OPEN-SOURCE SCRIPT
Index Vs Futures for OKEX Quarterly Contracts 5.0
*****Please note that all old versions of this script are depreciated and will report incorrect data!*****
This "indicator" is made to display the history of the price difference between OKEX's quarterly contracts and the market that it is supposed to be tracking. Contango differences are natural, but it's nice to visualize how they change over time.
This update to this script brings in further functionality when OKEX changed the index that the futures contracts are based off of to remove chinese exchanges from the mix. This script reflects that change and crosses-over when that change was made.
The new index removed chinese exchanges which are (currently) trading at a significant discount which will give bad data when using my old code.
This "indicator" is made to display the history of the price difference between OKEX's quarterly contracts and the market that it is supposed to be tracking. Contango differences are natural, but it's nice to visualize how they change over time.
This update to this script brings in further functionality when OKEX changed the index that the futures contracts are based off of to remove chinese exchanges from the mix. This script reflects that change and crosses-over when that change was made.
The new index removed chinese exchanges which are (currently) trading at a significant discount which will give bad data when using my old code.
Skrip open-source
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