OPEN-SOURCE SCRIPT
Futures/Spot Ratio
what is Futures /Spot Ratio?
Although futures and spot markets are separate markets, they are correlated. arbitrage bots allow this gap to be closed. But arbitrage bots also have their limits. so there are always slight differences between futures and spot markets. By analyzing these differences, the movements of the players in the market can be interpreted and important information about the price can be obtained. Futures /Spot Ratio is a tool that facilitates this analysis.
what it does?
it compresses the ratio between two selected spot and futures trading pairs between 0 and 100. its purpose is to facilitate use and interpretation. it also passes a regression (Colorful Regression) through the middle of the data for the same purpose.
about Colorful Regression:
how it does it?
it uses this formula:https://www.tradingview.com/x/WqSkZNFL
how to use it?
use it to understand whether the market is priced with spot trades or leveraged positions. A value of 50 is the breakeven point where the ratio of the spot and leveraged markets are equal. Values above 50 indicate excess of long positions in the market, values below 50 indicate excess of short positions. I have explained how to interpret these ratios with examples below.
https://www.tradingview.com/x/McLzvEAW
https://www.tradingview.com/x/SKhFJ6cp
https://www.tradingview.com/x/197T13M3
https://www.tradingview.com/x/YXDIKUh1
Although futures and spot markets are separate markets, they are correlated. arbitrage bots allow this gap to be closed. But arbitrage bots also have their limits. so there are always slight differences between futures and spot markets. By analyzing these differences, the movements of the players in the market can be interpreted and important information about the price can be obtained. Futures /Spot Ratio is a tool that facilitates this analysis.
what it does?
it compresses the ratio between two selected spot and futures trading pairs between 0 and 100. its purpose is to facilitate use and interpretation. it also passes a regression (Colorful Regression) through the middle of the data for the same purpose.
about Colorful Regression:
how it does it?
it uses this formula:https://www.tradingview.com/x/WqSkZNFL
how to use it?
use it to understand whether the market is priced with spot trades or leveraged positions. A value of 50 is the breakeven point where the ratio of the spot and leveraged markets are equal. Values above 50 indicate excess of long positions in the market, values below 50 indicate excess of short positions. I have explained how to interpret these ratios with examples below.
https://www.tradingview.com/x/McLzvEAW
https://www.tradingview.com/x/SKhFJ6cp
https://www.tradingview.com/x/197T13M3
https://www.tradingview.com/x/YXDIKUh1
نص برمجي مفتوح المصدر
بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
نص برمجي مفتوح المصدر
بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.