OPEN-SOURCE SCRIPT
Actualizado 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 prensa
- Part of the code moved to libraries
- Added an option to switch between allowed and major future contracts.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
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
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
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
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.