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.
APRbitmexbtcfuturescmefuturesderibitfuturesneobutaneVolatility

受保护脚本

该脚本是闭源发布的,您可以自由使用它。您可以收藏它以在图表上使用。您无法查看或修改其源代码。

想在图表上使用此脚本?


My published indicators: tradingview.com/u/NeoButane/

Sorry if I haven't replied to your message yet, I'm a bit backlogged :)
更多:

免责声明