SITFX_FuturesSpec_v17

2 авг.

SITFX_FuturesSpec_v17 – Universal Futures Contract Library

Full-scale futures contract specification library for Pine Script v6. Covers CME, CBOT, NYMEX, COMEX, CFE, Eurex, ICE, and more – including minis, micros, metals, energies, FX, and bonds.

Key Features:

✅ Instrument‑agnostic: ES/MES, NQ/MNQ, YM/MYM, RTY/M2K, metals, energies, FX, bonds
✅ Full contract data: Tick size, tick value, point value, margins
✅ Continuation‑safe: Single‑line logic, no arrays or continuation errors
✅ Foundation for SITFX tools: Gann, Fibs, structure, and risk modules

Usage example:
import SITFX_FuturesSpec_v17/1 as fs
spec = fs.get(syminfo.root)
label.new(bar_index, high, str.format("{0}: Tick={1}, Value=${2}", spec.name, spec.tickSize, spec.tickValue))

2 авг.

Информация о релизе

v2
SITFX_FuturesSpec_v17 – Complete Futures Contract Library for Pine Script v6

Author: Ken (“SITFX”) | © 2025 Solvere Trading Solutions, LLC

🔹 Overview
SITFX_FuturesSpec_v17 is a comprehensive, continuation‑safe Futures contract library for Pine Script v6.
It provides single‑line contract definitions for CME, CBOT, NYMEX, COMEX, CFE, Eurex, ICE, and other major exchanges, covering:

Equity Index Futures: ES, NQ, YM, RTY, EMD and all micros (MES, MNQ, MYM, M2K)

Volatility Futures: VIX (VX) and Mini‑DAX (FDXM)

FX & Crypto Futures: EuroFX, Yen, Pound, CAD, AUD, Swiss Franc, Micro Euro, Dollar Index, Micro Bitcoin

Treasury & Interest Rate Futures: 30‑Year, 10‑Year, 5‑Year, 2‑Year, SOFR, Fed Funds

Metals: Gold, Silver, Platinum, Copper and their E‑Mini/Micro equivalents

Energies: Crude Oil, E‑Mini Crude, Natural Gas, Heating Oil, RBOB Gasoline

🔹 Key Features
Instrument‑Agnostic Data Backbone

Returns a full FuturesSpec record with symbol, name, exchange, contract size, delivery months, tickSize, tickValue, pointValue, dayMargin, and overnightMargin.

Standardized formatting for multi‑market HUDs, Gann/Fibonacci tools, and risk models.

Continuation‑Safe

Every contract is defined on a single line for guaranteed compilation in Pine Script v6.

Avoids line‑continuation (+ or /) issues common in ternary operators.

Complete Coverage

Supports equity indices, metals, energies, FX, crypto, rates, and bonds.

Micro, mini, and full‑size contracts are fully mapped.

Plug‑and‑Play Integration

Designed as a drop‑in module for any SITFX script.

Provides a single function call:

pinescript
Copy
Edit
import SITFX_FuturesSpec_v17/1 as fs
spec = fs.get(syminfo.root)
label.new(bar_index, high, str.format("{0}: Tick={1}, Value=${2}", spec.name, spec.tickSize, spec.tickValue))
Instantly fetches tick and margin data for dynamic HUDs, risk sizing, and Gann/Fib calculations.

Future‑Ready Backbone

Centralized database for multi‑market, multi‑timeframe scripts.

Optimized for SITFX.StructureCollector, Gann/Fib Modules, and Risk Management HUDs.

🔹 Usage Notes
This library is timeframe and instrument agnostic.

Input: symbol as the root ticker (e.g., "ES", "MES", "GC", "M2K", "VX").

Output: A FuturesSpec record containing all contract details.

Fallback: Returns na if the symbol is not recognized.

🔹 Example Use Case
pinescript
Copy
Edit
import SITFX_FuturesSpec_v17/1 as fs
spec = fs.get(syminfo.root)

if not na(spec)
label.new(bar_index, close,
str.format("{0} | Tick={1} | Value=${2}", spec.symbol, spec.tickSize, spec.tickValue))
This library serves as the foundation for all professional SITFX scripts, enabling:

Real‑time margin & tick value calculation

Multi‑contract HUDs for indices, metals, energies, and FX

Preparation for Gann/Fibonacci confluence and quantified risk engines

17 авг.

Информация о релизе

Full-scale futures contract specifications library.
Provides standardized tick size, tick value, point value, day/overnight margin, and session data for major CME, CBOT, NYMEX, COMEX, ICE, Eurex, and FX contracts.

🔹 Instrument-agnostic: works with Minis, Micros, Metals, Energies, Bonds, FX, Indices.
🔹 Continuation-safe: all logic written with if/else (no multiline, no line-continuation).
🔹 Helper Getters: tickSize(), tickValue(), pointValue(), dayMargin(), overnightMargin().
🔹 Session Aliases: per-region helpers (US/EU/AS) with normalized contract roots.
🔹 Backbone: designed to integrate with SITFX libraries (DataEngine, HUD, Strategies).