A momentum strategy combining the TTM Squeeze oscillator with an RSI filter. It calculates linear regression momentum relative to Bollinger Bands and Keltner Channels alongside an RSI oscillator. Long signals trigger when momentum rises from below zero while R
Strategy · Pine Script v4 · Own pane
BTC Premium Strategy
Calculates a volume-weighted perpetual futures premium against spot prices across multiple cryptocurrency exchanges, including Binance, OKX, Huobi, Coinbase, and BitMEX, for BTC or ETH.
GitHub stars1on the repository
Pine versionv4older, still runs
Lines of code157
Settings6inputs
LicenceNone stated
Last update4 years ago15 May 2022
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new strategy, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart. The trades and results appear in the Strategy Tester tab; adjust the settings with the gear icon.
Source Code
The code stays on GitHub. The author has not published this script under an open licence, so ForexR does not show its code. Copy script reads the file straight from GitHub into your clipboard, so you can still try it on your own chart. Ask the author before reusing the code anywhere else.
Overview
BTC Premium Strategy applies a user-selected moving average to the log premium value and plots the smoothed metric in a separate pane with upper and lower threshold color coding. The script also plots Bitcoin dominance data. Note that this script is incomplete and lacks trading entry or exit rules.
- Multi-exchange volume-weighted spot and futures calculation
- Customizable moving average smoothing for futures premium
- Threshold-based color coding for premium bounds
- Bitcoin dominance data overlay from CRYPTOCAP
Details
Published by
samliu0206 on GitHub
Type
Strategy, Pine Script v4
Draws
Separate pane below the chart
Category
Oscillators & momentum, Volatility & bands
Markets
Crypto
Timeframes
Any timeframe
Risk Notes
- The strategy enters trades without a stop loss
File
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Symbol | string | BTC | symbol_in |
| Source | source | ohlc4 | src |
| Type | string | SMA | smoothing |
| Length | int | 7 | length |
| Upper | float | 1.8 | upper |
| Lower | float | 0.5 | lower |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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