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Recherche dans les scripts pour "CME"

CME's BRL/USD to B3's USD/BRL ConversionThis indicator is made to calculate and show the spread between the currency pair USD-BRL being negotiatied in Brasil's B3 and in USA's CME Globex. The orange line "Arbitrage" is the spread. The red/green line is the "Stop Loss" recommended for the strategy. If the line is green, it means that the reward/tisk ratio is above 1. IMPORTANT: MAKE SURE TO BE USING THE SAME TIMEFRAME ON BOTH THE INDICATOR AND THE CHART.
Indicateur Pine Script®
par rodrigo.cohen
55
Bitcoin cme gap indicators, BINANCE vs CME exchanges premium gap # CME BTC Premium Indicator Documentation CME:BTC1! ## 1. Overview Indicator Name: CME BTC Premium Platform: TradingView (Pine Script v6) Type: Premium / Gap Analysis Purpose: * Visualize the CME BTC futures premium/discount relative to Binance BTCUSDT spot price. * Detect gap-up or gap-down events on the daily chart. * Assess short-term market sentiment and potential volatility through price discrepancies. ## 2. Key Features 1. CME Premium Calculation * Formula: CME Premium(%) = ((CME Price - Binance Price) / Binance Price) X 100 * Positive premium: CME futures are higher than spot → Color: Blue * Negative premium: CME futures are lower than spot → Color: Purple 2. Premium Visualization Options * `Column` (default) * `Line` 3. Daily Gap Detection (Daily Chart Only) * Gap Up: CME open > previous high × 1.0001 (≥ 0.01%) * Gap Down: CME open < previous low × 0.9999 (≤ 0.01%) * Visualization: * Bar Color: * Gap Up → Yellow (semi-transparent) * Gap Down → Blue (semi-transparent) * Background Color: * Gap Up → Yellow (semi-transparent) * Gap Down → Blue (semi-transparent) 4. Label Display * If `Show CME Label` is enabled, the last bar displays a premium percentage label. * Label color matches premium color; text color: Black. * Style: `style_label_upper_left`, Size: `small`. ## 3. User Inputs | Option Name | Description | Type / Default | | -------------- | ------------------------- | --------------------------------------- | | Show CME Label | Display CME premium label | Boolean / true | | CME Plot Type | CME premium chart style | String / Column (Options: Column, Line) | ## 4. Data Sources | Data Item | Symbol | Description | | ------------- | ---------------- | ----------------------------- | | Binance Price | BINANCE\:BTCUSDT | Spot BTC price | | CME Price | CME\:BTC1! | CME BTC futures closing price | | CME Open | CME\:BTC1! | CME BTC futures open price | | CME Low | CME\:BTC1! | CME BTC futures low price | | CME High | CME\:BTC1! | CME BTC futures high price | ## 5. Chart Display 1. Premium Column/Line * Displays the CME premium percentage in real-time. * Color: Premium ≥ 0 → Blue, Premium < 0 → Purple 2. Zero Line * Indicates CME futures are at parity with spot for quick visual reference. 3. Gap Highlight * Applied only on daily charts. * Gap-up or gap-down is highlighted using bar and background colors. 4. Label * Shows the latest CME premium percentage for quick monitoring. ## 6. Use Cases * Analyze spot-futures premium to gauge CME market sentiment. * Identify short-term volatility and potential trend reversals through daily gaps. * Combine premium and gap analysis to support altcoin trend analysis and position strategy. ## 7. Limitations * This indicator does not provide investment advice or trading recommendations; it is for informational purposes only. * Data delays, API restrictions, or exchange differences may result in calculation discrepancies. * Gap detection is meaningful only on daily charts; other timeframes may not provide valid signals.
