Asymmetrical RSI is an indicator that computes a custom relative strength index from the rate of change of a user-selected source. It plots the resulting ARSI line in a separate pane with color coding that turns green above the overbought level and red below t
Indicator · Pine Script v5 · Own pane
R5 Cash-and-Carry Regime (1× delta-neutral)
This indicator identifies cash-and-carry arbitrage regime opportunities by calculating a trailing seven-day annual percentage yield from cryptocurrency funding rates.
GitHub stars4on the repository
Pine versionv5runs as is
Lines of code143
Settings6inputs
LicenceNone stated
Last update6 months ago1 May 2026
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 indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
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
R5 Cash-and-Carry Regime (1× delta-neutral) signals regime entry and exit when the rolling yield crosses defined percentage thresholds. Drawn in a separate pane, the script tracks cumulative net carry returns after deducting spot and perpetual trading frictions based on custom capital parameters. Because standard Pine Script strategies cannot execute multi-symbol delta-neutral positions directly, this script provides visual performance tracking for delta-neutral yield strategies.
- Trailing annual percentage yield calculation
- Threshold-based regime entry and exit detection
- Cumulative net carry return tracking
- Adjustable fee friction and capital inputs
Details
Published by
limjoony94 on GitHub
Type
Indicator, Pine Script v5
Draws
Separate pane below the chart
Markets
Crypto
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Repository
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Entry: 7d trailing APY ≥ (%) | float | 3.0 | entry_apy_threshold |
| Exit: 7d trailing APY ≤ (%) | float | 0.0 | exit_apy_threshold |
| Spot friction per side (%) | float | 0.10 | spot_friction_pct |
| Perp friction per side (%) | float | 0.04 | perp_friction_pct |
| Capital (USD) | float | 1500 | capital_usd |
| Perp leg (USD) | float | 750 | perp_notional_usd |
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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