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Simpel_Bart
2019年1月29日午後9時14分

Bitmex Swaps Volume Counter Stratified by Size 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

詳細

This script is a volume counter that stratifies volume by size (USD): 10K, 1M, 2.5M, 5M, and +10M, and assigns a +1 or -1 value depending on the value of the closing price relative to the opening price. It is intended to be used for Bitmex swaps (XBTUSD and ETHUSD). Following the direction the block trades can provide a competitive edge with respect to your trades.

Figure 1: Notice a drop in the +10M counter prior to the drop in XBTUSD price (area plot; yellow)



Figure 2: Bottoms in the +10M counter forecasted rallies in XBTUSD



-Sim

リリースノート

Updated the counter to work with any asset.

リリースノート

Cleaning up the code.
コメント
Flixer
Looks good. Getting very different outcome on different TF. Is it made for a specific timeframe ?
raaajesh
@simpelyfe, Can you give me an access? Thanks in advance.
ICEKI
That a really cool stuff, but I would like to wonder is that only able to use on cryptocurrency only? If that can also use on forex that will be great =D
JohnStivers
Really really cool stuff
詳細