//Futures vs Spot

study(title = "FuturesVsSpot", shorttitle = "FuturesVsSpot")

len=input(5, minval=1)

ok3m = security("OKCOIN:BTCUSD3M",period, close)
ok1w =security("OKCOIN:BTCUSD1W",period, close)
stamp = security("BITSTAMP:BTCUSD",period,close)
usdcnh = security("FX_IDC:USDCNH",period,close)
btccny = security("OKCOIN:BTCCNY",period,close)
finex = security("BITFINEX:BTCUSD",period,close)

cny2usd = btccny/usdcnh
avg = (stamp+finex)/2
diff = ok1w-avg
diff2 = ok3m-avg

diff3 = cny2usd-avg

col = diff<0 ? red : diff>0 ? green : gray
col2 = diff2<0 ? red : diff2>0 ? green : gray

hline(0,title="0")
plot(diff2, style=area,linewidth=1,color=aqua)
plot(diff, style=area,linewidth=1,color=yellow,transp=50)
plot(diff3, style=line, linewidth=2, color=white)