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Futures Weekly Open RangeThe weekly opening range ( high to low ) is calculated from the open of the market on Sunday (1800 EST) till the opening of the Bond Market on Monday morning (0800 EST). This is the first and most crucial range for the trading week. As ICT has taught, price is moving through an algorithm and as such is fractal; because price is fractal, the opening range can be calculated and projected to help determine if price is trending or consolidating. As well; this indicator can be used to incorporate his PO3 concept to enter above the weekly opening range for shorts if bearish, or entering below the opening range for longs if bullish. This indicator takes the high and low of weekly opening range, plots those two levels, plots the opening price for the new week, and calculates the Standard Deviations of the range and plots them both above and below of the weekly opening range. These are all plotted through the week until the start of the new week. The range is calculated by subtracting the high from the low during the specified time. The mid-point is half of that range added to the low. The Standard deviation is multiples of the range (up to 10) added to the high and subtracted from the low. At this time the indicator will only plot the Standard deviation lines on the minutes time frame below 1 hour. Only the range and range lines will be plotted on the hourly chart.
Pine Script® göstergesi
Fractaldactyl tarafından
1
Really Key Levels█  OVERVIEW This indicator shows the most useful and universally used key trading levels (and only those) in a visually appealing way. Its originality lies in the fact that it was developed due to being unable to find an indicator that wasn't cluttered with other features or far less relevant levels, or one that would indicate the bar causing the level (i.e., not just using a horizontal line over the whole chart), or one that was well-programmed and didn’t frequently refresh for many seconds for no obvious reason, taking far too long to do so for such a seemingly simple indicator. █  FEATURES Shows the most frequently used key levels in a visually appealing way Indicates the bar that causes the level, with the line starting at that bar Works correctly and consistently on both RTH and ETH charts Lines can be optionally extended both left and right, if the user prefers Works with US/European stocks and US futures (at least) Configurable futures regular session (default time is for CME futures, e.g., ES/NQ, etc.) Users can configure line colour, style, and thickness Adjustable label locations to prevent overlap with other indicator labels Nice defaults that look good, and a well-contrasting label text colour Well-documented, high-quality, open-source code for those who are interested █  CONCEPTS The indicator shows the following levels by a line starting at the bar that causes them: Current Day RTH High/Low (visible and updated only during RTH; visible with no further updates in the post-market) Current Day RTH Open (only after the RTH open) Pre-Market High/Low (as it develops in the pre-market and fixed after RTH open) Previous Day RTH Close Previous Day RTH High/Low Previous Day Pre-Market High-Low Two Days Ago RTH Close Other levels may be added in future versions, if requested and if they are Really Key Levels. Regarding futures: despite being a 23-hour market (for CME futures, 5 p.m. the previous day to 4 p.m. the current day), most trading activity takes place together with the RTH on stock exchanges in New York, 08:30 to 3 p.m. Central (Chicago) time. Therefore, a user-configurable regular market is defined at those times, with times before this (from 5 p.m. the previous day) being considered pre-market, and times after this (until 4 p.m.) being considered post-market. Care was taken so that the code uses no hard-coded time zones, exchanges, or session times. For this reason, it can in principle work globally. However, it very much depends on the information provided by the exchange, which is reflected in built-in Pine Script variables (see Limitations below). █  LIMITATIONS Pre-market levels are not shown when viewing an RTH chart. The indicator was developed and tested on US/European stocks and US futures. It may or may not work for stocks and futures in other countries (depending on their pre- and post-market definitions and what information the exchange provides to TradingView via the relevant built-in Pine Script variable). It does not work on other security types, especially those with a 24-hour market that don't have a uniquely defined daily close, implicit H/L time window, or a pre-market.
Pine Script® göstergesi
BruzX tarafından
Cash And Carry Arbitrage BTC Compare Month 6 by SeoNo1Detailed Explanation of the BTC Cash and Carry Arbitrage Script Script Title: BTC Cash And Carry Arbitrage Month 6 by SeoNo1 Short Title: BTC C&C ABT Month 6 Version: Pine Script v5 Overlay: True (The indicators are plotted directly on the price chart) Purpose of the Script This script is designed to help traders analyze and track arbitrage opportunities between the spot market and futures market for Bitcoin (BTC). Specifically, it calculates the spread and Annual Percentage Yield (APY) from a cash-and-carry arbitrage strategy until a specific expiry date (in this case, June 27, 2025). The strategy helps identify profitable opportunities when the futures price of BTC is higher than the spot price. Traders can then buy BTC in the spot market and short BTC futures contracts to lock in a risk-free profit. 1. Input Settings Spot Symbol: The real-time BTC spot price from Binance (BTCUSDT). Futures Symbol: The BTC futures contract that expires in June 2025 (BTCUSDM2025). Expiry Date: The expiration date of the futures contract, set to June 27, 2025. These inputs allow users to adjust the symbols or expiry date according to their trading needs. 2. Price Data Retrieval Spot Price: Fetches the latest closing price of BTC from the spot market. Futures Price: Fetches the latest closing price of BTC futures. Spread: The difference between the futures price and the spot price (futures_price - spot_price). The spread indicates how much higher (or lower) the futures price is compared to the spot market. 3. Time to Maturity (TTM) and Annual Percentage Yield (APY) Calculation Current Date: Gets the current timestamp. Time to Maturity (TTM): The number of days left until the futures contract expires. APY Calculation: Formula: APY = ( Spread / Spot Price ) x ( 365 / TTM Days ) x 100 This represents the annualized return from holding a cash-and-carry arbitrage position if the trader buys BTC at the spot price and sells BTC futures. 4. Display Information Table on the Chart A table is created on the chart's top-right corner showing the following data: Metric: Labels such as Spread and APY Value: Displays the calculated spread and APY The table automatically updates at the latest bar to display the most recent data. 5. Alert Condition This sets an alert condition that triggers every time the script runs. In practice, users can modify this alert to trigger based on specific conditions (e.g., APY exceeds a threshold). 6. Plotting the APY and Spread APY Plot: Displays the annualized yield as a blue line on the chart. Spread Plot: Visualizes the futures-spot spread as a red line. This helps traders quickly identify arbitrage opportunities when the spread or APY reaches desirable levels. How to Use the Script Monitor Arbitrage Opportunities: A positive spread indicates a potential cash-and-carry arbitrage opportunity. The larger the APY, the more profitable the arbitrage opportunity could be. Timing Trades: Execute a buy on the BTC spot market and simultaneously sell BTC futures when the APY is attractive. Close both positions upon futures contract expiry to realize profits. Risk Management: Ensure you have sufficient margin to hold both positions until expiry. Monitor funding rates and volatility, which could affect returns. Conclusion This script is an essential tool for traders looking to exploit price discrepancies between the BTC spot market and futures market through a cash-and-carry arbitrage strategy. It provides real-time data on spreads, annualized returns (APY), and visual alerts, helping traders make informed decisions and maximize their profit potential.
