Funding Rate & OI Radar [StrixEDGE]What It Does
Funding Rate & OI Radar is a multi-symbol derivatives dashboard that consolidates funding rate intensity, open interest momentum across three timeframes, and price-OI divergence signals into a single on-chart table. It is designed for perpetual futures traders who need to read market positioning at a glance — without switching tabs or charts.
The indicator tracks up to 5 perpetual contract symbols simultaneously, surfaces extreme funding conditions as they develop, and flags structurally weak rallies or drops where price and open interest are moving in opposite directions.
Core Features
Funding Rate with Color Intensity
Funding rate values are color-graded by severity — from dim neutral tones near zero, through elevated orange, to extreme red (longs paying) or bright green (shorts paying). Extreme readings trigger a highlighted cell background so they stand out immediately during fast-moving markets.
Open Interest Change — 1H / 4H / 24H
Three separate OI delta columns show how positioning is shifting across intraday, swing, and daily windows. Each cell includes a directional arrow (▲ ▼ ►) and percentage change, color-coded against your configured alert threshold. This gives you a layered read: is OI building across all timeframes, or only spiking on the short window?
Price-OI Divergence Detection
The SIGNAL column cross-references 24H price change against 24H OI change and classifies the move:
- WEAK▲ — Price rising but OI declining. Rally lacks new capital commitment. Potential short squeeze or exhaustion move.
- WEAK▼ — Price falling but OI rising. New positions opening into the drop. Potential capitulation trap or forced selling.
- STRONG▲ — Price and OI both rising. New money entering on the long side. Structurally supported move.
- STRONG▼ — Price and OI both falling. Positions closing out. Orderly deleveraging.
- NEUTRAL — No meaningful divergence.
Weak signals receive a highlighted background row to ensure they are not missed.
Multi-Symbol Table
Monitor BTC, ETH, SOL, and two custom perpetual contracts of your choice — all rendered in a single dashboard. The table includes configurable column visibility, so you can strip it down to just FR + divergence, or run the full 8-column view.
Aggregate Sentiment Footer
The bottom row averages funding rates across all active symbols and classifies the overall market into one of seven sentiment tiers — from 🟢 EXTREME FEAR through ⚪ NEUTRAL to 🔴 EXTREME GREED. A fast, blunt read on whether the derivatives market is skewing overleveraged in either direction.
Alerts
Four built-in alert conditions, all routed through TradingView's native alert system:
- Extreme Funding Rate — Any tracked symbol's absolute FR exceeds your configured threshold (default: 0.05%/8h).
- OI Surge — Any symbol's 1H OI change exceeds your OI alert threshold (default: 5%).
- OI-Price Divergence — A WEAK▲ or WEAK▼ signal fires on any tracked symbol.
- Sentiment Extreme — Aggregate average FR across all symbols reaches the extreme zone.
Data Sources & Configuration
The indicator supports two modes for funding rate data:
- Ticker Mode (default) — Pulls funding rate from your exchange's dedicated FR data feed using a configurable ticker suffix (default: `_FR`). Requires the exchange to publish FR data through TradingView.
- Basis Proxy Mode — Estimates the implied 8-hour funding rate from the perpetual-spot price spread: `(Perp − Spot) / Spot / 3`. Useful when direct FR tickers are unavailable. Note: this is an approximation, not the actual settlement rate.
Open interest data is fetched via configurable OI ticker suffix (default: `_OI`).
Important: Ticker formats vary across exchanges and TradingView data providers. If columns display "N/A", adjust the OI/FR suffix inputs under 🔌 Data Sources to match your exchange's naming convention. Consult your exchange's TradingView symbol search for the correct format.
Settings Overview
📊 Symbols — Exchange selector, 3 default symbols (BTC/ETH/SOL perpetuals), 2 optional custom slots.
🔌 Data Sources — OI suffix, FR suffix, FR method toggle, spot suffix override for basis proxy.
🚨 Thresholds — Extreme FR level, elevated FR level, OI alert percentage. These control both color intensity breakpoints and alert trigger levels.
🎨 Display — Table position (8 positions), text size (Tiny / Small / Normal / Large).
📋 Columns — Individual toggles for Price, Price Δ24H, Funding Rate, OI Δ1H, OI Δ4H, OI Δ24H, Divergence Signal, and Sentiment Footer. Disable any column you don't need to keep the table compact.
Technical Notes
- Uses 25 `request.security()` calls across 5 symbols (well within Pine Script's 40-call limit).
- OI changes are calculated from actual multi-timeframe requests (60min, 240min, Daily) — not bar-count estimates — so they remain accurate regardless of your chart's timeframe.
- Table renders only on the last bar (`barstate.islast`) for performance.
- Inactive custom symbol slots (left blank) fall back to the primary ticker internally and are hidden from the table.
How to Read It
Open the indicator on any chart. The table appears as an overlay (default: top-right corner). Scan left to right:
1. Symbol — Which asset.
2. Price — Current perpetual price.
3. Δ24H — Daily price change. Green = up, red = down.
4. FR /8h — Current funding rate per 8-hour interval. Bright color = elevated. Highlighted background = extreme.
5. OI Δ1H / 4H / 24H — Open interest change with directional arrows. Look for alignment across timeframes (all rising = strong conviction) or divergence (1H spiking, 24H flat = short-term noise).
6. SIGNAL — Divergence classification. WEAK▲ and WEAK▼ are the actionable signals — they indicate structural fragility in the current move.
7. Sentiment — Aggregate market tilt from combined funding rates.
Use Cases
- Scalpers & intraday traders — Monitor 1H OI spikes alongside funding rate to detect short-squeeze or long-squeeze setups forming in real time.
