Fourth Friday Future

2021年5月31日

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.

2021年5月31日

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Set short title to "F3".

2021年5月31日

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Simplify code by inlining color.

2021年5月31日

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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).

2021年5月31日

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

2021年5月31日

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

2021年6月1日

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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).

2021年6月1日

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

2021年6月1日

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