OPEN-SOURCE SCRIPT
Atualizado Future Roll Monitor
Rolling futures is not just a mechanical action — it is a structural decision.
When you move from one contract to the next, you are exposed to changes in price, liquidity, and term structure. The difference between contracts (the “roll”) can quietly add cost, generate yield, or signal shifts in supply and demand dynamics.
Future Roll Monitor helps you understand what is happening beneath the surface during contract transitions.
Why Roll Analysis Matters
Most traders focus only on price.
Professionals also monitor:
These factors affect:
Ignoring the roll can distort performance expectations.
What This Tool Shows
This version provides essential roll awareness:
It helps answer key questions:
When you move from one contract to the next, you are exposed to changes in price, liquidity, and term structure. The difference between contracts (the “roll”) can quietly add cost, generate yield, or signal shifts in supply and demand dynamics.
Future Roll Monitor helps you understand what is happening beneath the surface during contract transitions.
Why Roll Analysis Matters
Most traders focus only on price.
Professionals also monitor:
- The spread between front and next contract
- Whether the curve is in contango or backwardation
- Where liquidity is migrating
- How open interest is shifting
These factors affect:
- True carry exposure
- Execution quality
- Structural pressure in the market
- The real cost of maintaining a position
Ignoring the roll can distort performance expectations.
What This Tool Shows
This version provides essential roll awareness:
- Front & next contract data (price, DTE, volume, open interest)
- Roll cost in absolute and percentage terms
- Curve direction (Contango / Backwardation)
- Volume ratio (is liquidity shifting?)
- Open interest ratio (is positioning migrating?)
It helps answer key questions:
- Has the market started rolling?
- Is the roll expensive?
- Is liquidity already concentrated in the next contract?
- What structure am I stepping into?
Notas de Lançamento
- Part of the code moved to libraries
- Added an option to switch between allowed and major future contracts.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Quant Developer | Pine Script v6 | Python & R
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Quant Developer | Pine Script v6 | Python & R
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.