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Future Roll Monitor
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Explore UT Bot SuiteRolling 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?
發行說明
- Part of the code moved to libraries
- Added an option to switch between allowed and major future contracts.
Quant Developer | Pine Script v6 | Python & R
12+ yrs in systematic trading, derivatives & hedge funds
🚀 Pro Indicators & Tools:
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💼 Quant Advisory & Development:
qntly.com/hire
12+ yrs in systematic trading, derivatives & hedge funds
🚀 Pro Indicators & Tools:
qntly.com/pro
💼 Quant Advisory & Development:
qntly.com/hire
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
Quant Developer | Pine Script v6 | Python & R
12+ yrs in systematic trading, derivatives & hedge funds
🚀 Pro Indicators & Tools:
qntly.com/pro
💼 Quant Advisory & Development:
qntly.com/hire
12+ yrs in systematic trading, derivatives & hedge funds
🚀 Pro Indicators & Tools:
qntly.com/pro
💼 Quant Advisory & Development:
qntly.com/hire
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。