OPEN-SOURCE SCRIPT
Spreads CCC/BBB/AAA vs Treasury 10Y

//version=5
indicator("Spreads CCC/BBB/AAA vs Treasury 10Y", overlay=false)
// Tickes de ejemplo (debes reemplazar con los que tengas disponibles en TradingView)
ccc = request.security("XCCC", "D", close) // High Yield CCC
bbb = request.security("LQD", "D", close) // Investment Grade BBB
aaa = request.security("QLTA", "D", close) // AAA
treasury = request.security("US10Y", "D", close) // US Treasury 10Y
// Cálculo del spread (yield bono - yield Treasury)
spread_ccc = ccc - treasury
spread_bbb = bbb - treasury
spread_aaa = aaa - treasury
// Umbral para alerta de riesgo
umbral = input.float(2.0, "Umbral spread (%)")
// Plot de los spreads
plot(spread_ccc, color=color.red, title="Spread CCC")
plot(spread_bbb, color=color.orange, title="Spread BBB")
plot(spread_aaa, color=color.green, title="Spread AAA")
// Señal visual cuando el spread supera el umbral
plotshape(spread_ccc > umbral, title="Alerta CCC", color=color.red, style=shape.triangledown, location=location.abovebar, size=size.tiny)
plotshape(spread_bbb > umbral, title="Alerta BBB", color=color.orange, style=shape.triangledown, location=location.abovebar, size=size.tiny)
plotshape(spread_aaa > umbral, title="Alerta AAA", color=color.green, style=shape.triangledown, location=location.abovebar, size=size.tiny)
indicator("Spreads CCC/BBB/AAA vs Treasury 10Y", overlay=false)
// Tickes de ejemplo (debes reemplazar con los que tengas disponibles en TradingView)
ccc = request.security("XCCC", "D", close) // High Yield CCC
bbb = request.security("LQD", "D", close) // Investment Grade BBB
aaa = request.security("QLTA", "D", close) // AAA
treasury = request.security("US10Y", "D", close) // US Treasury 10Y
// Cálculo del spread (yield bono - yield Treasury)
spread_ccc = ccc - treasury
spread_bbb = bbb - treasury
spread_aaa = aaa - treasury
// Umbral para alerta de riesgo
umbral = input.float(2.0, "Umbral spread (%)")
// Plot de los spreads
plot(spread_ccc, color=color.red, title="Spread CCC")
plot(spread_bbb, color=color.orange, title="Spread BBB")
plot(spread_aaa, color=color.green, title="Spread AAA")
// Señal visual cuando el spread supera el umbral
plotshape(spread_ccc > umbral, title="Alerta CCC", color=color.red, style=shape.triangledown, location=location.abovebar, size=size.tiny)
plotshape(spread_bbb > umbral, title="Alerta BBB", color=color.orange, style=shape.triangledown, location=location.abovebar, size=size.tiny)
plotshape(spread_aaa > umbral, title="Alerta AAA", color=color.green, style=shape.triangledown, location=location.abovebar, size=size.tiny)
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
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。
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
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。