Indicateur Pine Script®
par BIGTAKER
Etherium CME gaps multi-timeframe auto finderThis indicator is a powerful tool that automatically detects and visualizes price gaps (Gaps) in the Ethereum CME futures market across multiple timeframes and also provides alert functionality. Price gaps occur when the futures market is inactive for a certain period, often acting as potential support or resistance zones. What is an Ethereum CME Gap? CME (Chicago Mercantile Exchange) is one of the largest derivatives exchanges globally. The Ethereum CME futures market is closed on weekends and certain holidays. When the market reopens, a price difference may occur between the previous closing price and the new opening price, referred to as a "CME Gap." Key Features of the Indicator Multi-timeframe gap detection: Detects and displays gaps across 5m, 15m, 30m, 1h, 4h, 1d timeframes simultaneously. Customizable CME Symbol: You can specify Ethereum CME futures symbols, such as ETH1!. Two gap price display methods: CME_price: Displays the gap based on the actual price levels in the CME futures market. Chart_price: Adjusts the gap to match the price levels on the chart being viewed (e.g., spot market). This helps visualize the impact of futures gaps on the spot market. Visual customization: Individual color settings for bullish/bearish gap boxes for each timeframe. Adjust the extension (display length) of gap boxes in bars. Configure label display, position, text size, background, and text color. Highlight significant gaps: Emphasize gaps above a specified percentage with a unique color and border thickness. Alert functionality: Receive notifications when a gap is detected, with options to enable alerts only for specific timeframes. Why CME Gaps Matter Traders often consider CME gaps as significant price zones. Gap Fill: Historical data shows that many gaps tend to get "filled" over time, meaning the price returns to the gap area, reaching the start or end point of the gap. Support/Resistance: Unfilled gaps can serve as potential support (Bullish Gap) or resistance (Bearish Gap) zones. Bullish Gap: Occurs when the current opening price is higher than the previous closing price. Typically leaves an unfilled gap below (previous high), which can act as potential support. Bearish Gap: Occurs when the current opening price is lower than the previous closing price. Typically leaves an unfilled gap above (previous low), which can act as potential resistance. How to Use the Indicator Add Indicator on TradingView: Click the "Indicators" button on the TradingView chart. Find the indicator in "My Scripts" or "Invite-Only Scripts" and add it to the chart. Adjust Settings: Once the indicator is added, click the settings (gear) icon to adjust inputs. CME Symbol (ETH): ETH1! is typically the default symbol for Ethereum CME futures. Confirm based on your broker or data feed. Min gap %: Set the minimum gap size in percentage; smaller gaps will not be displayed. Select Exchanges to Display gap price: Choose between "CME_price" or "Chart_price." For viewing futures gaps on a spot chart, "Chart_price" is recommended. Show Xm/h/d gap boxes: Select which timeframe gap boxes to display. Color, Extension, Label settings: Customize the visual aspects of gap boxes and labels. Highlight gap % (>=): Set the minimum percentage for highlighting significant gaps. Enable Alerts: Choose whether to receive alerts when a gap is detected. Alert Timeframe: Select whether alerts apply to all timeframes or specific ones only. Chart Analysis Once the indicator is applied, gap boxes for the selected timeframes appear on the chart. Green shades indicate Bullish Gaps, and red shades indicate Bearish Gaps (default green can be customized, and bearish gap color can be set separately). Highlighted gaps may carry higher significance and should be monitored carefully. Potential trading opportunities can be explored when the price approaches or attempts to fill a gap. Usage Strategies (Examples) Support/Resistance Confirmation: The lower boundary of a bullish gap can act as potential support, while the upper boundary of a bearish gap can act as potential resistance. Observe for reversals or breakouts when price reaches these areas. Retracement Trading: Trade when the price returns to fill a gap after leaving it through a sharp move up or down. Multi-timeframe Analysis: Gaps overlapping across multiple timeframes can form stronger support/resistance zones. Considerations * "Gap Filled" Condition: The indicator does not draw a gap if it determines that the gap has already been filled by the current bar’s low (bullish gap) or high (bearish gap). * Tool Only: This indicator is a gap detection tool and should not be used alone for trading decisions. Always combine with other technical analysis tools and your trading strategy. * Past Data ≠ Future Guarantee: Historical gap fill trends do not guarantee future occurrences. This indicator allows effective tracking of Ethereum CME futures gaps and provides valuable insights for enhancing your trading strategy.
