contango

Intromoto

This indicator shows the popular crypto exchanges for Bitcoin spot and futures . This allows you to not have all of the "compare" indicators on the chart, as this combines it all in one. This indicator can be useful to show contango or backwardation between spot and derivative prices via exchange, giving potential indication for funding and reversal. Based on...

Plumptoiletduck

Used to show Contango or Backwardation in futures contracts vs spot price. You can input your own tickers so can technically can be used to compare anything. * In this example I'm showing Okex Quarterly contract vs Okex spot index price because it showcases it better. * If you are using this after 2019 the default setting will not work because I set it to...

MagicEins

English: This script shows the difference between a future's continuous current contract (e. g. CL1!) and the continuous next contract (e. g. CL2!). Normally, the next contract is more expensive ("Contango" - shown in green). If the next contract is cheaper, the difference is negative ("Backwardation" - shown in red). A change between Contango and Backwardation...

MartinShkreIi

Based on my previous script "BTC Contango Index" which was inspired by a Twitter post by Byzantine General: This is a script that shows the contango between spot and futures volumes of Bitcoin to identify overbought and oversold conditions. When a market is in contango, the volume of a futures contract is higher than the spot volume. Conversely, when a market is...

RedAndBlue

This indicator calculates difference between price of Bitmex's XBTUSD, and Bitmex's two nearest futures. If the difference is negative, then it is backwardation. If the difference is positive, then it is contango. This script will be updated every about 3 months, when the nearest Bitmex future will be expired. This is an updated script of ...

MartinShkreIi

Inspired by a Twitter post by Byzantine General: This is a script that shows the contango between spot and futures prices of Bitcoin to identify overbought and oversold conditions. Contango and backwardation are terms used to define the structure of the forward curve. When a market is in contango, the forward price of a futures contract is higher than the spot...

drshoe

VIX Contango Oscillator as outlined in the following blog post vixcontango.wordpress.com By Daniel Xu

drshoe

My implementtion of VIX term roll Oscillator according to the articles below seekingalpha.com vixcontango.wordpress.com Hope it helps! Daniel

lowstrife

*****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...

SchamBTC

This indicator measures value of basis (or spread) of current Futures contracts compared to spot. The default settings are specifically for Bitmex XBTU19 and XBTZ19 futures contracts. These will need to be updated after expiration. Also, it seems that Tradingview does not keep charts of expired contracts. If anyone...

SchamBTC

Similar to my other indicators, but measures XBTUSD Contango in terms of percent. Also, built it so you could change the values that give the red and green signals. Default values are 0% or less (backwardation) indicates green. However, i found that a 0.5% setting worked will finding local bottoms for current contract of XBTH20 (March 2020). The upper value...

tansancrypto

Contango : SELL!!! Backwardation : BUY!!! ...YATTA!!!! (It is a story that this is generally said so)

Fjvdb

OKEX/HUOBI compared to XBT price, discount and premium indicates reversals in price dependent on market phase. DM for access.

saolof

Very basic strategy that goes long on a VIX ETF whenever the futures curve shows signs of backwardation and gets out when it shows signs of contango. Makes no effort whatsoever to avoid getting faked out by monthly futures rollover. Surprisingly good at not incinerating money while still providing diversification benefits in a long SPY portfolio. Useful for...

Fjvdb

Backwardation/Contango of OKEX, HUOBI, BITMEX, DERIBIT futures compared to XBTUSD. Results indicate that backwardation can mark bottoms in price action.

theheirophant

Bitcoin Futures Premium Discount - Backwardation Contango Cryptorhythms back at it again with another release for your quarantined pleasure! We've had this one in our back pocket for a few months adding new features and testing it out. Now its time to release it into the wild! Intro This indicator is used to capture additional profits by spread trading on...

SchamBTC

Same as XBT Contango Calc V3, however built specifically for Deribit Futures . See link to XBT Contango Calc V3 for full description. Above is capture of how this indicator performed on December Futures Contract BTC27Z19, since I assume I will loose this as the main chart when I update to June contract Current (Dec....

SchamBTC

Since creating the first version of the XBT Contango Calculator, I found that the first version is good a calculating contango and backwardation in real time, however does not do a good job of capturing historical data of brief moves. Since backwardation moves are often brief, and since the first version Contango Calc was based on candlestick closes, it did not...