PROTECTED SOURCE SCRIPT
Futures APR

Futures basis % for any ticker.
Requires: an index to compare against, the futures ticker, and the expiration year/month/day/hour. Optional second ticker to compare with.
Example explanation using bitcoin futures:
For Deribit, their futures expire at 0800UTC and the ticker will show the date of expiration. For example, BTC27H20's expiration is the 27th of March, 2020, at 0800UTC. For BitMEX, their futures expire at 1200UTC and have the same expiration dates.
deribit.com/pages/docs/futures
"3 and 6 months quarterly of the March, June, September, December cycle; Quarterly futures expire the last Friday of each calendar quarter at 08.00 UTC."
bitmex.com/app/contract/XBTM20
Archived page here: archive.is/9IZeF
"This contract settles on the .BXBT30M Index value as of the Jun 26, 5:00 AM (12:00:00 PM UTC)."
Once the June 2020 contract does expire you can always replace "XBTM20" with the currently running contract.
Notes on futures charts that never expire:
For OKEx, their futures charts are continuous, meaning that the indicator's values won't be accurate past prior expirations. This will be the same for other continuous futures charts such as BTC1!. This is because they are displaying previously expired contracts combined together.
Requires: an index to compare against, the futures ticker, and the expiration year/month/day/hour. Optional second ticker to compare with.
Example explanation using bitcoin futures:
For Deribit, their futures expire at 0800UTC and the ticker will show the date of expiration. For example, BTC27H20's expiration is the 27th of March, 2020, at 0800UTC. For BitMEX, their futures expire at 1200UTC and have the same expiration dates.
deribit.com/pages/docs/futures
"3 and 6 months quarterly of the March, June, September, December cycle; Quarterly futures expire the last Friday of each calendar quarter at 08.00 UTC."
bitmex.com/app/contract/XBTM20
Archived page here: archive.is/9IZeF
"This contract settles on the .BXBT30M Index value as of the Jun 26, 5:00 AM (12:00:00 PM UTC)."
Once the June 2020 contract does expire you can always replace "XBTM20" with the currently running contract.
Notes on futures charts that never expire:
For OKEx, their futures charts are continuous, meaning that the indicator's values won't be accurate past prior expirations. This will be the same for other continuous futures charts such as BTC1!. This is because they are displaying previously expired contracts combined together.
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用它,没有任何限制 — 在此处了解更多信息。
My published indicators: tradingview.com/u/NeoButane/
Sorry if I haven't replied to your message yet, I'm a bit backlogged :)
Sorry if I haven't replied to your message yet, I'm a bit backlogged :)
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用它,没有任何限制 — 在此处了解更多信息。
My published indicators: tradingview.com/u/NeoButane/
Sorry if I haven't replied to your message yet, I'm a bit backlogged :)
Sorry if I haven't replied to your message yet, I'm a bit backlogged :)
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。