- Swing traders — Use the divergence signal column to filter entries. Avoid longing into WEAK▲ conditions; avoid shorting into WEAK▼.
- Portfolio monitors — Track funding costs across multiple positions simultaneously. Elevated aggregate sentiment warns of crowded positioning before liquidation cascades.
Complementary Tools
Designed to pair with liquidity heatmaps and liquidation level estimators. Funding rate tells you who is paying whom. OI tells you how much is at stake. Liquidity maps tell you where the pressure points are. Together, they give a full derivatives positioning read. Indicator
Crypto: Macro Heatmap [invincible3]Crypto Macro Heatmap is an automatic market-regime dashboard designed to summarize crypto macro conditions using liquidity, leverage, breadth, and risk-participation metrics.
The indicator converts multiple market data sources into normalized 0–100 scores and displays them in a structured heatmap table. It is built to help traders quickly understand whether the broader crypto environment is risk-on, neutral, or risk-off.
Main dashboard sections:
1. Liquidity
Tracks Global M2, total crypto market cap, USDT dominance, and BTC volume confirmation. Higher liquidity scores generally suggest stronger macro support for crypto markets.
2. Leverage
Tracks open interest pressure, funding-risk proxy, liquidation-risk proxy, and OI acceleration. Higher leverage scores mean higher stress or crowding risk.
3. Breadth
Tracks TOTAL2, TOTAL3, BTC dominance, ETH dominance, and altcoin participation. This section helps identify whether market strength is broad or concentrated.
Key features:
* Fully automatic scoring
* No manual market-score inputs
* Dashboard show/hide checkbox
* Light/dark chart theme detection
* Composite regime score
* Regime meter
* Market phase detection
* Risk-state classification
* Confidence score
* Section delta versus 7 days ago
* Fixed-width heatmap layout for cleaner visual alignment
The composite score combines liquidity support, market breadth, and leverage-adjusted risk into one regime reading. The dashboard is intended for macro context and regime analysis, not direct buy or sell signals.
Use this tool as a higher-timeframe market filter together with your own technical analysis, risk management, and trading system.
Disclaimer: This indicator is for educational and analytical purposes only. It does not provide financial advice. Always do your own research and manage risk carefully.
Indicator
Liquidation Cascade Risk Map [AGPro Series]Liquidation Cascade Risk Map
🧠 Core Idea
When leverage pressure builds, is the market entering a real cascade-risk zone, or is liquidation pressure already cooling?
📌 Overview / What it does
Liquidation Cascade Risk Map is a crypto derivatives analysis tool designed to visualize liquidation-cascade risk without pretending to know exact exchange liquidation levels.
The script evaluates open interest data when available, falls back to a transparent volume-proxy mode when needed, and combines volatility expansion, range pressure, candle body stress, directional movement, and distance from reference structure into a single cascade-risk context.
It produces a cascade pressure path, right-side state tags, event labels, optional pulse markers, and a compact AG Pro dashboard panel. It does not predict future price, automate entries, provide liquidation prices, or act as a guaranteed signal system.
🎯 Purpose & Design Philosophy
This script was built for traders who want to understand when a crypto market may be carrying unstable leverage pressure.
Many liquidation tools focus on exact levels, heatmaps, or speculative liquidation clusters. Those can be useful, but they often require external datasets and may create false certainty when used as chart overlays.
Liquidation Cascade Risk Map takes a different approach. It asks whether current market behavior has the ingredients of cascade vulnerability: expanding pressure, directional stress, range instability, aggressive bodies, and persistence.
⚡ Why This Script Is Different
Most tools focus on liquidation levels, estimated heatmap bands, or simple volatility alerts.
This script does NOT claim to know where every liquidation sits, and it does not draw exchange-style liquidation heatmaps.
Instead, it maps the quality of the surrounding cascade-risk environment. It highlights when the market is showing pressure that may support long-side cascade risk, short-side cascade risk, two-way cascade vulnerability, or cooling after a pressure build-up.
⚙️ Methodology
1. Context Detection
The script checks whether usable open interest data exists. If not, it can fall back to a volume-proxy model so the visual framework remains usable across more symbols.
2. Pressure Mapping
It evaluates data change, volatility shock, candle range pressure, body expansion, distance from reference structure, and directional movement.
3. Cascade Evaluation
Those components are blended into a cascade-risk score. The script then classifies the environment as Long Cascade Risk, Short Cascade Risk, Two-Way Cascade, Risk Cooling, Neutral Risk, or Data Missing.
4. Visual Output
The chart displays a cascade pressure path, a dotted center reference, a vertical pressure needle, right-side tags, event labels, and a panel that summarizes the active state.
🗺️ How to Read the Chart
The upper pressure rail represents elevated liquidation-cascade risk.
The lower pressure rail represents cooling or pressure release context.
The dotted centerline acts as the current reference path.
The vertical needle shows how stretched the active cascade-risk score is inside the pressure path.
Event labels identify important changes such as Long Cascade, Short Cascade, Two-Way Cascade, or Risk Cooling.
The panel summarizes state, score, data change, velocity, persistence, cooling, direction, grade, data mode, ATR shock, data source, and trend.
🚦 Signals & States
• Long Cascade Risk → downside pressure is elevated and long-side liquidation vulnerability may be rising
• Short Cascade Risk → upside pressure is elevated and short-side liquidation vulnerability may be rising
• Two-Way Cascade → volatility and pressure are elevated on both sides, suggesting unstable conditions
• Risk Cooling → cascade pressure is decreasing after a build-up
• Neutral Risk → no strong cascade-risk condition is currently active
• Data Missing → the selected data source is not usable on the current symbol or mode
🔔 Alerts Logic
Alerts can be enabled for Long Cascade Risk, Short Cascade Risk, Two-Way Cascade, and Risk Cooling.
