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PROTECTED SOURCE SCRIPT

BitMEX Premium Index (.XBTUSDPI) [R1984]

By R1984
Updated
Basic indicator showing raw values of the BitMEX Premium Index (.XBTUSDPI) used in calculating the funding rate.

bitmex.com/app/contract/XBTUSD
bitmex.com/app/perpetualContractsGuide

Funding rate indicator available here.
Release Notes
Added premium index for ETHUSD perpetual quanto swaps market (.ETHUSDPI). Use the drop-down menu in the indicators settings to switch.
Release Notes
  • Ported to Pine Script v4
  • Cosmetic updates
  • Add option to choose simple or exponential moving average
Release Notes
  • Preemptively add premium index option for XRPUSD perpetual quanto swaps market. This won't work until BitMEX begins sending premium index data to TradingView. I assume this will start when the trading instrument is listed on Feb 5, 2020 (announcement).
Bitcoin (Cryptocurrency)bitmexEthereum (Cryptocurrency)ETHUSDfundingleveragemarginTrend AnalysisXBTUSDxrpusd
R1984

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