetual contract Open Interest, if the pair on the chart is tradeble on perpetual contracts. I assume you know what Open Interest is. !!!!!
ZLEMA , Tillson, VAR MAs codes are coming from @KivancOzbilgic => SuperTrended Moving Averages
KAMA code is coming from @HPOTTER => Kaufman Moving Average Adaptive ( KAMA )
Open Interest Divergence (OI vs Price)This indicator show having increasing Open Interest but price still move in a range (Open Interest Divergence vs price).
It is same with Divergence of indicators as RSI Divergence, Macd Divergence, .... It is easy to understand.
Additional, with MA line OI, you can see the change of OI.
[VC] Wave Chart Index V1.0V.C Wave Chart Index
Richard D. Wyckoff created the first wave chart, and he instructed students to think in waves. He was an early 20th-century pioneer in the technical approach to studying the stock market and is considered one of the five "titans" of technical analysis, along with Dow, Gann, Elliott and Merrill.
V.C Wave Chart Index is the most comprehensive version of Wyckoff's theory. It is used to measure the strength & weakness of each market move by comparative data analysis. It draws waves on the chart based on Gann Swing theory. At the end of each wave, a label shows all the cumulative data & information of the wave.
With the help of this indicator, You can measure each swing or high/low movement of the market by comparing it with previous high/low price movements. The comparison can be made by using the following data of each wave.
Price Change
Volume Change
Delta Change
Delta % Change
Buy Volume
Sell Volume
Time Spent (Bar Counter)
V.C Wave Chart Index is not only an indicator but itself a unique & comprehensive tool kit to measure & compare each move of the market. This tool enables you to see deep inside each movement of the market. It allows you to observe the nitty-gritty data of each wave at the micro-level with your nacked eyes. With the help of Delta & (C.C) Close to Close Price Change, it is now easy to apply effort & result and cause & effect theory to your analysis. (total volume, buy volume, sell volume & delta % can also be used for comparative analysis)
V.C Wave Chart Index Properties
Price Change or (P.C): Shows the price Change of the Wave
Buy Volume (B.V): Shows the Cumulative Buy Volume of the Wave
Sell Volume (S.V): Shows the Cumulative Sell Volume of the Wave
Delta Volume (∆): Shows the Cumulative Buy - Sell Volume of the Wave
Delta % ∆ : Shows the Cumulative Delta % of the wave
Total Volume (T.V): Shows the Cumulative Total Volume of the Wave
Bar Count (B.C): Shows how much time it took to Complete the Wave
Swing Price: Shows the Reversal Price of the Wave
V.C Wave Chart Index Settings & Inputs Explained
Sensitivity (%): This input helps you adjust to the wave's steepness. 0.001 is my recommended value for all time frames.
Cumulation: This input helps you to control the length & formation of the wave: ( the fewer values = more wave formations & vice versa)
Wave Color: Allow you to change the color of the wave
Draw to Latest Candle: Allow you to show/hide the latest or real-time wave & data.
Divisor: Allow you to divide extensive numeric data into small numbers to read it easily.
Align Text: Allow you to align the text.
Size Text: Allow you to change the size of the text.
Display Toal Delta: Allow you to show or hide total Delta (∆).
Display Percentage Delta (%): Allow you to show or hide Delta (∆) %.
Color Wave Buy: Allow you to change the color.
Color Wave Sell: Allow you to change the color.
Display Total Volume (T.V): Allow you to show/hide total volume
Display Buy Volume (B.V): Allow you to show/hide buy volume
Display Sell Volume (S.V): Allow you to show/hide sell volume
Display Swing Price: Allow you to show/hide swing price
Display Swing Price Change (P.C): Allow you to show/hide price change
Display Close to Close Price Change (C.C): Allow you to show/hide close to close price changes. (previous wave close to current wave close) (recommended for comparative analysis)
P.C Format: Allow you to select the price formate
C.C Format: Allow you to select the price formate
Display Bar Counter (B.C): Allow you to show/hide the bar counter
Comparative Data Analysis Example in the light of Effort & Result Theory
A short explanation of the above analysis
On Wave A , the close to close price change (C.C) is $354 . (its the distance of price that price travelled from the low of the previous wave)
and price travelled this distance with 632 Delta (Delta is an effort which is used to travel the price)
On Wave B , close to close price change (C.C) is -$359 , almost the same distance as the previous wave. But for this distance price used 47% more Delta than the last wave. ( previous Delta is 632 , but current Delta is 931 that is 47% extra)
It indicates that sellers have put more effort in Wave B than Wave A . However, they got similar results as the previous wave. In other words
More Effort & Less Result = Reversal Sign
(that's why in the above example price reversed from a support level)
* Notice that Wave B is also on a key support area/level. And on key support or resistance area, this kind of comparative analysis can give an extra edge in your analysis.