Indicateur Pine Script®
par BIGTAKER
2
Nq/ES daily CME risk intervalReverse engineering the risk interval for CME (Chicago Mercantile Exchange) products based on margin requirements involves understanding the relationship between margin requirements, volatility, and the risk interval (price movement assumed for margin calculation) The CME uses a methodology called SPAN (Standard Portfolio Analysis of Risk) to calculate margins. At a high level, the initial margin is derived from: Initial Margin = Risk Interval × Contract Size × Volatility Adjustment Factor Where: Risk Interval: The price movement range used in the margin calculation. Contract Size: The unit size of the futures contract. Volatility Adjustment Factor: A measure of how much price fluctuation is expected, often tied to historical volatility. To calculate an approximate of the daily CME risk interval, we need: Initial Margin Requirement: Available on the CME Group website or broker platforms. Contract Size: The size of one futures contract (e.g., for the S&P 500 E-mini, it is $50 × index points). Volatility Adjustment Factor: This is derived from historical volatility or CME's implied volatility estimates. As we do not have access to CME calculations , the volatility adjustment factor can be estimated using historical volatility: We calculate the standard deviation of daily returns over a specific period (e.g., 20 or 30 or 60 days). Key Considerations The exact formulas and parameters used by CME for CME's implied volatility estimates are proprietary, so this calculation based on standard deviation of daily returns is an approximation. How to use: Input the maintenance margin obtained from the CME website. Adjust volatility period calculation. The indicator displays the range high and low for the trading day. 1.Lines can be used as targets intraday 2.Market tends to snap back in between the lines and close the day in the range
Indicateur Pine Script®
par DrodzCip
2
Bitcoin CME-Spot Z-Spread - Strategy [presentTrading]This time is a swing trading strategy! It measures the sentiment of the Bitcoin market through the spread of CME Bitcoin Futures and Bitfinex BTCUSD Spot prices. By applying Bollinger Bands to the spread, the strategy seeks to capture mean-reversion opportunities when prices deviate significantly from their historical norms █ Introduction and How it is Different The Bitcoin CME-Spot Bollinger Bands Strategy is designed to capture mean-reversion opportunities by exploiting the spread between CME Bitcoin Futures and Bitfinex BTCUSD Spot prices. The strategy uses Bollinger Bands to detect when the spread between these two correlated assets has deviated significantly from its historical norm, signaling potential overbought or oversold conditions. What sets this strategy apart is its focus on spread trading between futures and spot markets rather than price-based indicators. By applying Bollinger Bands to the spread rather than individual prices, the strategy identifies price inefficiencies across markets, allowing traders to take advantage of the natural reversion to the mean that often occurs in these correlated assets. BTCUSD 8hr Performance █ Strategy, How It Works: Detailed Explanation The strategy relies on Bollinger Bands to assess the volatility and relative deviation of the spread between CME Bitcoin Futures and Bitfinex BTCUSD Spot prices. Bollinger Bands consist of a moving average and two standard deviation bands, which help measure how much the spread deviates from its historical mean. 🔶 Spread Calculation: The spread is calculated by subtracting the Bitfinex spot price from the CME Bitcoin futures price: Spread = CME Price - Bitfinex Price This spread represents the difference between the futures and spot markets, which may widen or narrow based on supply and demand dynamics in each market. By analyzing the spread, the strategy can detect when prices are too far apart (potentially overbought or oversold), indicating a trading opportunity. 🔶 Bollinger Bands Calculation: The Bollinger Bands for the spread are calculated using a simple moving average (SMA) and the standard deviation of the spread over a defined period. 1. Moving Average (SMA): The simple moving average of the spread (mu_S) over a specified period P is calculated as: mu_S = (1/P) * sum(S_i from i=1 to P) Where S_i represents the spread at time i, and P is the lookback period (default is 200 bars). The moving average provides a baseline for the normal spread behavior. 