PROTECTED SOURCE SCRIPT
BANKNIFTY Expiry Price v1.0
已更新
This indicator will predict the BankNifty Expiry price for the last 30 min.
Use this indicator on a 1 min chart on BankNifty index as shown above. The orange line is the predicted price.
BankNifty closing price is calculated based on the Weighted Average Price of its constituents in the last 30 min and will vary from the actual index price.
Last 30 min on expiry day is very volatile in Banknifty and option premiums are mis-priced due to the underlying moves.
This indicator helps in estimating the actual Banknifty weighted avg closing price.
The weights of the constituents need to be updated constantly on a weekly basis to keep the error rate to minimum.
The prediction is normally off by +/- 10 points to the actual closing price.
Use this indicator on a 1 min chart on BankNifty index as shown above. The orange line is the predicted price.
BankNifty closing price is calculated based on the Weighted Average Price of its constituents in the last 30 min and will vary from the actual index price.
Last 30 min on expiry day is very volatile in Banknifty and option premiums are mis-priced due to the underlying moves.
This indicator helps in estimating the actual Banknifty weighted avg closing price.
The weights of the constituents need to be updated constantly on a weekly basis to keep the error rate to minimum.
The prediction is normally off by +/- 10 points to the actual closing price.
版本注释
- RBLBANK is out and BANKBARODA is in
{*] Weights of all components updated as on 2022-04-21
版本注释
Updated weights of underlying版本注释
Updated Weights to reflect new adjustments 版本注释
Updated weights to reflect October changes版本注释
Adjusted weights for Jan 2023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。
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