This script attempts to predict recessions four quarters ahead. According to the New York Fed, "The yield curve—specifically, the spread between the interest rates on the ten-year Treasury note and the three-month Treasury bill—is a valuable forecasting tool. It is simple to use and significantly outperforms other financial and macroeconomic indicators in...
Stability Max Overload was created in another script I have been working on found below. I have broken the code down to only display the Stability features. What this is: I was trying to find a way that could in some form display the Stability or Instability of the US Treasuries Bond Market. To try and help me do that, I came up with 3...
Welcome to Yield Curve Version 2.55.2 US10Y-US02Y * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input...
Welcome to Yield Curve Version 2.41 * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input setting they do take...
Thanks to @gwaaf for his post on how to draw the curve!! * Charts and displays the current Treasury Yield Curve and the Spread. * Colors Lines and Labels based off price. * Dynamically adjusts the position of the labels as prices change. Top Labels: Top labels display the Spread between listed bonds in regards to Longer term Bonds minus Shorter term Bonds. This...
This indicator plots the US treasury yield curve as maturity (x-axis/time) vs yield (y-axis/price)
Displays the yield inversion difference on bonds between short term and long term bonds.