ThinkScript for /VX Futures Contango/Backwardation

garyw

Active member
This ThinkScript is a lower study in TOS which displays the contango relationship of the Front and Back month /VX Futures, where the default setting is for Front month to be the 1st avail monthly /VX Fuitures series and the Back month default is 2nd month /VX Futures . Best used with Daily bars. You may alter the input settings to pick any combination you desire
1590183123997.png
The lower threshold is set to 0, such that any values below zero will be displayed in RED. Therefore, with the lower threshold==0, RED signifies Backwardation.
The current version of the ThinkScript study is provided in the attached zip file.
Below is a sample of what it should look like:
1590183869877.png
 

Attachments

D78

New member
Gary:

Thank you for sharing your script.

I would like to download it, but when I try to open the attachment nothing happens.

Any suggestions?

Best,

Dave
 

garyw

Active member
Gary:

Thank you for sharing your script.

I would like to download it, but when I try to open the attachment nothing happens.

Any suggestions?

Best,

Dave
Regarding you post "... I would like to download it, but when I try to open the attachment nothing happens. " ...
Steps:
1) Download the zip file to your disk to a location you can subsequently find.
2) Unzip the file.
3) With TOS running, Import the ".ts" file as shown:
1590243370878.png
 

Attachments

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