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Futures

Commercial / Open Interest-Buschi English: Another view the Commitment of Traders (CoT) data Since the Commercials are often a good indicator for future market movements, I tampered a little bit with their positioning (long or short) in relation to the open interest to visualize some kind of "commercial buying (long) or selling (short) power". It's definitely nothing more than work in progress, but I decided to publish it anyway. Critical comments are mostly welcome. Deutsch: Ein weiterer Blick auf die Commitment of Traders (CoT) Daten Da die Commercials häufig ein guter Indikator für zukünftige Marktbewegungen sind, habe ich ein wenig mit ihrer Positionierung (long oder short) im Verhältnis zum Open Interest herumgebastelt, um eine Art von "kommerzieller Kauf- (long) oder Verkaufs-Kraft" abzubilden. Es ist momentan noch im absoluten Teststadium, aber ich habe mich dazu entschlossen, es trotzdem zu veröffentlichen. Kritische Anmerkungen sind sehr willkommen.
Pine Script® indicator
by MagicEins
1
Futures - Measure and compare volatility in USDThis is a dirty fix. Dollar value (syminfo.pointvalue) is wrong in Tradingview for the below listed futures, where the price is in quarters of cents. For example ZC (Corn) says syminfo.pointvalue = 5000 (syminfo.mintick = 0.13), which gives you (with ATR = 6) volatility of $30,000 (6 * 5000) instead of the correct $300. For all other futures I used the default syminfo.pointvalue. Feel free to correct me, if I am wrong regarding the syminfo.pointvalue error.
Pine Script® indicator
by nemozny
A.I.Driven TradersAI Model Trades for 20190612The entry and exit levels here are NOT derived from any specific indicator but are coming from our A.I. driven proprietary models. This is an attempt at exploring the trading community here at TradingView and sharing our daily trading plans published at our site with the community here in the form a Pine Script - just starting and learning this platform. Please help point out any obvious errors or gotchas committed in the scripts. Thanks and have a great trading day! **** The Trading Plan Published for today **** >>>> Medium-Frequency Models: <<<<< For today, Wednesday 06/12, our medium-frequency models indicate using the 2895 as a pivot point - opening a long on a break above 2895, and opening a short on a break below 2895 (wait for a close on at least a five minute chart to determine the break), both sides with a 9-point trailing stop.      Note: For the trades to trigger, the breaks should occur during the regular session hours starting at 9:30am ET. By design, these models do NOT open any new positions after 3:45pm. Only one open position at any given time. >>>>> Aggressive Intraday Models: <<<<< For today, Wednesday 06/12, our aggressive intraday models indicate going long on a break above 2892 or 2875 with an 6-point trailing stop, and going short on a break below 2887 or 2878 with an 8-point trailing stop.    Note: For the trades to trigger, the breaks should occur during regular session hours starting at 9:30am ET. Due to the intraday nature of these aggressive models, they indicate closing any open trades at 3:55pm and remaining flat into the session close. No opening of new positions after 3:45pm. Only one open position at any given time.
Pine Script® strategy
by TradersAICorp
2
Resistance of VolumeIt is used to detect volume resistors in a personalized way, since it allows the user to enter the volume in which he wishes the resistance to jump automatically. It does not mark the black line and the graphic that's just to help understand how it works in the above image can see the indicator works on 30 minutes chart in the above image can see the indicator works on 5 minutes chart therefore, it can be configured to go through several temporalities.
Pine Script® indicator
by egsand
1
Index Vs Futures for OKEX Quarterly Contracts 5.0*****Please note that all old versions of this script are depreciated and will report incorrect data!***** This "indicator" is made to display the history of the price difference between OKEX's quarterly contracts and the market that it is supposed to be tracking. Contango differences are natural, but it's nice to visualize how they change over time. This update to this script brings in further functionality when OKEX changed the index that the futures contracts are based off of to remove chinese exchanges from the mix. This script reflects that change and crosses-over when that change was made. The new index removed chinese exchanges which are (currently) trading at a significant discount which will give bad data when using my old code.
Pine Script® indicator
by lowstrife
OKCoin future diffThis indicator checks the accuracy of okcoin futures against the current index. Example, check how the 1W future from 7 days ago matches the current spot value. The matches are on the 1W, 2W, 3M futures The indicator bundles them together, makes a weighted average and shows it all. the thin lines are the futures deltas for each of the futures(check the code to see the color of each). the thick line is the compound indicator, the line is red when the value is too far off the spot price, black when it's <5% background is green on "bullish", red for "bearish", take it as you want with many grains of salt :) there is an input value (default = 1) to adjust time scales. the value is a multiplier for the number of periods in a day. Example: 1D chart, input = 1 4h chart, input = 4h * 6 = 24h using the incorrect adjustment for the wrong time scale, makes the indicator (even more) meaningless ;)
Pine Script® indicator
by deimosaffair
Herrick Payoff Index for Quandl DataUpdate to my previous Herrick Payoff Index script. This script pulls Quandl futures data with daily open interest. The prior version only used the weekly Commitment of Traders open interest data so could only be used on weekly bars. Note: Must use Quandl Symbol methodology in chart (i.e. enter symbol as QUANDL:CHRIS/CME_FC2, QUANDL:CME/FCX2016, ect.). Unfortunately, I haven't been able to program this to pull from the embedded futures data.
Pine Script® indicator
by shardison
1
[Bitcoin] Spot price vs Futures indicatorA handy script to detect opportunities in the futures market during extreme movement. During rallies, futures usually tend to be US$10 above spot price, on the other hand it can be $1 below spot price when the price starts to decline. You could also draw a trendline to it :) measuring the amount of risk people are willing to take just to predict future prices in the rally/decline. Credits to lowstrife for the idea, I'm just implementing it :)
Pine Script® indicator
by LastBattle
1