OPEN-SOURCE SCRIPT
已更新 Arbitrage B3's IBOV Futures
This indicator was made to calculate and show the spread between the B3's Ibovespa Futures and B3's Ibovespa Index increased by the Interest until the contract expiration date.
The orange line "Arbitrage" is the spread.
Inputs:
Annual Interest Rate (%) -> Interest Rate that you want to be used to calculate the Interest of B3's IBOV Index.
Working Days Until Contract Expires -> How many business days you have between your actual date and the expiration date of the Futures.
Recommended TimeFrame to evaluate the "Arbitrage": 1 MIN
The orange line "Arbitrage" is the spread.
Inputs:
Annual Interest Rate (%) -> Interest Rate that you want to be used to calculate the Interest of B3's IBOV Index.
Working Days Until Contract Expires -> How many business days you have between your actual date and the expiration date of the Futures.
Recommended TimeFrame to evaluate the "Arbitrage": 1 MIN
發行說明
Updated to Compound Interest Rate.發行說明
Added the Rent Rate, plus the option to change it.發行說明
You no longer need to input the remaining working days of the contract.發行說明
Adjustments to the formula. 發行說明
weekly "fdsf" update發行說明
Weekly Update發行說明
Updated to new "Q series" contract.發行說明
Weekly update發行說明
Weekly update發行說明
Final update.
開源腳本
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publications is governed by House rules. 您可以收藏它以在圖表上使用。
想在圖表上使用此腳本？
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