Pine Script® göstergesi
seono1 tarafından
BTC Future Gamma-Weighted Momentum Model (BGMM)The BTC Future Gamma-Weighted Momentum Model (BGMM) is a quantitative trading strategy that utilizes the Gamma-weighted average price (GWAP) in conjunction with a momentum-based approach to predict price movements in the Bitcoin futures market. The model combines the concept of weighted price movements with trend identification, where the Gamma factor amplifies the weight assigned to recent prices. It leverages the idea that historical price trends and weighting mechanisms can be utilized to forecast future price behavior. Theoretical Background: 1. Momentum in Financial Markets: Momentum is a well-established concept in financial market theory, referring to the tendency of assets to continue moving in the same direction after initiating a trend. Any observed market return over a given time period is likely to continue in the same direction, a phenomenon known as the “momentum effect.” Deviations from a mean or trend provide potential trading opportunities, particularly in highly volatile assets like Bitcoin. Numerous empirical studies have demonstrated that momentum strategies, based on price movements, especially those correlating long-term and short-term trends, can yield significant returns (Jegadeesh & Titman, 1993). Given Bitcoin’s volatile nature, it is an ideal candidate for momentum-based strategies. 2. Gamma-Weighted Price Strategies: Gamma weighting is an advanced method of applying weights to price data, where past price movements are weighted by a Gamma factor. This weighting allows for the reinforcement or reduction of the influence of historical prices based on an exponential function. The Gamma factor (ranging from 0.5 to 1.5) controls how much emphasis is placed on recent data: a value closer to 1 applies an even weighting across periods, while a value closer to 0 diminishes the influence of past prices. Gamma-based models are used in financial analysis and modeling to enhance a model’s adaptability to changing market dynamics. This weighting mechanism is particularly advantageous in volatile markets such as Bitcoin futures, as it facilitates quick adaptation to changing market conditions (Black-Scholes, 1973). Strategy Mechanism: The BTC Future Gamma-Weighted Momentum Model (BGMM) utilizes an adaptive weighting strategy, where the Bitcoin futures prices are weighted according to the Gamma factor to calculate the Gamma-Weighted Average Price (GWAP). The GWAP is derived as a weighted average of prices over a specific number of periods, with more weight assigned to recent periods. The calculated GWAP serves as a reference value, and trading decisions are based on whether the current market price is above or below this level. 1. Long Position Conditions: A long position is initiated when the Bitcoin price is above the GWAP and a positive price movement is observed over the last three periods. This indicates that an upward trend is in place, and the market is likely to continue in the direction of the momentum. 2. Short Position Conditions: A short position is initiated when the Bitcoin price is below the GWAP and a negative price movement is observed over the last three periods. This suggests that a downtrend is occurring, and a continuation of the negative price movement is expected. Backtesting and Application to Bitcoin Futures: The model has been tested exclusively on the Bitcoin futures market due to Bitcoin’s high volatility and strong trend behavior. These characteristics make the market particularly suitable for momentum strategies, as strong upward or downward movements are often followed by persistent trends that can be captured by a momentum-based approach. Backtests of the BGMM on the Bitcoin futures market indicate that the model achieves above-average returns during periods of strong momentum, especially when the Gamma factor is optimized to suit the specific dynamics of the Bitcoin market. The high volatility of Bitcoin, combined with adaptive weighting, allows the model to respond quickly to price changes and maximize trading opportunities. Scientific Citations and Sources: • Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65–91. • Black, F., & Scholes, M. (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81(3), 637–654. • Fama, E. F., & French, K. R. (1992). The Cross-Section of Expected Stock Returns. The Journal of Finance, 47(2), 427–465.
