Interest Rate Trading: How Interest Rates Can Guide Your Next Move.
How were interest rate decisions added?
All interest rate decision dates were manually retrieved from the 'Record of Policy Actions' and 'Minutes of Actions' on the Federal Reserve's website due to inconsistent dates from other sources. These were manually added as Pine Script currently only...
This script implements the full funding rate formulas found on the BitMEX site for XBTUSD, ETHUSD, and XRPUSD. It uses the 1-min premium and interest tickers found here on TradingView to calculate an 8-hour TWAP, then uses base initial and maintenance margins to apply caps on absolute rate and delta from prior value. Caps are applicable only to position sizes...