2. Standard Deviation: The standard deviation (sigma_S) of the spread is calculated to measure the volatility of the spread: sigma_S = sqrt((1/P) * sum((S_i - mu_S)^2 from i=1 to P)) 3. Upper and Lower Bollinger Bands: The upper and lower Bollinger Bands are derived by adding and subtracting a multiple of the standard deviation from the moving average. The number of standard deviations is determined by a user-defined parameter k (default is 2.618). - Upper Band: Upper Band = mu_S + (k * sigma_S) - Lower Band: Lower Band = mu_S - (k * sigma_S) These bands provide a dynamic range within which the spread typically fluctuates. When the spread moves outside of these bands, it is considered overbought or oversold, potentially offering trading opportunities. Local view 🔶 Entry Conditions: - Long Entry: A long position is triggered when the spread crosses below the lower Bollinger Band, indicating that the spread has become oversold and is likely to revert upward. Spread < Lower Band - Short Entry: A short position is triggered when the spread crosses above the upper Bollinger Band, indicating that the spread has become overbought and is likely to revert downward. Spread > Upper Band 🔶 Risk Management and Profit-Taking: The strategy incorporates multi-step take profits to lock in gains as the trade moves in favor. The position is gradually reduced at predefined profit levels, reducing risk while allowing part of the trade to continue running if the price keeps moving favorably. Additionally, the strategy uses a hold period exit mechanism. If the trade does not hit any of the take-profit levels within a certain number of bars, the position is closed automatically to avoid excessive exposure to market risks. █ Trade Direction The trade direction is based on deviations of the spread from its historical norm: - Long Trade: The strategy enters a long position when the spread crosses below the lower Bollinger Band, signaling an oversold condition where the spread is expected to narrow. - Short Trade: The strategy enters a short position when the spread crosses above the upper Bollinger Band, signaling an overbought condition where the spread is expected to widen. These entries rely on the assumption of mean reversion, where extreme deviations from the average spread are likely to revert over time. █ Usage The Bitcoin CME-Spot Bollinger Bands Strategy is ideal for traders looking to capitalize on price inefficiencies between Bitcoin futures and spot markets. It’s especially useful in volatile markets where large deviations between futures and spot prices occur. - Market Conditions: This strategy is most effective in correlated markets, like CME futures and spot Bitcoin. Traders can adjust the Bollinger Bands period and standard deviation multiplier to suit different volatility regimes. - Backtesting: Before deployment, backtesting the strategy across different market conditions and timeframes is recommended to ensure robustness. Adjust the take-profit steps and hold periods to reflect the trader’s risk tolerance and market behavior. █ Default Settings The default settings provide a balanced approach to spread trading using Bollinger Bands but can be adjusted depending on market conditions or personal trading preferences. 🔶 Bollinger Bands Period (200 bars): This defines the number of bars used to calculate the moving average and standard deviation for the Bollinger Bands. A longer period smooths out short-term fluctuations and focuses on larger, more significant trends. Adjusting the period affects the responsiveness of the strategy: - Shorter periods (e.g., 100 bars): Makes the strategy more reactive to short-term market fluctuations, potentially generating more signals but increasing the risk of false positives. - Longer periods (e.g., 300 bars): Focuses on longer-term trends, reducing the frequency of trades and focusing only on significant deviations. 🔶 Standard Deviation Multiplier (2.618): The multiplier controls how wide the Bollinger Bands are around the moving average. By default, the bands are set at 2.618 standard deviations away from the average, ensuring that only significant deviations trigger trades. - Higher multipliers (e.g., 3.0): Require a more extreme deviation to trigger trades, reducing trade frequency but potentially increasing the accuracy of signals. - Lower multipliers (e.g., 2.0): Make the bands narrower, increasing the number of trade signals but potentially decreasing their reliability. 🔶 Take-Profit Levels: The strategy has four take-profit levels to gradually lock in profits: - Level 1 (3%): 25% of the position is closed at a 3% profit. - Level 2 (8%): 20% of the position is closed at an 8% profit. - Level 3 (14%): 15% of the position is closed at a 14% profit. - Level 4 (21%): 10% of the position is closed at a 21% profit. Adjusting these take-profit levels affects how quickly profits are realized: - Lower take-profit levels: Capture gains more quickly, reducing risk but potentially cutting off larger profits. - Higher take-profit levels: Let trades run longer, aiming for bigger gains but increasing the risk of price reversals before profits are locked in. 🔶 Hold Days (20 bars): The strategy automatically closes the position after 20 bars if none of the take-profit levels are hit. This feature prevents trades from being held indefinitely, especially if market conditions are stagnant. Adjusting this: - Shorter hold periods: Reduce the duration of exposure, minimizing risks from market changes but potentially closing trades too early. - Longer hold periods: Allow trades to stay open longer, increasing the chance for mean reversion but also increasing exposure to unfavorable market conditions. By understanding how these default settings affect the strategy’s performance, traders can optimize the Bitcoin CME-Spot Bollinger Bands Strategy to their preferences, adapting it to different market environments and risk tolerances.
