Fourth Friday Future

31 thg 5, 2021

There seems to be an options contract that comes due on the fourth Friday of every month, causing massive dips in the crypto market; this indicator colors your chart to tell you when this is going to happen.

31 thg 5, 2021

Phát hành các Ghi chú

Set short title to "F3".

31 thg 5, 2021

Phát hành các Ghi chú

Simplify code by inlining color.

31 thg 5, 2021

Phát hành các Ghi chú

It turns out the CME micro Bitcoin futures actually expire on the last Friday, not the fourth Friday. I've updated the script, but I haven't found a way to change the name (which doesn't make any sense).

31 thg 5, 2021

Phát hành các Ghi chú

Correctly color right side of bar when it falls on the first of the month.

31 thg 5, 2021

Phát hành các Ghi chú

Mark the Monday following the last Friday--the next regular business day and the date the next futures contract opens--as green.

1 thg 6, 2021

Phát hành các Ghi chú

Adjust buy-back window to account for time zone: it happens at 7am UTC (and 10am UTC, and a bit 12am UTC, but 7am is the key moment).

1 thg 6, 2021

Phát hành các Ghi chú

Update green window to include a fade for the day after the following Monday.

1 thg 6, 2021

Phát hành các Ghi chú

Add a yellow bar for when CME launched the Bitcoin futures and do not render the red/green bars before that moment.