Each alert triggers when the selected state becomes active. Alerts are designed as attention markers, not trade instructions.
🧩 Confluence Logic
The context becomes stronger when data expansion, volatility shock, range pressure, directional bias, and persistence align at the same time.
For example, high volatility with strong directional movement and rising pressure persistence may indicate a more unstable cascade-risk environment than volatility alone.
📊 When to Use
• Crypto perpetual futures
• High-volatility market phases
• Sharp directional moves
• Post-breakout acceleration
• Failed recovery or forced unwind environments
• Situations where leverage pressure may matter more than ordinary trend context
⚠️ When NOT to Use
• Very low liquidity symbols
• Symbols with unreliable volume or open interest data
• Extremely noisy low-timeframe charts
• Markets with abnormal gaps or data breaks
• Any situation where the user expects exact exchange liquidation prices
🎛️ Key Inputs
• Data Mode → chooses between automatic open interest, manual open interest symbol, or volume proxy
• Lookback Length → controls the normalization window for pressure scoring
• Fast / Slow Pressure Length → controls short-term and baseline pressure reaction
• Cascade Threshold → defines how demanding the script is before marking cascade-risk conditions
• Cooling Threshold → controls when pressure is considered to be cooling
• Persistence Bars → measures whether pressure is sustained or only momentary
• Visual settings → control labels, pulse markers, path visibility, panel layout, and font sizes
🖥️ Interface & Visual Design
The interface is built to make the chart readable at first glance.
The cascade path is intentionally not a large boxed zone. It is a pressure-path structure designed to remain visually distinct from corridor, ladder, and basis-style scripts.
The panel uses a merged AG Pro header row, compact metrics, and a dark professional layout. Visual elements avoid white or pale primary treatments so the script remains readable on both dark and light TradingView chart backgrounds.
🧪 Practical Usage Workflow
1. Read the panel state first.
2. Check whether Data Mode shows real open interest or volume proxy.
3. Look at the cascade pressure path and current needle position.
4. Check event labels for recent pressure build-up or cooling.
5. Compare the state with broader trend, volatility, and market structure.
🔍 Interpretation Guidelines
Do not treat a cascade-risk state as a direct entry or exit signal.
Use it as a context layer. The script is most useful when combined with structure, liquidity, volatility, market regime, and risk management.
Rising cascade risk can mean the market is becoming unstable. Cooling can mean pressure is easing, but it does not guarantee reversal or continuation.
🚫 What This Script Is NOT
This script is not a prediction engine.
It is not financial advice.
It is not an automated trading system.
It does not calculate exact liquidation prices.
It does not guarantee that a liquidation cascade will happen.
⚠️ Limitations & Transparency
Open interest availability depends on symbol, exchange, and TradingView data support.
Volume proxy mode is only a proxy. It can help visualize pressure context, but it is not the same as real open interest.
Different timeframes may produce different readings.
Fast markets, illiquid symbols, gaps, and abnormal candles can affect outputs.
🧠 Market Context Notes
Liquidation pressure is often connected to leverage, volatility, liquidity, and forced positioning.
This script focuses on context quality rather than exact liquidation geography. That makes it useful as a decision-support layer, but it should always be interpreted with broader market evidence.
🧾 Use Case Examples
When price accelerates downward while pressure score and persistence rise, the chart may show Long Cascade Risk.
When price squeezes upward with high pressure and volatility expansion, the chart may show Short Cascade Risk.
When volatility and pressure expand without clean directional separation, the chart may show Two-Way Cascade.
When pressure falls after a build-up, the chart may show Risk Cooling.
🧱 System Philosophy
AGProLabs scripts are built as structured decision-support tools.
The goal is not to make the chart louder. The goal is to make hidden market context easier to read, compare, and question.
🔐 Non-Promise Statement
No script can remove uncertainty.
No state should be treated as certainty.
No visual element should replace trader judgment.
📉 Risk Disclosure
Trading involves risk.
Crypto derivatives and leveraged markets can be especially volatile.
This script is for educational and analytical purposes only.
Nothing in this script should be interpreted as financial advice, investment advice, or a guarantee of outcome.
Users remain fully responsible for their own decisions.
📚 Educational Note
Use this script to study how pressure, volatility, persistence, and directional stress interact before and after unstable crypto market moves.
Indicator
Leverage Reset Quality Map [AGPro Series]Leverage Reset Quality Map
🧠 Core Idea
Did leverage actually reset, or did the market only pause before risk rebuilt again?
📌 Overview / What it does
Leverage Reset Quality Map is a crypto derivatives context tool designed to evaluate whether a leverage washout is developing into a cleaner reset, a fragile reset, a crowded stress condition, or a reload-risk environment.
The script combines open interest when available, a transparent volume-proxy fallback, data-change behavior, volatility shock, range expansion, wick flush behavior, recovery quality, persistence, and trend context. It converts those inputs into a reset-quality ladder, compact state labels, right-side tags, pulse markers, alerts, and an AG Pro dashboard.
It does not liquidate positions, predict future price direction, automate entries, or claim that a reset must lead to a reversal. It is an analytical map for reading whether leverage pressure appears to be clearing, rebuilding, or remaining unstable.
🎯 Purpose & Design Philosophy
This script was built for traders who want to separate a true leverage reset from a simple bounce, pause, or noisy reaction.
