OPEN-SOURCE SCRIPT
Bond Yeild Curve
Atualizado
Bond Yeild Curve
A bond yeild curve is a line that plot the interest rate of bonds of each maturity dates.
The slope of the curve give the future of economy cycle.
if the slope could be normal (positive), flat or even inverted.
This indicator aquired data of bond yeild provided by TradingView.
How to use it.
How we can get the benefit.
- If the current spread is greater than 1.0, it suppose that the economy of that country probably is ok.
- if the current spread is between 0 - 1.0, it suppose to be flatted and probably turn to invert and the economy cound be in a recession soon.
- if the current spread is below 0, it suppose to be inverted and economy is in recession.
when knowing the state of economy, it would help us to manage our investment.
When you select "Yeild"
When you select "Spread"
When you select "Yeild Curve"
I'm new for this.
if any idea, correction and suggestion, i do appreciate it.
A bond yeild curve is a line that plot the interest rate of bonds of each maturity dates.
The slope of the curve give the future of economy cycle.
if the slope could be normal (positive), flat or even inverted.
This indicator aquired data of bond yeild provided by TradingView.
How to use it.
- Select the country of the bond / another country to compare.
- Select the maturity of bond (this indicator set 2Y, 5Y, 10Y and 20Y as default).
- You can toggle to 3 different data set; Yeild, Spread (10Y-2Y) and Yeild Curve.
- In case that you select the "Yeild Curve", you can customize the desired past period to compare.
How we can get the benefit.
- If the current spread is greater than 1.0, it suppose that the economy of that country probably is ok.
- if the current spread is between 0 - 1.0, it suppose to be flatted and probably turn to invert and the economy cound be in a recession soon.
- if the current spread is below 0, it suppose to be inverted and economy is in recession.
when knowing the state of economy, it would help us to manage our investment.
When you select "Yeild"
When you select "Spread"
When you select "Yeild Curve"
I'm new for this.
if any idea, correction and suggestion, i do appreciate it.
Notas de Lançamento
Update. 1) Compare yield curve over period of time of treasury yield.
2) Compare yield curve between countries.
3) Show yield of each ttm in line chart.
Available TTM : 3M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y
Some code i refer to this guy.
BarefootJoey :
Notas de Lançamento
Minor fixed.Notas de Lançamento
Update code and added 2-10 Spread. Script de código aberto
No verdadeiro espírito do TradingView, o autor desse script o publicou como código aberto, para que os traders possam compreendê-lo e analisá-lo. Parabéns ao autor! Você pode usá-lo gratuitamente, mas a reutilização desse código em publicações é regida pelas Regras da Casa. Você pode favoritá-lo para usá-lo em um gráfico.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.