Fourth Friday Future

31 мая 2021 г.

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 мая 2021 г.

Информация о релизе

Set short title to "F3".

31 мая 2021 г.

Информация о релизе

Simplify code by inlining color.

31 мая 2021 г.

Информация о релизе

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 мая 2021 г.

Информация о релизе

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

31 мая 2021 г.

Информация о релизе

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

1 июн. 2021 г.

Информация о релизе

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 июн. 2021 г.

Информация о релизе

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

1 июн. 2021 г.

Информация о релизе

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