Disclaimer Note:
V.C Wave Chart Index is not a BUY/SELL signal based indicator or a holy grail trading system.
It is purely Volume, Delta and comparative analysis based indicator. Before applying this indicator to your analysis, you should know about V.S.A, Volume, Delta & Spread.
Some basic understanding of Sir Richerd Wyckoff's Theory can also be helpful.
Derivative Effective Position [Auto+Binance] [Moto]Hello traders,
This indicator shows the effective/successful influence of perpetual contracts opening or closing via their respective side. i.e longs closing, longs, opening, shorts closing, or shorts opening. Realistically, we want to be considering which side of perpetual contracts are having a successful effect on the market to potentially avoid counter-trend trading, or to take advantage of it.
IMPORTANT: In order for this indicator to work properly/accurately you must be observing a Binance Perpetual future chart. The indicator detects which perpetual future symbol you're observing/trading and changes its comparative metrics accordingly. If you're observing some other chart, it will either be inaccurate or default to BTC open interest metrics. Avoid this error.
Depending on which direction price moves respective to which direction open interest moves, one can determine which side of the contracts are being opened or closed.
Due to Bitcoin having relative correlation to the other digital assets, it's own independent signals have been includes.
Signals include the four obvious participants for the observed asset, longs opening and closing for BTC, and important potential reversals for both the long side and short side of the observed chart, i.e longs opening into longs closing or shorts closing into shorts opening .
Filters for these signals include a standard RSI 50 midline bias, and a setting to filter out sequential signals, respective of observed asset or Bitcoin.
Alerts have not yet been included but will be included in an update.
OPAL - OmniHi, here is my Open Interest script for Market Activity analysis & chop spotting.
This indicator include : Open Interest, 6 EMAs based on OI, Regular and Hidden divergences with double pivot confirmation
OI Colors is gradient : momentums with power will turn to lighter colors, momentums without power will turn to darker colors
1) OI : Open Interest
Open interest is a measure of the Money Flow into a market.
Increasing open interest shows money coming into the market.
Decreasing open interest shows money flowing out of the market.
Calculation :
Open interest is a measure of market activity.
It's sometimes confused with volumes but it's different : OI moves on new contracts, while Volume moves on new trades/
For example, if a trader holds 100 contracts and sells it to another, OI will not change,
because there is no addition of new contracts in the market, but volume will change because 100 contracts have ben transferred.
2) EMAs & Cloud :
A bunch of 6 EMAs adapted on open interest, the last of the 6 EMAs ( EMA 6) forms a colored cloud with the OI Line
EMA 1 is the first filter for OI colors
EMA6 is the last filter for OI colors
3) Multi Divergences :
Divergence detection based on 2 pivot levels verification (taken from OPAL - Newton)
Plots Regular and Hidden Divergences
Filtered with EMA 6
4) Alerts:
Set alerts on Divergences, regular, hidden, or both
Set alerts on EMA1/EMA6 Crosses
Set alerts on OBV fast Crosses with EMA 1
Set alerts on OBV slow Crosses with EMA 6
This might help you to see when market activity is increasing or decreasing to anticipate volatility in your waves.
This is not a bounded indicator like RSI or stoch's
Stick with the trends : when market activity is rising on your side)
Everything is customizable, all the settings are unlocked
Wishing you success !
<o/
Here is the other indicator used on the chart, using the same template, based on On Balance Volumes:
Open InterestSimple indicator that shows the open interest of whatever crypto contract you're looking at in candlestick form.
If it doesn't show anything then Tradingview doesn't have the open interest data for that contract.
At the time of publishing there's data for Binance, Bitmex and Kraken.
You can change the colors in the settings.
Open Interest with Bollinger Bands and some moving averages!!! This indicator only shows Binance Perpetuals Open Interest !!!
