※このインジケーターはTradingView公式から「ユーザーを誤解させる」として警告を受けたインジです。
もちろんそんな意図は一切ありません。
使用する際は各自の責任において使用してください。

BitMEX XBTUSDとBXBT、Binance Futures BTCUSDTとBXBT（Index Priceの代わり）、それぞれの「差」をチャート上に描画するインジケーターです。
直近のチャートだけではなく、今年2月等の過去のチャートも確認してください。

BitMEX XBTUSD > BXBTの時：
    赤色のゾーンが拡大
BitMEX XBTUSD < BXBTの時：
    緑色のゾーンが拡大
Binance Futures BTCUSDT > BXBTの時：
    フクシア（ピンク）色のゾーンが拡大
Binance Futures BTCUSDT < BXBTの時
    青色のゾーンが拡大

2020/07/29 Binance Futuresとの比較対象をBXBTに変更。その他、設定値修正等。Bybit追加。それに伴い名称変更。

//@version=4
study("ByBinMEX Devi", precision=2, max_bars_back=1000, overlay=true)

bxbt = security("BITMEX:BXBT", timeframe.period, close)
xbt = security("BITMEX:XBTUSD", timeframe.period, close)
bin_perp = security("BINANCE:BTCUSDTPERP", timeframe.period, close)
bin_spot = security("BINANCE:BTCUSDT", timeframe.period, close)
bf_spot = security("BITFLYER:BTCJPY / FX:USDJPY", timeframe.period, close)
by_perp = security("BYBIT:BTCUSD", timeframe.period, close)

current_previous_1min_open_time = security(syminfo.tickerid, "1", time[1])
bxbt_previous_1min_open_time = security("BITMEX:BXBT", "1", time[1])
xbt_previous_1min_open_time = security("BITMEX:XBTUSD", "1", time[1])
bin_perp_previous_1min_open_time = security("BINANCE:BTCUSDTPERP", "1", time[1])
bin_spot_previous_1min_open_time = security("BINANCE:BTCUSDT", "1", time[1])
bf_spot_previous_1min_open_time = security("BITFLYER:BTCJPY", "1", time[1])
by_perp_previous_1min_open_time = security("BYBIT:BTCUSD", "1", time[1])

status_bxbt = bxbt_previous_1min_open_time == current_previous_1min_open_time ? true : false
status_xbt = xbt_previous_1min_open_time == current_previous_1min_open_time ? true : false
status_bin_perp = bin_perp_previous_1min_open_time == current_previous_1min_open_time ? true : false
status_bin_spot = bin_spot_previous_1min_open_time == current_previous_1min_open_time ? true : false
status_bf_spot = bf_spot_previous_1min_open_time == current_previous_1min_open_time ? true : false
status_by_perp = by_perp_previous_1min_open_time == current_previous_1min_open_time ? true : false

//status_bxbt := true
//status_xbt := true
//status_bin_perp := true
//status_bin_spot := true
//status_bf_spot := true
//status_by_perp := true

plotchar(not status_bxbt ? close : na, char='', text="BXBT is stopping", show_last=1, location=location.absolute, size=size.tiny, color=color.red, offset=5, editable=false, transp=0)
plotchar(not status_xbt ? close : na, char='', text="XBTUSD is stopping", show_last=1, location=location.absolute, size=size.tiny, color=color.red, offset=5, editable=false, transp=0)
plotchar(not status_bin_perp ? close : na, char='', text="BTCUSDTPERP is stopping", show_last=1, location=location.absolute, size=size.tiny, color=color.red, offset=5, editable=false, transp=0)
plotchar(not status_bin_spot ? close : na, char='', text="BTCUSDT is stopping", show_last=1, location=location.absolute, size=size.tiny, color=color.red, offset=5, editable=false, transp=0)
plotchar(not status_bf_spot ? close : na, char='', text="BTCJPY is stopping", show_last=1, location=location.absolute, size=size.tiny, color=color.red, offset=5, editable=false, transp=0)
plotchar(not status_by_perp ? close : na, char='', text="OKEX Perp is stopping", show_last=1, location=location.absolute, size=size.tiny, color=color.red, offset=5, editable=false, transp=0)

length = input(2, "Length", maxval=100, minval=1)
multiply = input(5, "multiply", maxval=10000, minval=1)

plot_close = plot(close, transp=100, linewidth=3, trackprice=false, color=na, title="close")

mex_diff = bxbt - xbt
mex_fill_color = xbt < bxbt ?color.green : color.red
show_mex = input(true, title="Show BitMEX XBTUSD Deviation")
plot_mex_diff = plot(show_mex ? ema(close + (mex_diff * multiply), length) : na,
 transp=100, linewidth=1, style=plot.style_circles, trackprice=false, color=na, title="XBTUSD")
fill(plot_mex_diff, plot_close, transp=70, color=mex_fill_color)

bin_perp_diff = bxbt - bin_perp
bin_perp_fill_color = bin_perp < bxbt ?color.blue : color.fuchsia
show_bin_perp = input(true, title="Show Binance Futures BTCUSDTPERP Deviation")
plot_bin_perp_diff = plot(show_bin_perp ? ema(close + (bin_perp_diff * multiply), length) : na,
 transp=100, linewidth=1, style=plot.style_circles, trackprice=false, color=na, title="Binance Futures")
fill(plot_bin_perp_diff, plot_close, transp=70, color=bin_perp_fill_color)

by_perp_diff = bxbt - by_perp
by_perp_fill_color = by_perp < bxbt ?color.blue : color.fuchsia
show_by_perp = input(true, title="Show Bybit BTCUSD Perp Deviation")
plot_by_perp_diff = plot(show_by_perp ? ema(close + (by_perp_diff * multiply), length) : na,
 transp=100, linewidth=1, style=plot.style_circles, trackprice=false, color=na, title="OKEX Perp")
fill(plot_by_perp_diff, plot_close, transp=70, color=by_perp_fill_color)

bin_spot_diff =  bin_spot - bxbt
bin_spot_fill_color = bin_spot < bxbt ? color.aqua : color.orange
show_bin_spot = input(false, title="Show Binance Spot Deviation")
plot_bin_spot_diff = plot(show_bin_spot ? ema(close + (bin_spot_diff * multiply), length) : na,
 transp=100, linewidth=1, style=plot.style_circles, trackprice=false, color=na, title="Binance Spot")
fill(plot_bin_spot_diff, plot_close, transp=70, color=bin_spot_fill_color)

bf_spot_diff = bf_spot - bxbt
bf_spot_fill_color = bf_spot < bxbt ?color.aqua : color.orange
show_bf_spot = input(false, title="Show bitFlyer Spot Deviation")
plot_bf_spot_diff = plot(show_bf_spot ? ema(close + (bf_spot_diff * multiply), length) : na,
 transp=100, linewidth=1, style=plot.style_circles, trackprice=false, color=na, title="bitFlyer Spot")
fill(plot_bf_spot_diff, plot_close, transp=70, color=bf_spot_fill_color)