English: Indicator calculates spread between future and it's theoretical price baased on base contract, number of days to expiration and central bank key rate. I didn't find any means of getting base contract of security on chart so I hardcoded futures and corresponding base contracts. Hardcoded futures are MOEX (Moscow Exchange) only and key rate used in script...
The arrow buy / sell signals indicator is specially designed for trading on the Moscow Stock Exchange MOEX with shares of commodity and energy companies such as TATNEFT MOEX:TATN . When developing the indicator, the nature of price movements and the volatility model of TATNEFT shares were taken into account, which made it possible to develop an indicator with...