Pine Script® stratejisi
EdgeTools tarafından
Commitment of Traders: Legacy Metrics█  OVERVIEW This indicator displays the Commitment of Traders (​COT) legacy 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 data from the legacy report, which is broken down by exchange. Legacy reports break down the reportable open interest positions into two classifications: non-commercial and commercial traders. Our other COT indicators are:  • Commitment of Traders: Disaggregated Metrics  • Commitment of Traders: Financial Metrics  • Commitment of Traders: Total █  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. Metric Each metric represents a different column of the Commitment of Traders report. Details are available in the explanatory notes on the CFTC's website . Here is a summary of the metrics:  • "Open Interest" is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc.   The aggregate of all long open interest is equal to the aggregate of all short open interest.  • "Traders Total" is the number of all unique reportable traders, regardless of the trading direction.  • "Traders Total Reportable/Traders Noncommercial/Traders Commercial" are the quantities of traders reported to hold any position with the specified direction.   All of a trader's reported futures positions in a commodity are classified as commercial if the trader uses futures contracts in that particular commodity for hedging.   To determine the total number of reportable traders in a market, a trader is counted only once, whether or not the trader appears in more than one category.  • "Total Reportable/Noncommercial/Commercial Positions" are all positions held by all reportable/non-commercial/commercial traders.  • "Non-reportable Positions" is derived by subtracting total long and short "Reportable Positions" from the total open interest.   Accordingly, the number of traders involved and the commercial/non-commercial classification of each trader are unknown.  • "Concentration Gross/Net LT 4/8 TDR" is the percentage of open interest held by 4/8 of the largest traders, by gross/net positions,   without regard to whether they are classified as commercial or non-commercial. The Net position ratios are computed after offsetting each trader’s equal long and short positions.   A reportable trader with relatively large, balanced long and short positions in a single market, therefore,   may be among the four and eight largest traders in both the gross long and gross short categories, but will probably not be included among the four and eight largest traders on a net basis. Direction Each metric is available for a particular set of directions. Valid directions for each metric are specified with its name in the "Metric" field's dropdown menu. Type Possible values are: All, Old, Other. When commodities have a well-defined marketing season or crop year (e.g. Wheat or Lean Hogs futures), this determines how the data is aggregated. Detailed explanation can be found in the "Old and Other Futures" section of the CTFC Explanatory Notes linked above. The "Major Markets for Which the COT Data Is Shown by Crop Year" table in the Explanatory Notes specifies the commodities that this distinction applies to; selecting "Old" for any of the commodities not in that list will return the same data as in "All", while selecting "Other" will return 0. 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. 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® göstergesi
TradingView tarafından
35
Commitment of Traders: Disaggregated Metrics█  OVERVIEW This indicator displays the Commitment of Traders (​COT) Disaggregated 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 data from the Disaggregated report. The disaggregated reports are broken down by agriculture, petroleum and products, natural gas and products, electricity and metals and other physical contracts. The Disaggregated reports break down the reportable open interest positions into four classifications: Producer/Merchant/Processor/User, Swap Dealers, Managed Money, and Other Reportables. Our other COT indicators are:  • Commitment of Traders: Legacy Metrics  • Commitment of Traders: Financial Metrics  • Commitment of Traders: Total █  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. Metric Each metric represents a different column of the Commitment of Traders report. Details are available in the explanatory notes on the CFTC's website . Here is a summary of the metrics:  • "Open Interest" is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc.   The aggregate of all long open interest is equal to the aggregate of all short open interest.  • "Traders Total" is the quantity of all unique reportable traders, regardless of the trading direction.  • "Traders Producer Merchant" is the number of traders classified as a "producer/merchant/processor/user" reported holding any position with the specified direction.   A "producer/merchant/processor/user" is an entity that predominantly engages in the production, processing, packing or handling of a physical commodity and   uses the futures markets to manage or hedge risks associated with those activities.  • "Traders Swap" is the number of traders classified as "swap dealers" reported holding any position with the specified direction.   A "swap dealer" is an entity that deals primarily in swaps for a commodity and uses the futures markets to manage or hedge the risk associated with those swaps transactions.   The swap dealer’s counterparties may be speculative traders, like hedge funds, or traditional commercial clients that are managing risk arising from their dealings in the physical commodity.  • "Traders Managed Money" is the number of traders classified as "money managers" reported holding any position with the specified direction.   A "money manager" is a registered trader that is engaged in managing and conducting organized futures trading on behalf of clients.  • "Traders Other Reportable" is the number of reportable traders that are not placed in any of the three categories specified above.  • "Traders Total Reportable" is the number of traders reported holding any position with the specified direction.   To determine the total number of reportable traders in a market, a trader is counted only once whether or not the trader appears in more than one category.   As a result, the sum of the numbers of traders in each separate category typically exceeds the total number of reportable traders.  • "Producer Merchant/Swap/Managed Money/Total Reportable/Other Reportable Positions" is all positions held by the traders of the specified category.  • "Nonreportable Positions" is the long and short open interest derived by subtracting the total long and short reportable positions from the total open interest.   Accordingly, the number of traders involved and the classification of each trader are unknown.  • "Concentration Gross/Net LE 4/8 TDR" is the percentage of open interest held by 4/8 of the largest traders (entities), by Gross/Net positions, without regard to how they are classified.   The Net position ratios are computed after offsetting each trader’s equal long and short positions.   A reportable trader with relatively large, balanced long and short positions in a single market,   therefore, may be among the four and eight largest traders in both the gross long and gross short categories,   but will probably not be included among the four and eight largest traders on a net basis. Direction Each metric is available for a particular set of directions. Valid directions for each metric are specified with its name in the "Metric" field's dropdown menu. Type Possible values are: All, Old, Other. When commodities have a well-defined marketing season or crop year (e.g. Wheat or Lean Hogs futures), this determines how the data is aggregated. Detailed explanation can be found in the "Old and Other Futures" section of the CTFC Explanatory Notes linked above. The "Major Markets for Which the COT Data Is Shown by Crop Year" table in the Explanatory Notes specifies the commodities that this distinction applies to; selecting "Old" for any of the commodities not in that list will return the same data as in "All", while selecting "Other" will return 0. Futures/Options Specifies the type of Commitment of Traders data to display: data concerning only Futures, only Options, or both. 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® göstergesi
