OPEN-SOURCE SCRIPT
更新済

Delay Estimator

2 271
this script can be used to adjust one of the free realtime tickers (such as SPX500, NAS100) to "look" like one of the delayed futures tickers (such as ES1!, NQ1!). This basically allows us to get an estimate of the realtime futures ticker price.

it uses bollinger bands to adjust the volatility and offset of the realtime ticker

it also provides a decimator to reduce the price into ticks, since futures often use 4 ticks per point
リリースノート
added backfill with delayed data so history is correct

switched to overlay mode because we can just hide the realtime data

fixed a few bugs
リリースノート
fixed up some more stuff
リリースノート
simplified some of the ideas. switched to ATR-based range adjustment. stopped relying on na-checking the delayed feed because it 100% did not work at all.

anyway this works pretty well now.

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