Fourth Friday Future

٣١ مايو ٢٠٢١

There seems to be an options contract that comes due on the fourth Friday of every month, causing massive dips in the crypto market; this indicator colors your chart to tell you when this is going to happen.

٣١ مايو ٢٠٢١

ملاحظات الأخبار

Set short title to "F3".

٣١ مايو ٢٠٢١

ملاحظات الأخبار

Simplify code by inlining color.

٣١ مايو ٢٠٢١

ملاحظات الأخبار

It turns out the CME micro Bitcoin futures actually expire on the last Friday, not the fourth Friday. I've updated the script, but I haven't found a way to change the name (which doesn't make any sense).

٣١ مايو ٢٠٢١

ملاحظات الأخبار

Correctly color right side of bar when it falls on the first of the month.

٣١ مايو ٢٠٢١

ملاحظات الأخبار

Mark the Monday following the last Friday--the next regular business day and the date the next futures contract opens--as green.

١ يونيو ٢٠٢١

ملاحظات الأخبار

Adjust buy-back window to account for time zone: it happens at 7am UTC (and 10am UTC, and a bit 12am UTC, but 7am is the key moment).

١ يونيو ٢٠٢١

ملاحظات الأخبار

Update green window to include a fade for the day after the following Monday.

١ يونيو ٢٠٢١

ملاحظات الأخبار

Add a yellow bar for when CME launched the Bitcoin futures and do not render the red/green bars before that moment.