!!!!! When Binance Spot pair charts is selected, It still shows the perpetual contract Open Interest, if the pair on the chart is tradeble on perpetual contracts. I assume you know what Open Interest is. !!!!!
ZLEMA, Tillson, VAR MAs codes are coming from @KivancOzbilgic => SuperTrended Moving Averages
WhaleCrew Crypto Open InterestUse Crypto Open Interest Data available on TradingView to your advantage.
Features
Auto-Detect Symbol (based on chart)
Preset Symbols (BTC, ETH, BNB, XRP, LUNA, ADA, SOL, AVAX and DOT)
Exchanges ( Binance and BitMex )
Inverse and USDT Pairs
Override Data Option to use any OI Data on TradingView
Customizable Candles
[Nekonyam] Auto Select Currency Binance Open InterestDisplays open interest in crypto currencies.
It automatically changes the open interest displayed according to the virtual currency displayed on the chart.
It works even if you are viewing an exchange other than Binance.
It shows open interest according to the base currency, so it works with BTCEUR and other currencies.
ETHBTC, for example, shows the open interest in ETH.
If you are viewing a currency that does not provide open interest from Binance to TradingView, it will not work.
It will not work if ETFs, CME futures, etc. are displayed. (such as GBTC or BTC1!)
仮想通貨のオープンインタレストを表示します。
チャートに表示している仮想通貨に合わせて自動で表示するオープンインタレストを変えます。
バイナンス以外の取引所を表示していても使えます。
ベース通貨に合わせてオープンインタレストを表示しているので、BTCEURなどでも使えます。
ETHBTCなどはETHのオープンインタレストが表示されます。
BinanceからTradingViewにオープンインタレストが提供されていない通貨を表示している場合は使えません。
ETFやCME先物などを表示している場合は使えません。(GBTCやBTC1!など)
Net Position - SpaceManBTCNet Position - SpaceManBTC
Provides traders with the positioning of existing participants.
Net Longs
Net Shorts
The indicator can be used to spot large positions occuring, e.g. large long positions, and how they can influence the market such as long positions opening towards a swing high can be seen, price moving away from said positions can lead to longs being squeezed when moving away.
The use can show when trend is strong, e.g. long positions opening in can be viewed as larger players getting involved in what is potentially an uptrend. The alternative use for playing against the market can be to consider opening longs when other long traders have been stopped out/short positions are opening freshly in the attempt to play to their liquidations.
Net Positions + SpaceManBTCNet Positions + SpaceManBTC
Includes 4 total features, for traders to help identify the positioning of participants.
Net Longs
Net Shorts
NL/NS
'CVD' Sessions
The indicator can be used to spot large positions occuring, e.g. large long positions, and how they can influence the market such as long positions opening towards a swing high can be seen, price moving away from said positions can lead to longs being squeezed when moving away.
Alternatively the diverging positions between Longs and Shorts can be useful,
This is bette represented in the 'CVD' replication feature.
The use of CVD can be done to show 3 things, Exhaustion, Absoprtion or strength.
Exhaustion and Absoprtion being shown with divergences.
Exhaustion in CVD is represented in, Higher highs in price but CVD produces a lower high (reverse for the opposite), this indicates a lack of participants in this case buyers which can signal a reversal.
Absorption in the case of CVD represented by, Higher highs in CVD but price produces a lower high, shows that aggressive buying and selling is being absorbed by the heavier hand in the market, limit orders. Likely reversion and has more weighting than exhuastion.
Strength can be represented with CVD following price e.g. an uptrend with higher highs and lows showing the same in CVD.
OI Profile Pro SpaceManBTCOI Profile Pro SpaceManBTC
The indicator provides a way to show the Open Interest Delta in relation to the price this occurs,
the increase and decrease will be reflected in the profile in a realtime display of the market providing trader insight as to what is occuring.
Users are granted options such as
HVN - Auto detects areas of High Open Interest
HVN/Liqs - Provides points of maximum likely liquidation areas
Historic Highlight - to highligh previous liqudation interaction points
Weighting - Determine profile weight relative to OI Delta
Spread - New calculation metric for the profile
Users can select their margin manually else the Auto settings for margin will do its job based on the chart selected, perp vs usdt.
All settings are set to auto with spaceman recommended defaults.
Liquidation points can be useful for Targets when taking a trade.
