OPEN-SOURCE SCRIPT
Updated

2020 March 27 .BXBT Index

2 938
As described here:
bitmex.com/app/index/.BXBT_NEXT
blog.bitmex.com/q2-2020-index-weights/

With itBit's weight given to \Gemini because it currently is not on TradingView and they're both small NY based exchanges.

BITSTAMP: 24.86%
BITTREX: 2.53%
COINBASE: 44.98%
GEMINI: 7.41%
KRAKEN: 20.22%

BBTCUSD^0.2486*BITTREX

Intended for use with volume based indicators because BitMEX's indices do not include volume data.
Release Notes
For use with VWAP Periodic:
Change src = hlc3 to src = input(hlc3) to allow selecting a different price source.

Disclaimer

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