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Nov 22nd, 2019
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  1. study("My Script")
  2.  
  3.  
  4.  
  5. quarterly = tickerid
  6.  
  7. perpetual = input("DERIBIT:BTCPERP", type=symbol)
  8.  
  9. quarterlyC = security(quarterly, period, close)
  10. perpetualC = security(perpetual, period, close)
  11.  
  12.  
  13.  
  14. premium = (quarterlyC - perpetualC) / perpetualC * 100
  15.  
  16.  
  17.  
  18. plot(premium, linewidth=2, color=blue, transp=0, title= 'Quarterly Futures Premium')
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