OPEN-SOURCE SCRIPT

Bitmex BTC Perpetual Premium

Aktualisiert
This script tracks the premium of the Bitcoin Perpetual futures at Bimex exchange relative to 3 different reference prices.

The difference between this script and already published scripts is that it tracks the premium relative to 3 different reference prices. This tends to produce slightly different results.

This script is also open source, so you can verify the calculations, or use it as a basis for your own script.

The 3 plots uses the following reference prices:

Blue Area:
Bitmex Index price, ticker: BITMEX:XBT

Red line:
Bitmex Perpetual Premium, ticker XBTUSDPI
(This one is not used as reference, but simply plots the ticker*100)

Orange line:
The reference here is a price calculated by the tickers in trading view based on the Bitmex indices with weighing as follows:

Bitstamp:28,81%
Bittrex:5,5%
Coinbase: 38,07%
Gemini: 7,34%
Kraken: 20,28

Please note that Bitmex changes the bases of its indices regularly. Bitmex might also "rule out" on of these exchanges if there is a short term problem.
Versionshinweise
Fixed a calculation error. The different plots are now on the same scale.
Versionshinweise
2 Changes:

Added Tradingview Bitcoin Index as reference price (Default to yellow line)

Bitmex indices updated as of 26.Mars 2021 (Affects the default orange line including its history)
Versionshinweise
Corrected small error in indices.
Versionshinweise
Updated with BitMEX Indices as per 25.06.2021:
Binance US: 3,31%
Bitstamp: 12,31%
Coinbase: 47,83%
FTX: 17,51%
Gemini: 5,14%
Kraken: 13,9%
Versionshinweise
Updated Bitmex indices (Bitmex Price Index)
Versionshinweise
Updated Bitmex Indices.
Versionshinweise
Updated BitMEX Indices
Versionshinweise
Updated bitmex indices (FTX removed from indices)
Versionshinweise
Updated Bitmex indices (Bitmex reference prices)

Updated to Pine v6

WARNING! Some of the sourced used for Bitmex indices are not BTC/USD spot prices (not provided from the referenced exchange), and are not corrected for perpetual contract or stable coin denominator. The Bitmex indices reference might not be accurate.
bitmexbitmexsignalbitmexsignalsCentered Oscillatorsfundingperpetualperpetualswap

Open-source Skript

Ganz im Sinne von TradingView hat dieser Autor sein/ihr Script als Open-Source veröffentlicht. Auf diese Weise können nun das Script auch andere Trader verstehen und prüfen. Vielen Dank an den Autor! Sie können das Script kostenlos verwenden. Die Nutzung dieses Codes in einer Veröffentlichung wird in unseren Hausregeln reguliert. Sie können es als Favoriten auswählen, um es in einem Chart zu verwenden.

Möchten Sie dieses Skript auf einem Chart verwenden?

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