After sharp moves, many markets look relieved for a short period. The important question is whether participation pressure cooled, volatility stabilized, and price recovered with acceptable structure. Leverage Reset Quality Map turns that question into a visible workflow.
The design philosophy is simple: a reset is not automatically bullish or bearish. A reset is a context condition. Its quality depends on stress release, recovery quality, volatility behavior, and whether participation starts rebuilding too early.
⚡ Why This Script Is Different
Most tools focus on liquidation levels, open interest changes, or raw volume spikes.
This script does NOT draw another liquidation heatmap, does NOT treat every OI drop as bullish, and does NOT mark every volume spike as meaningful leverage cleansing.
Instead, it evaluates reset quality as a multi-factor condition. It asks whether stress is building, whether pressure is releasing, whether the market is recovering cleanly, and whether leverage-style participation is reloading before the reset matures.
⚙️ Methodology
1. Context Detection
The script reads official open interest when available. If official OI is unavailable and fallback is enabled, it uses volume as a transparent leverage-participation proxy.
2. Stress Mapping
It evaluates data-change pressure, velocity, volatility shock, range shock, and wick flush behavior to estimate whether leverage-style stress is present.
3. Reset Quality Evaluation
It measures participation contraction, volatility cooling, price recovery, wick recovery, and trend context to estimate reset quality.
4. Visual Output
The output is displayed as a reset-quality ladder with state, quality, reload risk, event labels, compact pulse markers, reaction tracks, and a dashboard panel.
🗺️ How to Read the Chart
The reset-quality ladder is the main visual object.
The upper step represents the current reset or stress state.
The middle step represents reset quality.
The lower step represents reload risk.
The vertical needle shows where current reset quality sits inside the ladder.
Labels mark state transitions such as Clean Reset, Fragile Reset, Reload Risk, and Stress Build.
Compact pulse markers add context:
• R = Clean Reset pulse
• F = Fragile Reset pulse
• L = Reload Risk pulse
• S = Stress Build pulse
Colors communicate context:
• Teal = cleaner reset pressure
• Yellow = fragile or incomplete reset
• Pink = reload or stress risk
• Indigo = neutral reset-quality structure
The panel summarizes state, reset quality, data change, stress score, persistence, reload score, direction, grade, data mode, volatility shock, OI source, and trend.
🚦 Signals & States
• Clean Reset → stress release and recovery quality are improving
• Fragile Reset → some reset behavior is visible, but quality remains incomplete
• Reload Risk → participation may be rebuilding before the reset is healthy
• Crowded Stress → leverage-style pressure is building without a clean reset
• Neutral Reset → no active reset state dominates the current read
• Data Missing → official OI and fallback data are not available
🔔 Alerts Logic
Alerts trigger when the script transitions into selected reset-quality states.
Clean Reset alerts mark improving reset quality.
Fragile Reset alerts mark incomplete reset conditions.
Reload Risk alerts mark renewed leverage-style participation before quality improves.
Stress Build alerts mark stress expansion without a clean reset read.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The strongest context appears when several components align:
Participation contraction + volatility cooling + wick recovery + price recovery + improving reset quality.
The weakest context appears when participation expands again, volatility stays hot, and reset quality remains low.
📊 When to Use
• Crypto perpetual and futures charts
• Post-selloff or post-squeeze environments
• High-volatility reactions
• Open interest or volume-pressure analysis
• Markets where leverage reset quality matters more than a raw signal
⚠️ When NOT to Use
• Extremely illiquid symbols
• Markets with unreliable open interest or volume data
• Very low-volatility sideways charts where leverage pressure is not active
• News-driven gaps where normal reset logic may be distorted
• Any situation where the user expects a direct buy or sell signal
🎛️ Key Inputs
• Data Mode → selects official OI, manual OI, or volume-proxy behavior
• Manual Open Interest Symbol → lets the user define a specific OI source
• Context Lookback → controls the normalization window
• Fast Reaction Length → controls the short-term recovery track
• Slow Baseline Length → controls the slower reset baseline
• Minimum Stress Score → controls how much pressure is required for stress states
• Minimum Quality Score → controls how much recovery quality is required for a clean reset
• Event Label Cooldown → controls label spacing and visual density
• Panel / label settings → control visual layout and readability
🖥️ Interface & Visual Design
The interface is designed to feel different from zone-first or corridor-first tools.
Instead of drawing a large boxed area, the script uses a staggered reset-quality ladder. This keeps the chart readable on both dark and light TradingView backgrounds and reduces the risk of looking like a duplicate of nearby derivatives tools.
The panel uses a merged blue AG Pro header row and a compact information hierarchy.
🧪 Practical Usage Workflow
1. Read the panel state.
2. Check whether data mode is Open Interest or Volume Proxy.
3. Look at the reset-quality ladder.
4. Compare reset quality with reload risk.
5. Review recent event labels and pulse markers.
6. Confirm the broader chart structure.
🔍 Interpretation Guidelines
A Clean Reset does not mean price must rise.
A Reload Risk state does not mean price must fall.
The script is designed to help users think in terms of leverage pressure, reset quality, and context alignment. It should be interpreted with broader structure, liquidity, trend, and risk controls.
🚫 What This Script Is NOT
This script is not a prediction engine.
It is not financial advice.
It is not an auto-trading system.
It is not a liquidation heatmap.
It does not guarantee reversals, continuations, entries, exits, or outcomes.
⚠️ Limitations & Transparency
Open interest availability depends on the symbol, exchange, and TradingView data support.
When official OI is unavailable, the script can use volume as a transparent proxy. A proxy is not the same as official open interest.
Timeframe differences may change how reset quality appears.