TradingView tarafından
10
Commitment of Traders: Financial Metrics█  OVERVIEW This indicator displays the Commitment of Traders (​COT) financial 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 data from the COT Financial (Traders in Financial Futures) report. The Financial report includes financial contracts, such as currencies, US Treasury securities, Eurodollars, stocks, VIX and Bloomberg commodity index. As such, the TFF data is limited to financial-related tickers. The TFF report breaks down the reportable open interest positions into four classifications: Dealer/Intermediary, Asset Manager/Institutional, Leveraged Funds, and Other Reportables. Our other COT indicators are:  • Commitment of Traders: Legacy Metrics  • Commitment of Traders: Disaggregated Metrics  • Commitment of Traders: Total █  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. Metric Each metric represents a different column of the Commitment of Traders report. Details are available in the explanatory notes on the CFTC's website . Here is a summary of the metrics:  • "Open Interest" is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc.   The aggregate of all long open interest is equal to the aggregate of all short open interest.  • "Traders Total" is the number of all unique reportable traders, regardless of the trading direction.  • "Traders Dealer" is the number of traders classified as a "Dealer/Intermediary" reported holding any position with the specified direction.   A "producer/merchant/processor/user" is an entity typically described as the “sell side” of the market.   Though they may not predominately sell futures, they do design and sell various financial assets to clients.   They tend to have matched books or offset their risk across markets and clients.   Futures contracts are part of the pricing and balancing of risk associated with the products they sell and their activities.  • "Traders Asset Manager" is the number of traders classified as "Asset Manager/Institutional" reported holding any position with the specified direction.   These are institutional investors, including pension funds, endowments, insurance companies,   mutual funds and those portfolio/investment managers whose clients are predominantly institutional.  • "Traders Leveraged Funds" is the number of traders classified as "Leveraged Funds" reported holding any position with the specified direction.   These are typically hedge funds and various types of money managers. The traders may be engaged in managing and   conducting proprietary futures trading and trading on behalf of speculative clients.  • "Traders Other Reportable" is the number of reportable traders that are not placed in any of the three categories specified above.   The traders in this category mostly are using markets to hedge business risk, whether that risk is related to foreign exchange, equities or interest rates.   This category includes corporate treasuries, central banks, smaller banks, mortgage originators, credit unions and any other reportable traders not assigned to the other three categories.  • "Traders Total Reportable" is the number of all traders reported holding any position with the specified direction.   To determine the total number of reportable traders in a market, a trader is counted only once whether or not the trader appears in more than one category.   As a result, the sum of the numbers of traders in each separate category typically exceeds the total number of reportable traders.  • "Dealer/Asset Manager/Leveraged Funds/Total Reportable/Other Reportable Positions -- all positions held by the traders of the specified category.  • "Nonreportable Positions" is the long and short open interest derived by subtracting the total long and short reportable positions from the total open interest.   Accordingly, the number of traders involved and the commercial/non-commercial classification of each trader are unknown.  • "Concentration Gross/Net LT 4/8 TDR" is the percentage of open interest held by 4/8 of the largest traders, by gross/net positions,   without regard to whether they are classified as commercial or non-commercial. The Net position ratios are computed after offsetting each trader’s equal long and short positions.   A reportable trader with relatively large, balanced long and short positions in a single market, therefore,   may be among the four and eight largest traders in both the gross long and gross short categories, but will probably not be included among the four and eight largest traders on a net basis. Direction Each metric is available for a particular set of directions. Valid directions for each metric are specified with its name in the "Metric" field's dropdown menu. 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. 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® göstergesi
TradingView tarafından
5
Binance TRX & BTTShows TRX with BTT, subtracted or added to. Subtracting makes it in line with BitMEX futures. The option to add is considered for 'true value'. Airdrops, like new coin forks, can split value: a good example being BCHABC and BCHSV. Getting TRX futures to match TRX on Binance is likely tied to the monthly airdrop rate as defined here: support.binance.com I'm guessing it has something to do with (spot price * estimated airdrop rate) trading too far from futures. Maybe even too close. Or because futures are trading above spot near a monthly airdrop snapshot. Much complicate. Such guess. Wow. Binance is chosen as pricing source for its liquidity and earliest open date.
Pine Script® göstergesi
NeoButane tarafından
HL2 Moving Average with BandsThis indicator is designed to assist traders in identifying potential trade entries and exits for S&P 500 (ES) and Nasdaq-100 (NQ) futures. It calculates a Simple Moving Average (SMA) based on the HL2 value (average of high and low prices) of the current candle over a user-defined lookback period (default: 200 periods). The indicator plots this SMA as a blue line, providing a smoothed reference for price trends. Additionally, it includes upper and lower bands calculated as a percentage (default: 0.5%) above and below the SMA, plotted as green and red lines, respectively. These bands act as dynamic thresholds to identify overbought or oversold conditions. The indicator generates trade signals based on price action relative to these bands: Long Entry: A green upward triangle is plotted below the candle when the close crosses above the upper band, signaling a potential buy. Close Long: A red square is plotted above the candle when the close crosses back below the upper band, indicating an exit for the long position. Short Entry: A red downward triangle is plotted above the candle when the close crosses below the lower band, signaling a potential sell. Close Short: A green square is plotted below the candle when the close crosses back above the lower band, indicating an exit for the short position. The script is customizable, allowing users to adjust the SMA length and band percentage to suit their trading style or market conditions. It is plotted as an overlay on the price chart for easy integration with other technical analysis tools. Recommended Time Frame and Settings for Trading S&P 500 and Nasdaq-100 Futures Based on research and market dynamics for S&P 500 (ES) and Nasdaq-100 (NQ) futures, the 5-minute chart is recommended as the optimal time frame for day trading with this indicator. This