Stratégie Pine Script®
par PresentTrading
2
BTC CME Gap – detector & single signals# BTC CME Gap — Detector & Single Signals (Pine v5) **What it does** This indicator finds the **weekend gap** on **CME Bitcoin futures** and turns it into a clean, tradable object: * Draws a **gap zone** (Friday close ↔ Monday open) as a right-extending box. * Fires **one-time signals** per gap: * **ENTER** – first touch of the gap zone by price. * **FILL** – gap is considered filled when price tags **Friday’s close**. It works on any BTC chart (spot or futures). The gap itself is calculated from **CME\:BTC1!** daily data. --- ## How it works 1. Pulls **daily** `open`/`close` from `CME:BTC1!` (`request.security`, no lookahead). 2. On **Monday**, compares Monday **open** with previous **Friday close**: * If different → a **gap** exists. 3. Defines the zone: * `gapTop = max(MonOpen, FriClose)` * `gapBot = min(MonOpen, FriClose)` 4. Renders a box + boundary lines, **extending right** until price action resolves it. 5. Signals: * **ENTER**: the first bar that **enters** the gap zone. * **FILL**: first bar that **touches Friday close** (gap completion). 6. Each new Monday gap **replaces** the previous box and signals. --- ## Inputs * **CME symbol** (default `CME:BTC1!`) * **Gap timeframe** (default `D`) * **Colors** for the box and edges --- ## Plot & Signals * **Box** = visual gap zone (transparent fill, outlined). * **ENTER** = triangle up below bar. * **FILL** = triangle down above bar. * Optional label prints **Top / Bottom / Fill** levels. --- ## Notes on behavior * Uses `barmerge.lookahead_off` and daily aggregation, so the gap definition **does not repaint** once Monday’s daily bar is confirmed. * Signals are **single-shot** per gap (no clutter). * Works on any chart timeframe; the gap logic always references **CME daily**. --- ## Practical use * Track obvious **“magnets”** for mean-reversion, stop-runs, or liquidity grabs. * Combine with your higher-timeframe bias (e.g., **1D trend filter**) and execution on **4H/1H**. * Typical outcomes: quick Monday fill, staged fill after partial rejection, or delayed fill during later consolidation. --- ## Customization ideas * Add `alertcondition(enterSignal, …)` / `alertcondition(fillSignal, …)` for automation. * Gate trades with trend filters (EMA/SMA, Kernel regression, ADX) or session tools (VWAP/POC). * Persist multiple historical gap boxes if you want to track **unfilled** gaps. --- **Credits**: Built for BTC CME weekend gaps; minimal, publication-ready visualization with single-event signals to keep charts clean.
Indicateur Pine Script®
par Greg_deVril
Bitcoin CME Gap TrackerCME Bitcoin Futures Gaps: What Are They and Why Are They Important? Gaps are breaks between price candles on charts, illustrating the intervals between the closing price of the previous period and the opening price of the next. For Bitcoin on CME, these gaps arise due to the particular workings of this market. Bitcoin and other cryptocurrencies trade 24/7 without breaks. However, CME Bitcoin Futures, like many other financial instruments on traditional exchanges, have weekends and trading pauses. When the Bitcoin market continues to move during weekends or CME closures, and then CME opens on the subsequent trading day, a price disparity can occur, perceived as a gap. Several studies suggest that in most cases (approximately 70% and more), the market reverts to "close" these gaps. This phenomenon is observed because large liquidity is concentrated at these gap points. There are many unfilled orders in gap zones, placed at specific prices. When the price reaches these levels, it can swiftly react to this "clustering" of orders, potentially leading to the gap's closure. Therefore, CME Bitcoin Futures gaps not only reflect crucial psychological moments in the market but can also serve as potential entry or exit points, considering the high liquidity in these zones. Technical Description: The script is designed to identify gaps in the Bitcoin Futures chart on CME. It automatically detects gaps that appear on Mondays (since CME is closed on weekends) and are larger than the user-specified percentage. Key Features: Identification of the weekday to detect gaps that arose on Monday. Calculation of positive and negative gaps by comparing the highs and lows of the previous candles with the current ones. Graphical representation of the gaps using lines and labels on the chart. User Guide: Add this script to your TradingView chart. You can adjust the "Show gaps larger than %" parameter to determine the minimum gap size of interest. Gaps will be automatically displayed on your chart with lines and labels.