Volatility spikes, exchange-specific behavior, and sudden news events may distort the read.
🧠 Market Context Notes
Leverage resets often appear after forced movement, sharp volatility expansion, wick-heavy reactions, or participation contraction.
The important distinction is whether the reset becomes cleaner or whether risk reloads before the market has stabilized.
This script focuses on that distinction.
🧾 Use Case Examples
When price flushes lower, participation contracts, volatility cools, and price recovers toward the reaction track, the script may show Clean Reset.
When a market bounces but participation expands again while reset quality remains weak, the script may show Reload Risk.
When volatility remains hot and stress score remains elevated, the script may show Crowded Stress.
🧱 System Philosophy
Leverage Reset Quality Map follows the AGProLabs principle of building decision-support maps rather than prediction tools.
The goal is to make hidden market conditions easier to observe, compare, and interpret without overclaiming certainty.
🔐 Non-Promise Statement
No script can know future price direction.
No state should be treated as certainty.
Every output should be interpreted as context, not as an instruction.
📉 Risk Disclosure
Trading involves risk.
Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, data limitations, and rapid market movement.
Users remain fully responsible for their own decisions.
This script does not provide financial advice.
📚 Educational Note
This script is intended for educational, analytical, and visual market-structure study.
Its value comes from helping users ask better questions about leverage pressure, reset quality, and risk rebuilding.
Indicator
Open Interest Commitment Map [AGPro Series]Open Interest Commitment Map
🧠 Core Idea
Is open interest expansion actually committing with price, or is participation building without conviction?
📌 Overview / What it does
Open Interest Commitment Map is a crypto derivatives context tool designed to evaluate whether open interest expansion, contraction, price movement, volatility, and persistence are aligning into a meaningful market participation state.
The script attempts to read open interest data through configurable OI symbol builders, including Perp Contract OI, Chart Ticker + _OI, Dot-P + _OI, and Manual mode. When supported open interest data is available, it measures OI change, normalizes that change, compares it with price movement, and classifies the result into commitment states. If official open interest data is unavailable, it can fall back to a transparent Volume Proxy mode so the user knows exactly what data mode is being used.
It produces a projected commitment zone, state labels, right-side tags, alerts, and an AG Pro dashboard. It does not predict price direction, automate entries, or claim that open interest expansion must continue.
🎯 Purpose & Design Philosophy
This script was built because open interest is often discussed as if it has one simple meaning. In reality, rising open interest can support a trend, pressure a crowded side, reflect absorption, or become irrelevant without price confirmation.
The goal is to turn open interest into a readable commitment map rather than a raw number. The script asks whether participation is expanding, whether price is accepting that expansion, whether the behavior persists, and whether the current state deserves attention.
It is designed for crypto futures and perpetual traders who want to evaluate derivatives participation without relying on a simplistic “OI up equals bullish” or “OI down equals bearish” interpretation.
⚡ Why This Script Is Different
Most tools show open interest as a separate line or histogram.
This script does NOT treat open interest as a standalone signal, does NOT assume rising OI is automatically bullish, and does NOT hide data limitations when official OI is unavailable.
Instead, it maps OI behavior into structured states: Long Build, Short Build, OI Unwind, Absorption, Reset, or Data Missing. It combines OI change, normalized OI deviation, price movement in ATR units, trend acceptance, persistence, and volume rank into one visual commitment framework.
⚙️ Methodology
1. Context Detection
The script builds or reads the open interest source and checks whether official OI data is available.
2. Reference Mapping
Open interest change is measured over a configurable lookback and normalized against a longer historical window.
3. Reaction Evaluation
The model compares OI expansion or contraction with price movement, trend position, volatility, and persistence.
4. Visual Output
The final state is displayed through a projected commitment zone, state tags, event labels, and a compact AG Pro panel.
🗺️ How to Read the Chart
The commitment zone represents the active area where price and participation behavior are being monitored.
Labels mark key state transitions such as Long Build, Short Build, OI Unwind, and OI Absorption.
Colors communicate context:
• Teal = Long Build
• Pink = Short Build
• Yellow = OI Unwind
• Indigo = Absorption or neutral commitment context
• Light/neutral = Reset or Data Missing
The panel shows state, score, OI change, OI z-score, persistence, volume rank, direction, quality, data mode, OI source, and distance from the OI baseline.
🚦 Signals & States
• Long Build → open interest expands while price shows constructive acceptance
• Short Build → open interest expands while price shows bearish acceptance
• OI Unwind → open interest contracts meaningfully while price moves
• OI Absorption → open interest expands but price movement remains compressed
• Reset → no strong commitment state is active
• Data Missing → no usable open interest or proxy data is available
🔔 Alerts Logic
Alerts trigger when the script transitions into a selected commitment state.
Long Build alerts mark expanding participation with constructive price acceptance.
Short Build alerts mark expanding participation with bearish price acceptance.
OI Unwind alerts mark meaningful open interest contraction while price is moving.
OI Absorption alerts mark expanding open interest with limited price movement.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The strongest read appears when multiple conditions align:
Open interest change + OI z-score + price movement + trend acceptance + persistence + volume rank.
When expansion appears without price progress, the context can shift from directional commitment to absorption. When contraction appears with price movement, the context can shift toward unwind behavior.
