Memorándum - Código PINE

https://www.tradingview.com/script/wf7E7MWQ-Bitcoin-CME-Futures-Friday-Close/

A partir de ahora.

He creado una versión ETH del código de visualización de la brecha CME.

Simplemente reemplaza BTC con ETH en Terapad.

// 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)

↑ Este es el código de reemplazo de ETH.

Se puede usar simplemente pegándolo en el editor PINE de TradingView.

La brecha CME es el retorno del precio cuando la Bolsa Mercantil de Chicago cierra y luego abre, por lo que parece bastante útil.

Azul → Caída con brecha a la baja debido a una sobrevaloración después del cierre.

Rojo = Subida con brecha al alza debido a una infravaloración después del cierre.

Igualmente.

Estoy desarrollando un bot para que pueda operar los días de semana.