Indicateur Pine Script®
par Yaroslav_Krasko
3
Bitcoin CME gaps multi-timeframe auto finder1. Overview The Bitcoin CME Gap Multi-Timeframe Detector automatically identifies price gaps in the Bitcoin CME (Chicago Mercantile Exchange) futures market and visually displays them on the TradingView chart. Because the CME futures market closes for about an hour after each weekday session and remains closed over the weekend, price gaps frequently appear when trading resumes on Monday. This indicator analyzes gaps across six major timeframes, from 5-minute to 1-day charts, allowing traders to easily identify structural imbalances and potential support/resistance zones. It is the most accurate and feature-rich CME gaps indicator available on TradingView. 2. Key Features ■ Multi-Timeframe Gap Detection Analyzes 5m, 15m, 30m, 1h, 4h, and 1D charts simultaneously. This enables traders to observe both short-term volatility and mid-to-long-term structure, providing a multi-dimensional view of market dynamics. ■ Gap Direction Classification Up Gap: When the next candle’s open is higher than the previous candle’s high (default color: green tone) Down Gap: When the next candle’s open is lower than the previous candle’s low (default color: red tone) Gaps are color-coded to intuitively visualize potential support and resistance zones. ■ Highlight Function Gaps exceeding a user-defined threshold (%) are highlighted (default color: yellow). This helps quickly identify zones with abnormal volatility or sharp price dislocations. ■ Labels and Box Extension Each gap displays a percentage label indicating its relative size and significance. Gap zones are extended to the right as boxes, allowing traders to visually track when and how the gap gets filled over time. ■ Alert System When a gap forms on the selected timeframe (or across all timeframes), a TradingView alert is triggered. This enables real-time response to significant gap events. 3. Trading Strategies ■ Gap Fill Behavior CME gaps statistically tend to get filled over time. Gap boxes help distinguish between filled and unfilled gaps at a glance. Up Gap: Price tends to decline to fill the previous high–next open zone. Down Gap: Price often rises later to fill the previous low–next open zone. ■ Support & Resistance Levels Gap zones frequently act as strong support or resistance. When price retests a gap area, observing the reaction of buyers and sellers can provide valuable trading insights. Overlapping gap boxes across multiple timeframes indicate high-confidence support/resistance zones. ■ Market Sentiment & Volatility Analysis Large gaps usually result from shifts in market sentiment or major news events. This indicator allows traders to detect volatility spikes early and prepare for potential trend reversals. ■ Combination with Other Technical Tools While fully functional on its own, this indicator works even better when combined with tools like moving averages (MA), RSI, MACD, or Fibonacci retracements. For example, if the bottom of a gap coincides with the 0.618 Fibonacci level, it may signal a strong rebound zone. 4. Settings Options Minimum Gap % | Sets the minimum percentage movement required to detect a gap (lower values show smaller gaps) Display Timeframes | Choose which timeframes to display (5m, 15m, 30m, 1h, 4h, 1D) Box Colors | Assign colors for up and down gaps Box Extension (Bars) | Number of bars to extend gap boxes to the right Show Labels | Toggle display of gap percentage labels Label Position / Size | Adjust label position and size Highlight Gap ≥ % | Highlight gaps exceeding a specified percentage Highlight Colors | Set highlight color for labels and boxes Enable Alerts | Enable or disable alerts Alert Timeframe | Select timeframe(s) for alerts (“All” = all timeframes) 5. Summary This indicator is a professional trading tool that provides quantitative and visual analysis of price gaps in the Bitcoin CME futures market. By combining multi-timeframe detection, highlighting, and alert systems, it helps traders clearly identify zones of market imbalance and potential reversal areas.
Indicateur Pine Script®
par BIGTAKER
12
BTC Spread: Coinbase Spot vs CME Futures (skullcap)BTC Spread: Coinbase Spot vs CME Futures This indicator plots the real-time spread between Coinbase Spot BTC (COINBASE:BTCUSD) and CME Bitcoin Futures (CME:BTC1!). It allows traders to monitor the premium or discount between spot and futures markets directly in one chart. ⸻ 📊 How it Works • The script pulls Coinbase spot BTC closing prices and CME front-month BTC futures prices on your selected timeframe. • The spread is calculated as: Spread = CME Price – Coinbase Spot Price 🔧 How to Use 1. Add the indicator to your chart (set to any timeframe you prefer). 2. The orange line represents the spread (USD difference). 3. The grey dashed line marks the zero level (parity between CME and Coinbase). 4. Use it to: • Compare futures vs. spot market structure • Track premium/discount cycles around funding or expiry • Identify arbitrage opportunities or market dislocations ⸻ ⚠️ Notes • This indicator is informational only and does not provide trading signals. • Useful for traders analysing derivatives vs spot price action. • Works best when paired with order flow, funding rate, and open interest data.