📊 When to Use
• Crypto perpetual and futures markets
• Symbols where TradingView provides open interest data through `_OI`
• High-participation sessions where trader positioning may matter
• Breakout, breakdown, compression, and post-liquidation environments
• Situations where the user wants to distinguish commitment from noise
⚠️ When NOT to Use
• Symbols with no reliable open interest data when proxy mode is not desired
• Illiquid markets with unstable volume or fragmented data
• Very low timeframe noise without broader context
• Spot-only markets where open interest is not relevant
• Major news events where positioning can change faster than the model can stabilize
🎛️ Key Inputs
• OI Symbol Mode → controls whether the script uses Perp Contract OI, Chart Ticker + _OI, Dot-P + _OI, or Manual OI source selection
• Manual Open Interest Symbol → allows manual OI source selection if needed
• Allow Volume Proxy Fallback → uses transparent proxy mode when official OI is unavailable
• OI Baseline Length → controls the smoothing baseline for participation data
• OI Change Lookback → controls the change window for OI expansion or contraction
• OI Normalization Lookback → controls how unusual the OI change must be
• OI Commitment Z Threshold → defines the minimum normalized expansion required for commitment
• Visual Settings → control zone projection, event labels, right-side tags, and font sizes
🖥️ Interface & Visual Design
The interface is built around a clean commitment zone and a compact AG Pro panel.
The chart should feel active but not crowded. The projected zone gives the screenshot a visible story, right-side tags show the live state, and event labels highlight meaningful historical transitions.
The panel follows the AG Pro standard with a merged blue header row, adjustable location, adjustable theme, and adjustable font size.
🧪 Practical Usage Workflow
1. Apply the script to a crypto perpetual or futures chart.
2. Start with OI Symbol Mode set to Perp Contract OI.
3. Confirm the Data Mode row says Open Interest when official OI data is available.
4. If Data Mode says Volume Proxy, try Chart Ticker + _OI, Dot-P + _OI, or Manual mode before using the screenshot for publication.
5. Read the State and Score rows.
6. Inspect whether price and OI are building, unwinding, absorbing, or resetting.
7. Confirm the context with broader market structure, liquidity, volatility, and risk management.
🔍 Interpretation Guidelines
Rising open interest is not automatically bullish.
Falling open interest is not automatically bearish.
Open interest expansion becomes more meaningful when price movement and persistence support the same story.
Absorption can be important because participation is increasing without clean price progress.
Unwind can be important because positioning is contracting while price is moving.
🚫 What This Script Is NOT
This script is not a prediction engine.
This script is not financial advice.
This script is not an auto trading system.
This script is not a guaranteed signal engine.
This script does not guarantee official open interest data exists on every symbol.
This script does not claim that open interest expansion must continue or reverse.
⚠️ Limitations & Transparency
Official open interest availability depends on the symbol, exchange, and TradingView data support.
If official OI data is not available and proxy fallback is enabled, the panel clearly shows Volume Proxy mode.
Volume Proxy is not the same as official open interest. It can still help visualize participation pressure, but it should be interpreted more cautiously.
Different exchanges, contract types, timeframes, and liquidity conditions can produce different open interest behavior.
🧠 Market Context Notes
Open interest can help traders think about participation, but it needs context.
Expansion with price acceptance may indicate commitment.
Expansion without progress may indicate absorption.
Contraction with movement may indicate unwind.
No single state removes uncertainty.
🧾 Use Case Examples
When OI expands and price accepts higher while trend context supports the move, the script may classify Long Build.
When OI expands and price accepts lower while trend context supports the move, the script may classify Short Build.
When OI expands but price remains compressed, OI Absorption can warn that participation is building without clean directional progress.
When OI contracts while price moves, OI Unwind can help identify positioning reduction.
🧱 System Philosophy
Open Interest Commitment Map follows the AGProLabs design principle of building decision-support maps rather than prediction tools.
The script is designed to organize participation context into a readable workflow: read the panel, inspect the zone, check the state, evaluate reaction, and confirm with broader structure.
🔐 Non-Promise Statement
No open interest model can guarantee future price direction.
No commitment score creates certainty.
This tool helps structure interpretation; it does not replace judgment.
📉 Risk Disclosure
Trading involves risk.
Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, and rapid market movement.
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
📚 Educational Note
Use the script as a learning layer for understanding how participation, price movement, volatility, persistence, and open interest behavior can combine into a more complete derivatives-context read.
Indicator
Indicator
Open Interest Flow & Context Overlay [HYPR-run]DESCRIPTION:
Reads Binance perpetual open interest and classifies each bar into one of eight context states based on OI direction, price direction, and volume direction. Flow arrows show how open interest is developing bar by bar; the context matrix tells you what it means. OI rising + price rising + volume rising = new longs with conviction. OI rising + price falling + volume rising = new shorts with conviction. OI falling + price falling = long squeeze (liquidation, trend acceleration). OI falling + price rising + volume = short squeeze (covering, trend acceleration). The matrix answers: who is entering, who is exiting, and is volume confirming?
DISCOVERING EDGE
This indicator classifies every bar into eight context states by combining OI direction, price direction, and volume direction into a single read. In order to gain a persistent, mechanical edge in distinguishing real demand from forced covering and genuine selling from liquidation, we explored a more meaningful expression of open interest flow that resulted in strong confirmation signals that became actual entry/exit signals (Large Outline Triangles on chart) in our latest automated strategies.
8 OI CONTEXT STATES vs RAW OI CANDLES
Raw OI rising tells you positions are opening but not who or why. Eight context states (new longs with volume, short squeeze, long liquidation, etc.) answer who is entering, who is exiting, and whether volume confirms, turning a single data stream into actionable positioning context. Arrow color hierarchy gives the instant read: green/bright red = fresh direction flip (highest conviction); cyan/orange = continuation; purple = no volume confirmation (lower conviction but a staple of grinding price action in intermediate trend. Dashboard distinguishes "LONG, New Longs + Volume" from "Short Squeeze, Accumulation"; both show price rising, but one is real demand and the other is forced covering that ends when covering is done. Alerts fire only on strong OI signals (OI + price + volume all aligned) with full bar filter and directional candle confirmation; three layers of filtering before the signal fires.
