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.
Phát hành các Ghi chú:
Set short title to "F3".
Phát hành các Ghi chú:
Simplify code by inlining color.
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).
Phát hành các Ghi chú:
Correctly color right side of bar when it falls on the first of the month.
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.
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).
Phát hành các Ghi chú:
Update green window to include a fade for the day after the following Monday.
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.