time frame strikes a balance between capturing intraday trends and filtering out excessive noise, which is critical for futures trading due to their high volatility and leverage. The 5-minute chart aligns well with periods of high liquidity and volatility, such as the U.S. market open (9:30 AM–11:00 AM EST) and the afternoon session (2:00 PM–4:00 PM EST), when institutional traders are most active. Why 5-minute? It allows traders to react to short-term price movements while avoiding the rapid fluctuations of 1-minute charts, which can be prone to false signals in choppy markets. It also provides enough data points to make the SMA and bands meaningful without the lag associated with longer time frames like 15-minute or hourly charts. Recommended Settings SMA Length: Set to 200 periods. This longer lookback period smooths the HL2 data, reducing noise and providing a reliable trend reference for the 5-minute chart. A 200-period SMA helps identify significant trend shifts without being overly sensitive to minor price fluctuations. Band Percentage: 0.5% is more suitable for the volatility of ES and NQ futures on a 5-minute chart, as it generates fewer but higher-probability signals. Wider bands (e.g., 1%) may miss short-term opportunities, while narrower bands (e.g., 0.1%) may produce excessive false signals. Trading Session Recommendations Futures markets for ES and NQ are open nearly 24 hours (Sunday 6:00 PM EST to Friday 5:00 PM EST, with a daily break from 4:00 PM–5:00 PM EST), but not all hours are equally optimal due to varying liquidity and volatility. The best times to trade with this indicator are: U.S. Market Open (9:30 AM–11:00 AM EST): This period is characterized by high volume and volatility, driven by the opening of U.S. equity markets and economic data releases (e.g., 8:30 AM EST reports like CPI or GDP). The indicator’s signals are more reliable during this window due to strong order flow and price momentum. Afternoon Session (2:00 PM–4:00 PM EST): After the lunchtime lull, volume picks up as institutional traders return, and news or FOMC announcements often drive price action. The indicator can capture breakout moves as prices test the upper or lower bands. Pre-Market (7:30 AM–9:30 AM EST): For traders comfortable with lower liquidity, this period can offer opportunities, especially around 8:30 AM EST economic releases. However, use tighter risk management due to wider spreads and potential volatility spikes. Additional Tips Avoid Low-Volume Periods: Steer clear of trading during low-liquidity hours, such as the overnight session (11:00 PM–3:00 AM EST), when spreads widen and price movements can be erratic, leading to false signals from the indicator. Combine with Other Tools: Enhance the indicator’s effectiveness by pairing it with support/resistance levels, Fibonacci retracements, or volume analysis to confirm signals. For example, a long entry signal above the upper band is stronger if it coincides with a breakout above a key resistance level. Risk Management: Given the leverage in futures (e.g., Micro E-mini contracts require ~$1,200 margin for ES), use tight stop-losses (e.g., below the lower band for longs or above the upper band for shorts) to manage risk. Aim for a risk-reward ratio of at least 1:2. Test Settings: Backtest the indicator on a demo account to optimize the SMA length and band percentage for your specific trading style and risk tolerance. Micro E-mini contracts (MES for S&P 500, MNQ for Nasdaq-100) are ideal for testing due to their lower capital requirements. Why These Settings and Time Frame? The 5-minute chart with a 200-period SMA and 0.5% bands is tailored for the volatility and liquidity of ES and NQ futures during peak trading hours. The longer SMA period ensures the indicator captures meaningful trends, while the 0.5% bands are tight enough to signal actionable breakouts but wide enough to avoid excessive whipsaws. Trading during high-volume sessions maximizes the likelihood of valid signals, as institutional participation drives clearer price action. By focusing on these settings and time frames, traders can leverage the indicator to capitalize on the dynamic price movements of S&P 500 and Nasdaq-100 futures while managing the inherent risks of these markets.
Pine Script® göstergesi
BigGuavaTrading tarafından
Request█   OVERVIEW This library is a tool for Pine Script™ programmers that consolidates access to a wide range of lesser-known data feeds available on TradingView, including metrics from the FRED database, FINRA short sale volume, open interest, and COT data. The functions in this library simplify requests for these data feeds, making them easier to retrieve and use in custom scripts. █   CONCEPTS Federal Reserve Economic Data (FRED) FRED (Federal Reserve Economic Data) is a comprehensive online database curated by the Federal Reserve Bank of St. Louis. It provides free access to extensive economic and financial data from U.S. and international sources. FRED includes numerous economic indicators such as GDP, inflation, employment, and interest rates. Additionally, it provides financial market data, regional statistics, and international metrics such as exchange rates and trade balances. Sourced from reputable organizations, including U.S. government agencies, international institutions, and other public and private entities, FRED enables users to analyze over 825,000 time series, download their data in various formats, and integrate their information into analytical tools and programming workflows. On TradingView, FRED data is available from ticker identifiers with the "FRED:" prefix. Users can search for FRED symbols in the "Symbol Search" window, and Pine scripts can retrieve data for these symbols via `request.*()` function calls. FINRA Short Sale Volume FINRA (the Financial Industry Regulatory Authority) is a non-governmental organization that supervises and regulates U.S. broker-dealers and securities professionals. Its primary aim is to protect investors and ensure integrity and transparency in financial markets. FINRA's Short Sale Volume data provides detailed information about daily short-selling activity across U.S. equity markets. This data tracks the volume of short sales reported to FINRA's trade reporting facilities (TRFs), including shares sold on FINRA-regulated Alternative Trading Systems (ATSs) and over-the-counter (OTC) markets, offering transparent access to short-selling information not typically available from exchanges. This data helps market participants, researchers, and regulators monitor trends in short-selling and gain insights into bearish sentiment, hedging strategies, and potential market manipulation. Investors often use this data alongside other metrics to assess stock performance, liquidity, and overall trading activity. It is important to note that FINRA's Short Sale Volume data does not consolidate short sale information from public exchanges and excludes trading activity that is not publicly disseminated. TradingView provides ticker identifiers for requesting Short Sale Volume data with the format "FINRA:_SHORT_VOLUME", where "" is a supported U.S. equities symbol (e.g., "AAPL"). Open Interest (OI) Open interest is a cornerstone indicator of market activity and sentiment in derivatives markets such as options or futures. In contrast to volume, which measures the number of contracts opened or closed within a period, OI measures the number of outstanding contracts that are not yet settled. This distinction makes OI a more robust indicator of how money flows through derivatives, offering meaningful insights into liquidity, market interest, and trends. Many traders and investors analyze OI alongside volume and price action to gain an enhanced perspective on market dynamics and reinforce trading decisions. TradingView offers many ticker identifiers for requesting OI data with the format "_OI", where "" represents a derivative instrument's ticker ID (e.g., "COMEX:GC1!"). Commitment of Traders (COT) Commitment of Traders data provides an informative weekly breakdown of the aggregate positions held by various market participants, including commercial hedgers, non-commercial speculators, and small traders, in the U.S. derivative markets. Tallied and managed by the Commodity Futures Trading Commission (CFTC) , these reports provide traders and analysts with detailed insight into an asset's open interest and help them assess the actions of various market players. COT data is valuable for gaining a deeper understanding of market dynamics, sentiment, trends, and liquidity, which helps traders develop informed trading strategies. TradingView has numerous ticker identifiers that provide access to time series containing data for various COT metrics. To learn about COT ticker IDs and how they work, see our LibraryCOT publication. █   USING THE LIBRARY Common function characteristics  • This library's functions construct ticker IDs with valid formats based on their specified parameters, then use them as the `symbol` argument in request.security() to retrieve data from the specified context.  • Most of these functions automatically select the timeframe of a data request because the data feeds are not available for all timeframes.  • All the functions have two overloads. The first overload of each function uses values with the "simple" qualifier to define the requested context, meaning the context does not change after the first script execution. The second accepts "series" values, meaning it can request data from different contexts across executions.  • The `gaps` parameter in most of these functions specifies whether the returned data is `na` when a new value is unavailable for request. By default, its value is `false`, meaning the call returns the last retrieved data when no new data is available.  • The `repaint` parameter in applicable functions determines whether the request can fetch the latest unconfirmed values from a higher timeframe on realtime bars, which might repaint after the script restarts. If `false`, the function only returns confirmed higher-timeframe values to avoid repainting. The default value is `true`. `fred()` The `fred()` function retrieves the most recent value of a specified series from the Federal Reserve Economic Data (FRED) database. With this function, programmers can easily fetch macroeconomic indicators, such as GDP and unemployment rates, and use them directly in their scripts. How it works The function's `fredCode` parameter accepts a "string" representing the unique identifier of a specific FRED series. Examples include "GDP" for the "Gross Domestic Product" series and "UNRATE" for the "Unemployment Rate" series. Over 825,000 codes are available. To access codes for available series, search the FRED website . The function adds the "FRED:" prefix to the specified `fredCode` to construct a valid FRED ticker ID (e.g., "FRED:GDP"), which it uses in request.security() to retrieve the series data. Example Usage This line of code requests the latest value from the Gross Domestic Product series and assigns the returned value to a `gdpValue` variable: float gdpValue = fred("GDP") `finraShortSaleVolume()` The `finraShortSaleVolume()` function retrieves EOD data from a FINRA Short Sale Volume series. Programmers can call this function to retrieve short-selling information for equities listed on supported exchanges, namely NASDAQ, NYSE, and NYSE ARCA. How it works The `symbol` parameter determines which symbol's short sale volume information is retrieved by the function. If the value is na , the function requests short sale volume data for the chart's symbol. The argument can be the name of the symbol from a supported exchange (e.g., "AAPL") or a ticker ID with an exchange prefix ("NASDAQ:AAPL"). If the `symbol` contains an exchange prefix, it must be one of the following: "NASDAQ", "NYSE", "AMEX", or "BATS". The function constructs a ticker ID in the format "FINRA:ticker_SHORT_VOLUME", where "ticker" is the symbol name without the exchange prefix (e.g., "AAPL"). It then uses the ticker ID in request.security() to retrieve the available data. Example Usage This line of code retrieves short sale volume for the chart's symbol and assigns the result to a `shortVolume` variable: float shortVolume = finraShortSaleVolume(syminfo.tickerid) This example requests short sale volume for the "NASDAQ:AAPL" symbol, irrespective of the current chart: float shortVolume = finraShortSaleVolume("NASDAQ:AAPL") `openInterestFutures()` and `openInterestCrypto()` The `openInterestFutures()` function retrieves EOD open interest (OI) data for futures contracts. The `openInterestCrypto()` function provides more granular OI data for cryptocurrency contracts. How they work The `openInterestFutures()` function retrieves EOD closing OI information. Its design is focused primarily on retrieving OI data for futures, as only EOD OI data is available for these instruments. If the chart uses an intraday timeframe, the function requests data from the "1D" timeframe. Otherwise, it uses the chart's timeframe. The `openInterestCrypto()` function retrieves opening, high, low, and closing OI data for a cryptocurrency contract on a specified timeframe. Unlike `openInterest()`, this function can also retrieve granular data from intraday timeframes. Both functions contain a `symbol` parameter that determines the symbol for which the calls request OI data. The functions construct a valid OI ticker ID from the chosen symbol by appending "_OI" to the end (e.g., "CME:ES1!_OI"). The `openInterestFutures()` function requests and returns a two-element tuple containing the futures instrument's EOD closing OI and a "bool" condition indicating whether OI is rising. The `openInterestCrypto()` function requests and returns a five-element tuple containing the cryptocurrency contract's opening, high, low, and closing OI, and a "bool" condition indicating whether OI is rising. Example usage This code line calls `openInterest()` to retrieve EOD OI and the OI rising condition for a futures symbol on the chart, assigning the values to two variables in a tuple: = openInterestFutures(syminfo.tickerid) This line retrieves the EOD OI data for "CME:ES1!", irrespective of the current chart's symbol: = openInterestFutures("CME:ES1!") This example uses `openInterestCrypto()` to retrieve OHLC OI data and the OI rising condition for a cryptocurrency contract on the chart, sampled at the chart's timeframe. It assigns the returned values to five variables in a tuple: = openInterestCrypto(syminfo.tickerid, timeframe.period) This call retrieves OI OHLC and rising information for "BINANCE:BTCUSDT.P" on the "1D" timeframe: = openInterestCrypto("BINANCE:BTCUSDT.P", "1D") `commitmentOfTraders()` The `commitmentOfTraders()` function retrieves data from the Commitment of Traders (COT) reports published by the Commodity Futures Trading Commission (CFTC). This function significantly simplifies the COT request process, making it easier for programmers to access and utilize the available data. How It Works This function's parameters determine different parts of a valid ticker ID for retrieving COT data, offering a streamlined alternative to constructing complex COT ticker IDs manually. The `metricName`, `metricDirection`, and `includeOptions` parameters are required. They specify the name of the reported metric, the direction, and whether it includes information from options contracts. The function also includes several optional parameters. The `CFTCCode` parameter allows programmers to request data for a specific report code. If unspecified, the function requests data based on the chart symbol's root prefix, base currency, or quoted currency, depending on the `mode` argument. The call can specify the report type ("Legacy", "Disaggregated", or "Financial") and metric type ("All", "Old", or "Other") with the `typeCOT` and `metricType` parameters. Explore the CFTC website to find valid report codes for specific assets. To find detailed information about the metrics included in the reports and their meanings, see the CFTC's Explanatory Notes . View the function's documentation below for detailed explanations of its parameters. For in-depth information about COT ticker IDs and more advanced functionality, refer to our previously published COT library . Available metrics Different COT report types provide different metrics . The tables below list all available metrics for each type and their applicable directions: +------------------------------+------------------------+ | Legacy (​COT) Metric Names | Directions | +------------------------------+------------------------+ | Open Interest | No direction | | Noncommercial Positions | Long, Short, Spreading | | Commercial Positions | Long, Short | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No direction | | Traders Noncommercial | Long, Short, Spreading | | Traders Commercial | Long, Short | | Traders Total Reportable | Long, Short | | Concentration Gross ​LT 4 TDR | Long, Short | | Concentration Gross ​LT 8 TDR | Long, Short | | Concentration Net ​LT 4 TDR | Long, Short | | Concentration Net ​LT 8 TDR | Long, Short | +------------------------------+------------------------+ +-----------------------------------+------------------------+ | Disaggregated (COT2) Metric Names | Directions | +-----------------------------------+------------------------+ | Open Interest | No Direction | | Producer Merchant Positions | Long, Short | | Swap Positions | Long, Short, Spreading | | Managed Money Positions | Long, Short, Spreading | | Other Reportable Positions | Long, Short, Spreading | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No Direction | | Traders Producer Merchant | Long, Short | | Traders Swap | Long, Short, Spreading | | Traders Managed Money | Long, Short, Spreading | | Traders Other Reportable | Long, Short, Spreading | | Traders Total Reportable | Long, Short | | Concentration Gross LE 4 TDR | Long, Short | | Concentration Gross LE 8 TDR | Long, Short | | Concentration Net LE 4 TDR | Long, Short | | Concentration Net LE 8 TDR | Long, Short | +-----------------------------------+------------------------+ +-------------------------------+------------------------+ | Financial (COT3) Metric Names | Directions | +-------------------------------+------------------------+ | Open Interest | No Direction | | Dealer Positions | Long, Short, Spreading | | Asset Manager Positions | Long, Short, Spreading | | Leveraged Funds Positions | Long, Short, Spreading | | Other Reportable Positions | Long, Short, Spreading | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No Direction | | Traders Dealer | Long, Short, Spreading | | Traders Asset Manager | Long, Short, Spreading | | Traders Leveraged Funds | Long, Short, Spreading | | Traders Other Reportable | Long, Short, Spreading | | Traders Total Reportable | Long, Short | | Concentration Gross LE 4 TDR | Long, Short | | Concentration Gross LE 8 TDR | Long, Short | | Concentration Net LE 4 TDR | Long, Short | | Concentration Net LE 8 TDR | Long, Short | +-------------------------------+------------------------+ Example usage This code line retrieves "Noncommercial Positions (Long)" data, without options information, from the "Legacy" report for the chart symbol's root, base currency, or quote currency: float nonCommercialLong = commitmentOfTraders("Noncommercial Positions", "Long", false) This example retrieves "Managed Money Positions (Short)" data, with options included, from the "Disaggregated" report: float disaggregatedData = commitmentOfTraders("Managed Money Positions", "Short", true, "", "Disaggregated") █   NOTES  • This library uses dynamic requests , allowing dynamic ("series") arguments for the parameters defining the context (ticker ID, timeframe, etc.) of a `request.*()` function call. With this feature, a single `request.*()` call instance can flexibly retrieve data from different feeds across historical executions. Additionally, scripts can use such calls in the local scopes of loops, conditional structures, and even exported library functions, as demonstrated in this script. All scripts coded in Pine Script™ v6 have dynamic requests enabled by default. To learn more about the behaviors and limitations of this feature, see the Dynamic requests section of the Pine Script™ User Manual.  • The library's example code offers a simple demonstration of the exported functions. The script retrieves available data using the function specified by the "Series type" input. The code requests a FRED series or COT (Legacy), FINRA Short Sale Volume, or Open Interest series for the chart's symbol with specific parameters, then plots the retrieved data as a step-line with diamond markers. Look first. Then leap. █   EXPORTED FUNCTIONS This library exports the following functions: fred(fredCode, gaps)   Requests a value from a specified Federal Reserve Economic Data (FRED) series. FRED is a comprehensive source that hosts numerous U.S. economic datasets. To explore available FRED datasets and codes, search for specific categories or keywords at fred.stlouisfed.org Calls to this function count toward a script's `request.*()` call limit.   Parameters:      fredCode (series string) : The unique identifier of the FRED series. The function uses the value to create a valid ticker ID for retrieving FRED data in the format `"FRED:fredCode"`. For example, `"GDP"` refers to the "Gross Domestic Product" series ("FRED:GDP"), and `"GFDEBTN"` refers to the "Federal Debt: Total Public Debt" series ("FRED:GFDEBTN").      gaps (simple bool) : Optional. If `true`, the function returns a non-na value only when a new value is available from the requested context. If `false`, the function returns the latest retrieved value when new data is unavailable. The default is `false`.   Returns: (float) The value from the requested FRED series. finraShortSaleVolume(symbol, gaps, repaint)   Requests FINRA daily short sale volume data for a specified symbol from one of the following exchanges: NASDAQ, NYSE, NYSE ARCA. If the chart uses an intraday timeframe, the function requests data from the "1D" timeframe. Otherwise, it uses the chart's timeframe. Calls to this function count toward a script's `request.*()` call limit.   Parameters:      symbol (series string) : The symbol for which to request short sale volume data. If the specified value contains an exchange prefix, it must be one of the following: "NASDAQ", "NYSE", "AMEX", "BATS".      gaps (simple bool) : Optional. If `true`, the function returns a non-na value only when a new value is available from the requested context. If `false`, the function returns the latest retrieved value when new data is unavailable. The default is `false`.      repaint (simple bool) : Optional. If `true` and the chart's timeframe is intraday, the value requested on realtime bars may change its time offset after the script restarts its executions. If `false`, the function returns the last confirmed period's values to avoid repainting. The default is `true`.   Returns: (float) The short sale volume for the specified symbol or the chart's symbol. openInterestFutures(symbol, gaps, repaint)   Requests EOD open interest (OI) and OI rising information for a valid futures symbol. If the chart uses an intraday timeframe, the function requests data from the "1D" timeframe. Otherwise, it uses the chart's timeframe. Calls to this function count toward a script's `request.*()` call limit.   Parameters:      symbol (series string) : The symbol for which to request open interest data.      gaps (simple bool) : Optional. If `true`, the function returns non-na values only when new values are available from the requested context. If `false`, the function returns the latest retrieved values when new data is unavailable. The default is `false`.      