FEATURES
- Eight OI context states with color-coded overlay arrows
- Two-row dashboard: OI context state + OI flow arrows with color badges
- Strong/weak filter: price + volume + OI alignment required for full signals
- Direction flip tracking: fresh signals vs continuation (brighter vs dimmer)
- ZLEMA-based trend detection (smoother than raw crossovers)
- Webhook-ready alerts on strong OI signals with full bar filter
- Full bar filter: body >= 66.6% of range (no doji fakeouts)
DASHBOARD
Two-row display: OI context state and OI flow. Row 1 classifies the current bar from the eight-state matrix. Row 2 shows the active flow arrow state matching the arrows on chart.
OI CONTEXT TABLE (Dashboard row 1)
OI FLOW TABLE (Dashboard row 2)
HOW IT WORKS
ZLEMA (zero-lag EMA) detects rising/falling direction on three inputs: open interest, price, and volume. The combination determines the context state. Strong signals require all three aligned. A fixnan state variable tracks direction flips to distinguish fresh entries from continuation. OI data is pulled from Binance perpetual contracts (USDT or coin-margined). Auto-detects the coin from the chart symbol, or enter manually for non-Binance tickers.
ALERTS
Fires on strong OI long/short signals (all three aligned) with a full directional bar. Fresh direction flips are distinguished from continuation. Alert payload is built into the script; works with any webhook receiver.
CREDITS
OI data approach: ByzantiumScripts, spacemanbtc
Indicator
Aggregated Open InterestAggregates Open Interest data across 10 major crypto exchanges: Binance, Bybit, Kraken, MEXC, Bitget, BingX, Coinbase, Deribit, HTX, and Crypto.com.
Displays total market OI with candlesticks on intraday timeframes and a step line on daily+ timeframes. Color-coded: teal for increasing OI, red for decreasing OI.
Toggle individual exchanges on/off in settings to customize your view.
With this indicator there is no need to be on the perpetual chart of the asset for the open interest to be displayed. Indicator
Indicator
OI Volume Oscillator Cross DynamicsThe OI Volume Oscillator Cross Dynamics is a custom indicator designed to analyze the relationship between Open Interest (OI) and Volume Oscillator in the cryptocurrency markets. This tool aims to assist traders in identifying potential market sentiment shifts, enabling them to make informed trading decisions based on the dynamic interplay of these key market components.
Key Components:
Open Interest (OI): This component represents the total number of outstanding derivative contracts, such as futures and options, that have not been settled. Open Interest provides insights into market participation and trader commitment, offering a broader perspective on the flow of money into the market.
Volume Oscillator: The Volume Oscillator is a momentum indicator that showcases the difference between two volume moving averages. It is instrumental in identifying bullish or bearish market trends by providing insights into buying and selling pressure in the market.
Functional Dynamics:
Crossover Analysis: The indicator identifies points where the Volume Oscillator crosses above or below the Open Interest, marking potential shifts in market sentiment. These crossover points are visually represented, making them easily identifiable for analysis.
Visual Cues: The indicator uses visual shapes and colors to enhance interpretability. Bullish crossovers are marked with green upward triangles, while bearish crossovers are represented by red downward triangles.
Customization: The indicator allows for customization of the Volume Oscillator’s sensitivity through a multiplier, enabling traders to adjust the indicator according to their trading strategy and market outlook.
Usage Guidelines:
Bullish Scenario: A crossover of the Volume Oscillator above the Open Interest is interpreted as a bullish signal, indicating potential upward price movement due to increased buying pressure or trading activity.
Bearish Scenario: A crossover of the Volume Oscillator below the Open Interest is seen as a bearish signal, suggesting potential downward price movement due to increased selling pressure or reduced trading activity.
Conclusion:
The OI Volume Oscillator Cross Dynamics indicator is designed to provide traders with a nuanced perspective of market activity through the combined analysis of Open Interest and Volume Oscillator. Its design aims to offer valuable insights, allowing for a strategic approach to trading based on the observed market dynamics.
The code is open source and utilizes Binance info but you can alter the code to meet your needs to go beyond just Bitcoin if needed. Indicator
Open Interest Chart [LuxAlgo]The Open Interest Chart displays Commitments of Traders %change of futures open interest , with a unique circular plotting technique, inspired from this publication Periodic Ellipses .
🔶 USAGE
Open interest represents the total number of contracts that have been entered by market participants but have not yet been offset or delivered. This can be a direct indicator of market activity/liquidity, with higher open interest indicating a more active market.
Increasing open interest is highlighted in green on the circular plot, indicating money coming into the market, while decreasing open interests highlighted in red indicates money coming out of the market.
You can set up to 6 different Futures Open interest tickers for a quick follow up:
🔶 DETAILS
Circles are drawn, using plot() , with the functions createOuterCircle() (for the largest circle) and createInnerCircle() (for inner circles).
Following snippet will reload the chart, so the circles will remain at the right side of the chart:
if ta.change(chart.left_visible_bar_time ) or
ta.change(chart.right_visible_bar_time)
n := bar_index
Here is a snippet which will draw a 39-bars wide circle that will keep updating its position to the right.
