OPEN-SOURCE SCRIPT
已更新 [dharmatech] Area Under Yield Curve : US
This indicator displays the area under the U.S. Treasury Securities yield curve.
If you compare this to
SPX, you'll see that there are large periods where they are inversely related. Other times, they track together. When the move together, watch out for the expected and eventual divergence.
By default, this indicator will show up in a separate pane. If you move it to an existing pane (e.g. along sideSPX) you'll need to move it to a different price scale.
The area under the yield curve is a quick way to see if the overall yield curve moved up or down. Generally speaking, increasing yields isn't good for markets, unless there is some other stimulus going on simultaneously.
The following treasury securities are used in this calculation:
DGS1MO (1 month)
DGS3MO (3 month)
DGS6MO (6 month)
DGS1 (1 year)
DGS2 (2 year)
DGS3 (3 year)
DGS5 (5 year)
DGS7 (7 year)
DGS10 (10 year)
DGS20 (20 year)
DGS30 (30 year)
If you compare this to
SPX, you'll see that there are large periods where they are inversely related. Other times, they track together. When the move together, watch out for the expected and eventual divergence.By default, this indicator will show up in a separate pane. If you move it to an existing pane (e.g. along side
SPX) you'll need to move it to a different price scale.The area under the yield curve is a quick way to see if the overall yield curve moved up or down. Generally speaking, increasing yields isn't good for markets, unless there is some other stimulus going on simultaneously.
The following treasury securities are used in this calculation:
DGS1MO (1 month)DGS3MO (3 month)DGS6MO (6 month)DGS1 (1 year)DGS2 (2 year)DGS3 (3 year)DGS5 (5 year) DGS7 (7 year) DGS10 (10 year) DGS20 (20 year) DGS30 (30 year) 版本注释
Updated to use real-time yields.Added dropdown in settings that allow the indicator to go further back in time by excluding certain securities.
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开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。