I got sick of calculating leverage all of the time, so I made this real time calculator. It is primarily for crypto derivatives.
It tracks and displays the liquidation price for 5 customisable leverage levels and plots them either historically and/or in real time, with labels beside each including the estimated price.
These calculations include maintenance...
The Simple Deriv Indicator was created by John Ehlers (Stocks and Commodities June 2021 pg 10) and this is a heavily modified version of his original script that changes the buy and sell signals. I did testing with his original settings but they didn't seem to be very profitable for most stocks so I created my own system. This indicator does have a lag though so...
Can be extended with more derivative or spot pairs, see the comments in the code for instructions. Most importantly, the pairs need to be added to the respective arrays in the same order, so that the weights are applied to the correct pairs.
Introducing the Delta-RSI Oscillator.
This oscillator is a time derivative of the RSI, plotted as a histogram and serving as a momentum indicator. The derivative is calculated explicitly by means of local polynomial regression. It is designed to provide minimum false and premature buy/sell signals compared to many traditional momentum indicators such as...
The "AC-P" version of the Derivative Oscillator is my personal customized version of Constance Brown's Derivative Oscillator (using Everget's implementation of it as the base), with the the following modifications and additions:
VWAP Indication - option to show whether the price input option is above or below the Daily VWAP (red triangles = price input is...
Values above zero are considered bullish, and larger arrows print when the cross over occurs in the bullish area.
Values below zero are considered bearish, and larger arrows print when the cross under occurs in the bearish area.
This is the acceleration of a chart written in pine. It's the second derivative otherwise the derivative of the momentum.
It shows how fast a stock's momentum is changing and in what direction.
As standard I left the controls in the settings for source and length of the estimate.
I will be incorporating this in other more complicated scripts here shortly
This is an indicator that shows the ratio of spot price and "FX" price of bitFlyer, a Japanese cryptocurrency exchange.
"FXBTCJPY" is a special product and does not strictly work with spot price.
Because of the extremely "peculiar" price, it often deviates from the spot price.
This is an indicator to confirm it.
This indicator shows you the difference between the price on the spot exchanges and the derivatives exchanges. When the ratio spikes upward, it is a good buying opportunity, and when it spikes downward, it is a good moment to sell. The best timeframe for this indicator is 4h. The calculation includes top 10 spot and derivatives exchanges by volume .
Simple Indicator that shows derivatives of chosen source data up to 100 and averaging treatment, plus various plot series for additional insight. Will be adding more Averages and more series as time goes on.
This script calculates the "instantaneous" first and second derivatives in a highly flexible and accurate way: namely, via zero-lag price tracking with increasingly narrow sample windows for sequential secant approximation tending towards the tangent. The slope of this tangential is the first derivative, i.e., slope.
Paired with a divergence indicator this can...
BINANCE:BTCUSDT I thought I’d make an indicator for the “fast trader”. This indicator compares the changing high prices with the close prices and in doing so, detects positive “anomalies” (the outlier drift). It gets more complicated than that; the practical indicator is the “empirically weighted drift”, which is a weighted average of the former with its...
Compares ETHUSD spot market volumes to ETHUSD perpetual swap volumes.
A higher ratio indicates higher spot buying interest and a more sustained growth overall.
Rallies-driven by spot are deemed more resilient to being affected by high funding rates on futures markets. The long-term trend seems to be increased derivatives volume on ETHUSD contracts making spikes...
This indicator is similar to the standard premium index we made for bitcoin, but this one is for alts.
Just like with the bitcoin premium index, you can compare the spot price of a certain altcoin with the price on a futures exchange. The indicator can be used to spot potential strength or weakness in the market.
You can fill in 1 spot exchange pair and...