Indicateur Pine Script®
par skullcap_ftm
Session Seed Range (LON / FRA / NY / CME / ASIA + 3 Custom) — v6Session Seed Range → Lines (LON / FRA / NY / CME / ASIA + 3 Custom) What it does This tool draws two horizontal levels—the High and Low of a short seed window at each market open (e.g., London 09:00–09:05)—and extends them to the session close (e.g., 17:30). An optional Mid line (average of seed High/Low) can be displayed as well. Included sessions • London, Frankfurt, New York, CME, Asia • Plus 3 fully custom sessions (name, seed window, session end) Key features • Seed window → extended lines: Capture the initial opening move and project it across the trading session. • Timezone dropdown: Choose from common IANA timezones (incl. Europe/Istanbul)—no manual offset math. • Label language: DE / EN / TR (or Off) for price labels at the right edge. • Show/Hide Mid line per your preference. • 3 custom sessions: Add your own schedules with custom names. • Per-session styling: Colors and widths for High/Low/Mid. • Lightweight: Works on any timeframe. ________________________________________ Quick start 1. Pick your Timezone in the Inputs. 2. Enable a session (e.g., London) and set its Seed (HHMM–HHMM) and Session End (HHMM). 3. Optionally turn on Show mid line and Labels (DE/EN/TR). 4. Repeat for other sessions or use the Custom A/B/C blocks. Tip: The seed window must be visible on the chart’s timeframe so the High/Low can be collected. If you don’t see lines, zoom in or use a lower timeframe. ________________________________________ Inputs overview • Timezone: IANA timezone selection. • Labels: Off / DE / EN / TR + label offset (ticks). • Show mid line: Toggle Mid (average of seed High/Low). • Session blocks (London, Frankfurt, New York, CME, Asia, Custom A/B/C): o Enable, Seed (HHMM–HHMM), Session End (HHMM) o High/Low/Mid colors, Width ________________________________________ Notes & limitations • Lines are built from the seed window only; they do not repaint once the seed completes. • If the chart timeframe is too high to include the seed window, switch to a lower TF or widen the seed. • This indicator is for analysis/education only and not financial advice. ________________________________________ Changelog (suggested) • v1.0.0 — Initial release: LON/FRA/NY/CME/ASIA + 3 Custom, TZ dropdown, labels DE/EN/TR, Mid toggle. ________________________________________ If you want a shorter “store blurb” version, use: Draws High/Low of a small opening seed window (e.g., London 09:00–09:05) and extends them to session close. Includes London, Frankfurt, New York, CME, Asia + 3 custom sessions. Timezone dropdown (incl. Europe/Istanbul), labels in DE/EN/TR (or Off), optional Mid line, per-session styling. Seed window must be visible on your timeframe. Not financial advice.
Indicateur Pine Script®
par ayhan_yuecel
BTC CME Futures Divergence TrackerThis script tracks divergences between price action and open interest for the BTC CME Futures contract (symbol "BTC1!") using the following components: Key Features: 1. Price Analysis: Identifies lower highs in the price over a specified lookback period. Marks these points with red upward-facing triangles above the bars. 2. Open Interest Analysis: Retrieves open interest (OI) data for the BTC CME Futures contract via request.security. Detects lower highs in open interest over the same lookback period. Highlights these points with blue downward-facing triangles below the bars. 3. Divergence Detection: A divergence is identified when both price and open interest form lower highs simultaneously. Highlights such occurrences with a purple background, indicating potential bearish sentiment or weakening momentum. 4. Alerts: If divergences are detected, an alert is triggered (if enabled), notifying the trader to take action. 5. Visualization: Open interest is plotted as a blue line in a separate pane for added context. Red and blue markers highlight significant points in price and open interest trends. Use Cases: - Spot Weakening Trends: Divergences between price and open interest may indicate a loss of momentum or bearish sentiment, allowing traders to preemptively adjust their strategies. - Monitor Institutional Activity: Open interest changes reflect shifts in market participation, especially in derivative markets like CME Futures. - Set Alerts for Key Signals: With automated alerts, traders can stay informed of potential divergence signals without constant monitoring. Customization Options: - Lookback Period: Adjust the number of bars used to detect lower highs. - Timeframe: Choose the timeframe for fetching open interest data (e.g., daily, hourly). - Alert Activation: Enable or disable alerts for divergences. This tool combines price action with open interest dynamics to provide a robust method for identifying market trends and potential reversals in BTC CME Futures.
Indicateur Pine Script®
par camsoter
Bitcoin - CME Futures Friday Close This indicator displays the weekly Friday closing price according to the CME trading hours (Friday 4pm CT). A horizontal line is displayed until the CME opens again on Sunday 5pm CT. This indicator is based on the thesis, that during the weekend the Bitcoin price tends to mean reverse to the CME closing price of the prior Friday. The level can also act as support/resistance. This indicator gives a visualization of this key level for the relevant time window. Furthermore the indicator helps to easily identify, if there is an up or down gap in the CME Bitcoin contract.
