CME Price Limit

Calculates the CME Price Limit

The reference price is obtained from the previous day's closing settlement price
(data pulled from the asset's daily chart with settlement enabled)
Percentage limit can be modified in settings
Buffer can be enabled (for example, 2% buffer on a 7% limit, so a line gets drawn at 5% too)
Alert can be enabled for price crossing a certain percentage from reference on the day
You can choose to plot the historical lines on every day, or the current day only

The reference price output can be found in the data window, or in the indicator status line if enabled in the settings.

Before placing real trades with this, you should compare the indicator's reference price to what's shown on CME's website, to double check that TradingView's data matches for your contract.

cmegroup.com/trading/price-limits.html

Notes de version

Update removes contract change adjustment, so the indicator can display historical data before contract switches, even with B-ADJ off.

Note, for contract-switch days, I recommend having B-ADJ enabled (adjust for contract changes), so the rollover gap doesn't get counted towards the percentage change.

Shoutout nilstrades_ for pointing this out

Script open-source

Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.

Sews

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Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Script open-source

Sews