https://www.tradingview.com/script/wf7E7MWQ-Bitcoin-CME-Futures-Friday-Close/
これから。
CME窓可視化コードのETHバージョン作ってみました。
簡単にTerapadでBTC→ETHに置き換えるだけ。
![](https://soulminingrig.com/wp-content/uploads/2022/11/eth-terapad.png)
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // c LeanWave //@version=5 indicator('Ethereum - CME Futures Friday Close', overlay=true) mode = input.string( defval="1 - Close from current symbol", title="Mode", options=["1 - Close from current symbol", "2 - CME original close crice", "3 - CME settlement price"], tooltip="In Mode 1 the closing price is determined in the current symbol but with the tradinghours from the CME futures contract. Mode 2 and 3 obtain the price directly from the CME futures contract and paint it in the chart of the current symbol. But note, that modes 2 and 3 may not give you the expected result, due to price differences in futures and spot prices.") cme = request.security("CME:ETH1!", "60", close) cmeSettlement = request.security("CME:ETH1!", "D", close, lookahead=barmerge.lookahead_on) //Function to get friday closing price according to CME trading hours getCloseCME() => cmeClose = 0.0 cmeClosePrev = nz(cmeClose[1], cmeClose) showLine = 0 showLine := nz(showLine[1], showLine) if mode == "1 - Close from current symbol" cmeClose := dayofweek == 6 and time == timestamp('GMT-5', year, month, dayofmonth, 16, 0, 0) ? close[1] : cmeClosePrev else if mode == "2 - CME original close crice" cmeClose := dayofweek == 6 and time == timestamp('GMT-5', year, month, dayofmonth, 16, 0, 0) ? cme : cmeClosePrev else if mode == "3 - CME settlement price" cmeClose := dayofweek == 6 and time == timestamp('GMT-5', year, month, dayofmonth, 16, 0, 0) ? cmeSettlement : cmeClosePrev showLine := showLine == 0 and time >= timestamp('GMT-5', year, month, dayofmonth, 16, 0, 0) and dayofweek >= 6 ? 1 : showLine == 1 and dayofweek <= 1 and time >= timestamp('GMT-5', year, month, dayofmonth, 17, 0, 0) ? 0 : showLine [cmeClose, showLine] [cmeClose, showLine] = getCloseCME() //Plotting plot1 = plot(showLine == 1 ? cmeClose : na, 'CME Friday Close', style=plot.style_linebr, linewidth=2, color=color.new(color.blue, 0)) plot2 = plot(close, 'Dummy plot for background', color=na) fill(plot1, plot2, title='Background', color=close > cmeClose ? color.new(color.green, 80) : close < cmeClose ? color.new(color.red, 80) : na)
↑がETH置き換えコード。
TradingViewのPINEエディタに入れるだけで使えます。
CME窓はシカゴ・マーカンタイル取引所が閉場→開場時に価格が戻ることなのでかなり使えそうです。
![](https://soulminingrig.com/wp-content/uploads/2022/11/ethrrrr.png)
青→閉場後後過大評価により下窓有りで下落
![](https://soulminingrig.com/wp-content/uploads/2022/11/ethreerr.png)
赤=閉場後過小評価により上窓有りで上昇。
![](https://soulminingrig.com/wp-content/uploads/2022/11/rtttt.png)
同じく。
平日回転出来るようにbotかいはつちう。
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