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MUQWISHI
11 oct. 2023 18:04

Treasury Yields Heatmap [By MUQWISHI] 

United States 1 Year Government Bonds YieldTVC

Description

▋ INTRODUCTION :
The “Treasury Yields Heatmap” generates a dynamic heat map table, showing treasury yield bond values corresponding with dates. In the last column, it presents the status of the yield curve, discerning whether it’s in a normal, flat, or inverted configuration, which determined by using Pearson's linear regression coefficient. This tool is built to offer traders essential insights for effectively tracking bond values and monitoring yield curve status, featuring the flexibility to input a starting period, timeframe, and select from a range of major countries' bond data.

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▋ OVERVIEW:


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▋ YIELD CURVE:
It is determined through Pearson's linear regression coefficient and considered…
  • R ≥ 0.7 → Normal
  • 0.7 > R ≥ 0.35 → Slight Normal
  • 0.35 > R > -0.35 → Flat
  • -0.35 ≥ R > -0.7 → Slight Inverted
  • -0.7 ≥ R → Inverted


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▋ INDICATOR SETTINGS:
#Section One: Table Setting


#Section Two: Technical Setting

(1) Country: Select country’s treasury yields data
(2) Timeframe: Time interval.
(3) Fetch By:
 (3A) Date: Retrieve data by beginning of date.
 (3B) Period: Retrieve data by specifying the number of time series back.


Enjoy. Please let me know if you have any questions.
Thank you.


Notes de version

Amended the number of decimal places.
Commentaires
cooney_s
Thanks for sharing a wonderful tool!
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