HVN/OI. Can be used as S/R dynamically as well as the OI develops throughout the session.
Historic Highlighting can be used for backtesting and displaying probability of likelyness for a target to be hit.
ToDo:
Additional display options
Improve HVN Calculation for efficiency
CDOI ProfileCumulative Delta of Open Interest Profile
This script lets you visualize where there were Open Interest build-ups and discharges on a price basis.
It only supports pairs where TradingView added the appropriate Open Interest data (at the time of posting that is only Binance and Kraken perpetual contracts)
The script uses my own functions to poll lower timeframe data and compile it into a higher timeframe profile. And as such, it needs some tweaking to adjust it to your timeframe until Tradingview lets me do it codewise (hopefully one day)
The instructions for using the Indicators are as follows:
Condition: How often a new profile should be generated
Sampling Rate and 1/Nth of the TF: These have to be calculated together to have a product that should correspond to the current timeframe in minutes. A few examples below
----------- Sampling - 1Nth of the TF
5 min ------- 5 --------------- 1
10 min ------ 10 ------------- 1
15 min ------ 5 --------------- 3
20 min ------ 10 ------------- 2
30 min ------ 10 -------------- 3
45 min ------- 9 -------------- 5
1 hour ------- 10 ------------- 6
4 hours ----- 10 -------------- 24
1 day -------- 10 ------------- 144
Transparency: This one is pretty self-explanatory but only applies to the Profile bars
% change for a bar: This one indicates how precise each bar will be, but if you go too low the script becomes too heavy and stop running
Bar limit: Limits the amounts of bars the script is run for (ae for the last 1000 bars). Lower = faster loading, too high will stop running
UI color: Color and transparency of the center line and the box surrounding the whole profile
WhaleCrew Binance Open InterestShows Open Interest of ANY Binance pair (BTCUSD, ETHUSD, ADAUSD, ...).
Inverse and USDT pairs
Preset-Pairs (BTC, ETH, XRP, ADA, SOL, DOT, ...)
Custom Candle Colors (candles can be turned off)
Open Interest Auto SpaceManBTCOpen Interest Auto SpaceManBTC
This is an extension to the script, it aims to provide the data in a less hands on way by providing the basis for automatic calculation on which symbol the data is being pulled from.
Changelog:
Automatic Data retrieval on a percoin basis.
Ability to hide or show symbol.
Coloring choices for the user.
Binance Open InterestIntro
A free and open source indicator that shows you open interest for Binance USDT and coin margin perpetual swap contracts, plotted as candlesticks.
Open interest means the total number of outstanding derivatives contracts, or in plain and simple English: the total amount of positions that traders have opened and still remain open.
Instructions
I've included data for a variety of cryptocurrencies that are quite popular right now.
However, since it's open source you can of course add any coin you want.
It's important to know that coin margin contracts have their open interest denominated in USD.
So if, for example, the ETH/USD perp shows a value of 470 million, that means 470 mil USD.
Tether margin contracts on the other hand are denominated in the coin itself.
So if, for example, the SOL/USDT perp shows a value of 1 million, that means 1 mil SOL worth of open contracts.
This is how the exchange created and denominated the contracts and I kept it this way to keep the data clean.
You could multiply that 1 mil SOL by the SOL price and it would show you the total open interest in USD terms of course, but that would make the candles look a bit funky.
If you look at the code you can see that for the coin margin contracts I've multiplied BTC open interest by a 100 and for altcoins I multiplied it by 10.
This is because of the Binance contract specifications, they use a multiplier of a 100 for bitcoin and altcoins have a multiplier of 10.
If you google "Binance Trading Rules of coin-margined Contracts" you'll find this info.
Some coins only have a USDT margin perp and not a coin margin perp.
YFI for example doesn't have a coin margin perp, but it is included in the list.
So if you select YFI and choose "coin margin" the indicator won't show anything.
The indicator still works, just select a different contract and you'll see open interest data appear again.
Access
It's free so just favourite it and you'll be able to add it to your chart and use it.
And it's also open source so you could just copy the code and make your own version of it.
Cheers.
Noncommercial long futures position to overall Open InterestThis is an indicator that gets data from Quandl and presents weekly CFTC futures data (www.cftc.gov). In this indicator, the noncommercial long/short positions are calculated as a percentage of overall Open Interest. This indicates the bullish/bearish sentiment of the market.