Indicateur Pine Script®
par UniqueCharts
4
Futures Settlement [NeoButane]Traders use settlement prices as both support/resistance and as a target for price to trend towards. The intention of this script is to provide possible entry and exit levels for swing and scalp trades by drawing horizontal lines of true settlement prices provided by TradingView. The settlement price, which is calculated daily, is used to determine the profit/loss of a trader's futures position. Prior to the daily close, price settlement of futures contracts is performed by taking the average of its traded price during a specified period of time. Usage The settlement prices, shown as horizontal lines, serve as support or resistance for entry or exit. There are hundreds of ways to combine this with favorite indicators, or it can be used as levels for pure price action traders. See how settlement price levels can be used in confluence with oscillators. Configuration Toggles to show each settlement. Reprint shows prior weeks or months after they've ended. Back-adjusted futures, which affect expired futures price history on continuous futures charts, should only be enabled on non-standard charts to match the user's chart settings. What this script does This script plots the daily, weekly, and monthly settlements for futures, including an average for the two most recent weekly or monthly settlements. The weekly settlement uses the last day of the week's daily settlement and the monthly settlement uses the last day of the month's daily settlement. For symbols that do not have settlement prices, which will be almost if not all symbols that are not futures, the settlement price instead becomes price at the last second before the daily/weekly/monthly close. In those cases, this script becomes a tool for automatically plotting daily/weekly/monthly closes. See below for two different bitcoin charts. The chart on top is a non-futures chart and a futures chart is at the bottom. Note that CME bitcoin futures settle 4 hours (1500 CST) before bitcoin's daily close (UTC). How this script works TradingView has a built-in ability to display daily settlements instead of the actual daily close. This can be enabled in chart settings for futures on the daily timeframe and there is an argument for Pine Script to do so as well. Because settlement times are different for multiple products during the day, the script uses the settlement price from daily timeframe, which is guaranteed to be correct because TradingView is wonderful. I accidentally found the undocumented backadjustment and settlement_at_close when I was trying to use ticker.inherit() to create a symbol with its daily close time changed to another symbol's, which I still haven't figured out. TradingView has since added documentation for both of them, but there's still an ambiguous 'etc.' in the description of ticker.inherit() so maybe there's more secret arguments... The script is able to be used on non-standard charts by using ticker.standard(), but back-adjustment will need to be changed by input to match chart settings. References Investopedia explanation of settlement price. www.investopedia.com Settlement prices for ES. www.cmegroup.com CME summary of settlement price. www.cmegroup.com How to enable settlement price as close for daily intervals in TradingView. This does not affect the use of this script. www.tradingview.com About back-adjustment for continuous futures charts in TradingView. www.tradingview.com
Indicateur Pine Script®
par NeoButane
4
Margin Zones[kryptodude]This indicator is based on the margin requirements of the CME exchange. Zones act as support and resistance levels, which are more likely to have a price reaction. The recommended zones for entering a position, as well as taking profits, are zones 50 and 100. For example, you decide to open a short position on the +100 zone, in which case it is recommended to place a stop-loss behind the zone. Take-profit part at -50 and -100, based on the zones from the formed maximum at the +100 zone. Settings: Select the currency pair and the exchange on which the indicator will work, For example BINANCE:BTCUSD "Margin" (for example,now 68280, the next day the margin will be different) "Tick cost" for BTC = 25 or 12.5 taken from the CME exchange. "Price max"- High yesterday (for example 44451). "Price min"- Low yesterday (for example 41280). Please note, with strong volatility, it is recommended to change the Tick cost instead of 25 to put 12.5 And also, only dots " . " not commas ", " work in the indicator.
Indicateur Pine Script®
par kryptodude
5
[SCL] BTC Futures Daily Bias (CME BTC1!)Derives a bias for BTC/USD on the daily timeframe and displays it on the chart in a configurable way. Takes price data from the CME BTC futures chart (exchange is configurable), regardless of what symbol you run it on. Why? Because futures are said to give cleaner charts, but most traders are not trading CME futures. So you can use this indicator on whichever exchange you want to chart Bitcoin on. Uses the 80D HMA and the 8D and 21D EMAs by default; all intervals are configurable.
Indicateur Pine Script®
par SimpleCryptoLife
8
Futures Tick & Point Value [BoredYeti]Futures Tick & Point Value This utility displays tick size, dollars per tick, and (optionally) a per-point row for the current futures contract. Features • Hardcoded $/tick map for common CME/NYMEX/CBOT/COMEX contracts • Automatic fallback using pointvalue * mintick for any other symbol • Table settings: adjustable position, text size, customizable colors • Optional “Per Point” row showing ticks and $/point Notes • Contract specs can vary by broker/exchange and may change over time. Always confirm with official specifications. • Educational tool only; not financial advice.
Indicateur Pine Script®
par BoredYeti