repaint (simple bool) : Optional. If `true` and the chart's timeframe is intraday, the value requested on realtime bars may change its time offset after the script restarts its executions. If `false`, the function returns the last confirmed period's values to avoid repainting. The default is `true`.   Returns: ( ) A tuple containing the following values:     - The closing OI value for the symbol.     - `true` if the closing OI is above the previous period's value, `false` otherwise. openInterestCrypto(symbol, timeframe, gaps, repaint)   Requests opening, high, low, and closing open interest (OI) data and OI rising information for a valid cryptocurrency contract on a specified timeframe. Calls to this function count toward a script's `request.*()` call limit.   Parameters:      symbol (series string) : The symbol for which to request open interest data.      timeframe (series string) : The timeframe of the data request. If the timeframe is lower than the chart's timeframe, it causes a runtime error.      gaps (simple bool) : Optional. If `true`, the function returns non-na values only when new values are available from the requested context. If `false`, the function returns the latest retrieved values when new data is unavailable. The default is `false`.      repaint (simple bool) : Optional. If `true` and the `timeframe` represents a higher timeframe, the function returns unconfirmed values from the timeframe on realtime bars, which repaint when the script restarts its executions. If `false`, it returns only confirmed higher-timeframe values to avoid repainting. The default is `true`.   Returns: ( ) A tuple containing the following values:     - The opening, high, low, and closing OI values for the symbol, respectively.     - `true` if the closing OI is above the previous period's value, `false` otherwise. commitmentOfTraders(metricName, metricDirection, includeOptions, CFTCCode, typeCOT, mode, metricType)   Requests Commitment of Traders (COT) data with specified parameters. This function provides a simplified way to access CFTC COT data available on TradingView. Calls to this function count toward a script's `request.*()` call limit. For more advanced tools and detailed information about COT data, see TradingView's LibraryCOT library.   Parameters:      metricName (series string) : One of the valid metric names listed in the library's documentation and source code.      metricDirection (series string) : Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction". Consult the library's documentation or code to see which direction values apply to the specified metric.      includeOptions (series bool) : If `true`, the COT symbol includes options information. Otherwise, it does not.      CFTCCode (series string) : Optional. The CFTC code for the asset. For example, wheat futures (root "ZW") have the code "001602". If one is not specified, the function will attempt to get a valid code for the chart symbol's root, base currency, or main currency.      typeCOT (series string) : Optional. The type of report to request. Possible values are: "Legacy", "Disaggregated", "Financial". The default is "Legacy".      mode (series string) : Optional. Specifies the information the function extracts from a symbol. Possible modes are:   - "Root": The function extracts the futures symbol's root prefix information (e.g., "ES" for "ESH2020").   - "Base currency": The function extracts the first currency from a currency pair (e.g., "EUR" for "EURUSD").   - "Currency": The function extracts the currency of the symbol's quoted values (e.g., "JPY" for "TSE:9984" or "USDJPY").   - "Auto": The function tries the first three modes (Root -> Base currency -> Currency) until it finds a match.   The default is "Auto". If the specified mode is not available for the symbol, it causes a runtime error.      metricType (series string) : Optional. The metric type. Possible values are: "All", "Old", "Other". The default is "All".   Returns: (float) The specified Commitment of Traders data series. If no data is available, it causes a runtime error.
Pine Script® kütüphanesi
TradingView tarafından
9
MM Day Trader LevelsAs an intraday trader, there are certain key levels that I care about for short-term price action on every single chart. When I first began day trading, each morning I would painstakingly mark those key levels off on the charts I planned to trade each day. Depending on the number of charts I was watching, this would take up quite a bit of my time that I felt would have been much better spent doing other things. It also meant that those levels would often be left behind, and on later days I might be trading a symbol and get confused when a line appeared and I'd be paying attention to it only to later discover that it wasn't from prior day, but from some other day in the past when I had marked it off. I looked all over TradingView to find indicators that did this automatically for me, and I found a lot of them. One by one I tried them, and inevitably I would always find that something was wrong with them. Often they didn't have all of the levels I wanted (so I would have to combine multiple indicators), but more often I found that the levels would be incorrect, or they would be buggy and not appear consistently, or they would not appear at the right time, or they would not work on futures! The list of problems went on and on. And the biggest issue I found was that nobody knew how to get session volume profile in an indicator. So, over the course of a few years I figured out how to solve all of those problems and now I'm thrilled to present this free indicator for everyone like me who trades intraday and wants a clean consistent way to see the prior day levels that they care about automatically on every single chart (even futures). The levels the indicator provides are: Yesterday High & Low Value Area High & Low & Point of Control Today's Open Yesterday's Close (aka "Settlement" on futures) Premarket High & Low (non-futures only) Overnight High & Low (futures only) These levels are extremely important, and I expect price to be reactive to them, so each level has a shaded background behind it so that the levels stand out against other lines you may have on your chart. I try to keep configuration as simple as possible, but there are configuration options that allow you to: Hide any of the levels Change the color for the levels Shade the value area (or not) Change the label text, size, type (basic label or plain text) and location (how far to the right of last candle to place the label Adjust session volume profile value area volume & number of rows The biggest advantage to this indicator over others on TradingView is how it handles session volume profile. When it comes to futures, TradingView does differentiate between regular trading hours and "electronic" trading hours on the charts, but their timeframes for those sessions are unusual, and they do not provide any programmatic way to differentiate between them. So, I created a whole new library for dealing with futures sessions that is fully integrated into both my Session Volume Profile library and this indicator, allowing me to bring you the best and only custom indicator available on TradingView that provides you with true regular session volume profile information across every type of symbol, including futures. I'm incredibly proud of everything I've been able to provide with this indicator, and even more thrilled to say that I'm proud of how the indicator has been implemented. Once again releasing this indicator and all associated code for free and open source. I encourage you to take a look at the source code to see how it all works, take advantage of the free underlying libraries I created to make all of this possible: Session Library and Session Volume Profile Library.
Pine Script® göstergesi
jmosullivan tarafından
52