//@version=5
indicator("")
n = bar_index
barsTillEnd = last_bar_index - n
if ta.change(chart.left_visible_bar_time ) or
ta.change(chart.right_visible_bar_time)
n := bar_index
createOuterCircle(radius) =>
var int end = na
var int start = na
var basis = 0.
barsFromNearestEdgeCircle = 0.
barsTillEndFromCircleStart = radius
startCylce = barsTillEnd % barsTillEndFromCircleStart == 0 // start circle
bars = ta.barssince(startCylce)
barsFromNearestEdgeCircle := barsTillEndFromCircleStart -1
basis := math.min(startCylce ? -1 : basis + 1 / barsFromNearestEdgeCircle * 2, 1) // 0 -> 1
shape = math.sqrt(1 - basis * basis)
rad = radius / 2
isOK = barsTillEnd <= barsTillEndFromCircleStart and barsTillEnd > 0
hi = isOK ? (rad + shape * radius) - rad : na
lo = isOK ? (rad - shape * radius) - rad : na
start := barsTillEnd == barsTillEndFromCircleStart ? n -1 : start
end := barsTillEnd == 0 ? start + radius : end
= createOuterCircle(40)
plot(h), plot(l)
🔶 LIMITATIONS
Due to the inability to draw between bars, from time to time, drawings can be slightly off.
Bar-replay can be demanding, since it has to reload on every bar progression. We don't recommend using this script on bar-replay. If you do, please choose the lowest speed and from time to time pause bar-replay for a second. You'll see the script gets reloaded.
🔶 SETTINGS
🔹 TICKERS
Toggle :
• Enabled -> uses the first column with a pre-filled list of Futures Open Interest tickers/symbols
• Disabled -> uses the empty field where you can enter your own ticker/symbol
Pre-filled list : the first column is filled with a list, so you can choose your open interest easily, otherwise you would see COT:088691_F_OI aka Gold Futures Open Interest for example.
If applicable, you will see 3 different COT data:
• COT: Legacy Commitments of Traders report data
• COT2: Disaggregated Commitments of Traders report data
• COT3: Traders in Financial Futures report data
Empty field : When needed, you can pick another ticker/symbol in the empty field at the right and disable the toggle.
Timeframe : Commitments of Traders (COT) data is tallied by the Commodity Futures Trading Commission (CFTC) and is published weekly. Therefore data won't change every day.
Default set TF is Daily
🔹 STYLE
From middle:
• Enabled (default): Drawings start from the middle circle -> towards outer circle is + %change , towards middle of the circle is - %change
• Disabled: Drawings start from the middle POINT of the circle, towards outer circle is + OR -
-> in both options, + %change will be coloured green , - %change will be coloured red .
-> 0 %change will be coloured blue , and when no data is available, this will be coloured gray .
Size circle : options tiny, small, normal, large, huge.
Angle : Only applicable if "From middle" is disabled!
-> sets the angle of the spike:
Show Ticker : Name of ticker, as seen in table, will be added to labels.
Text - fill
• Sets colour for +/- %change
Table
• Sets 2 text colours, size and position
Circles
• Sets the colour of circles, style can be changed in the Style section.
You can make it as crazy as you want:
Indicator
CoT Absolute Percent-Buschi
English
I'm often asked to provide an alternate view on the CoT data. For example, the indicator "Commercial index" is an oscillator from 0 to 100, but oftentimes it can be helpful to look at the absolute position. So, here the absolute position of certain parts of the CoT report are given, alongside with the percentage of a given time frame to put them in place.
The inputs are:
CoT Part Number ('1' for Commercials Short, '2' for Commercials Long, '3' for Commercials Netto, '4' for Large Speculators Short, '5' for Large Speculators Long, '6' for Large Speculators Netto, '7' for Small Speculators Short, '8' for Small Speculators Long, '9' for Small Speculators Netto, '10' for Open Interest)
Review Period (in years, just used for the percentage)
Percent Line 1, 2, 3, 4 (just to provide some lines which can be altered as required)
DISCLAIMER: I'm aware of Pine Script's ability to provide options as inputs (which would be much nicer for the CoT Parts). Alas, it is only available since version 3, and I noticed that for some reason the CoT data is not correctly adjusted to last Tuesday when using higher versions than 1. If someone knows a solution, please contact me.
Deutsch
Ich werde oft gefragt, eine alternative Sicht auf die CoT-Daten zu geben. Der Indikator "Commercial Index" zum Beispiel schwankt als Oszillator zwischen 0 und 100, aber oft kann der Blick auf die absolute Positionierung hilfreich sein. Also werden hier die Absolutpositionen verschiedene CoT-Bestandteile wiedergegeben, zusammen mit einer prozentualen Einteilung über eine vorgegebene Zeitspanne, um sie einordnen zu können.
The Eingaben lauten:
CoT Part Number ('1' Commercials Short, '2' Commercials Long, '3' Commercials Netto, '4' Large Speculators Short, '5' Large Speculators Long, '6' Large Speculators Netto, '7' Snall Speculators Short, '8' Small Speculators Long, '9' Small Speculators Netto, '10' Open Interest)
Review Period (Zeitintervall in Jahren, um die Prozentlinien zeichnen zu können)
Percent Line 1, 2, 3, 4 (um die Prozentlinien zur Verfügung zu stellen, die dann beliebig geändert werden können)
DISCLAIMER: Ich weiß über die Möglichkeit Bescheid, ab Pine Script Version 3 Optionen als Eingaben benutzen zu können (was deutlich angenehmer für die CoT-Bestandteile wäre). Leider habe ich gemerkt, dass die CoT-Daten bei Versionen über 1 leider nicht korrekt auf letzten Dienstag adjustiert werden, keine Ahnung warum. Falls jemand eine Lösung kennt, bitte kontaktieren. Indicator
Indicator
