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WeeklyExpectedMoveSTUDY.ts
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3987 lines (3837 loc) · 145 KB
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# TOS+Auto Weekly Expected Move
# Author: Benny33
# Date: 09-25-2023
#
declare hide_on_intraday;
declare once_per_bar;
# IV input parameters
input emSkewPercentage = 70;
input emBandwidth = 100;
def lastImpliedVolatility;
def expectedMove;
def upperEM;
def lowerEM;
def lastWeekClose;
def hasTOSExpectedMove;
def date = GetYYYYMMDD();
# Weekly Expected Moves
def aaplExpectedMove =
if date == 20230313 then 5.709
else if date == 20230320 then 5.773
else if date == 20230327 then 4.77
else if date == 20230403 then 3.648
else if date == 20230410 then 4.309
else if date == 20230417 then 3.84
else if date == 20230424 then 4.119
else if date == 20230501 then 7.076
else if date == 20230508 then 5.266
else if date == 20230515 then 3.867
else if date == 20230522 then 3.742
else if date == 20230530 then 4.299
else if date == 20230605 then 5.897
else if date == 20230612 then 4.35
else if date == 20230620 then 3.682
else if date == 20230626 then 3.802
else if date == 20230703 then 3.811
else if date == 20230710 then 3.877
else if date == 20230717 then 3.436
else if date == 20230724 then 4.843
else if date == 20230731 then 7.172
else if date == 20230807 then 5.263
else if date == 20230814 then 4.267
else if date == 20230821 then 4.486
else if date == 20230828 then 3.985
else if date == 20230905 then 3.482
else if date == 20230911 then 5.865
else if date == 20230918 then 4.711
else if date == 20230925 then 5.04
else 0;
def abbvExpectedMove =
if date == 20230313 then 4.574
else if date == 20230320 then 4.61
else if date == 20230327 then 4.144
else if date == 20230403 then 2.994
else if date == 20230410 then 3.699
else if date == 20230417 then 2.998
else if date == 20230424 then 5.073
else if date == 20230501 then 3.048
else if date == 20230508 then 3.338
else if date == 20230515 then 2.818
else if date == 20230522 then 2.927
else if date == 20230530 then 3.223
else if date == 20230605 then 2.72
else if date == 20230612 then 3.041
else if date == 20230620 then 2.623
else if date == 20230626 then 2.834
else if date == 20230703 then 2.3
else if date == 20230710 then 3.197
else if date == 20230717 then 2.944
else if date == 20230724 then 6.126
else if date == 20230731 then 2.874
else if date == 20230807 then 3.09
else if date == 20230814 then 2.961
else if date == 20230821 then 3.029
else if date == 20230828 then 2.877
else if date == 20230905 then 2.361
else if date == 20230911 then 2.76
else if date == 20230918 then 2.656
else if date == 20230925 then 3.161
else 0;
def abtExpectedMove =
if date == 20230313 then 3.378
else if date == 20230320 then 3.585
else if date == 20230327 then 3.224
else if date == 20230403 then 1.978
else if date == 20230410 then 2.418
else if date == 20230417 then 3.851
else if date == 20230424 then 2.178
else if date == 20230501 then 1.981
else if date == 20230508 then 2.254
else if date == 20230515 then 2.12
else if date == 20230522 then 2.285
else if date == 20230530 then 2.39
else if date == 20230605 then 1.959
else if date == 20230612 then 2.148
else if date == 20230620 then 1.711
else if date == 20230626 then 2.047
else if date == 20230703 then 1.53
else if date == 20230710 then 2.124
else if date == 20230717 then 3.641
else if date == 20230724 then 2.638
else if date == 20230731 then 1.765
else if date == 20230807 then 2.462
else if date == 20230814 then 2.516
else if date == 20230821 then 2.646
else if date == 20230828 then 2.303
else if date == 20230905 then 1.769
else if date == 20230911 then 2.188
else if date == 20230918 then 2.183
else if date == 20230925 then 2.43
else 0;
def acnExpectedMove =
if date == 20230313 then 9.804
else if date == 20230320 then 14.089
else if date == 20230327 then 9.502
else if date == 20230403 then 6.198
else if date == 20230410 then 7.594
else if date == 20230417 then 6.68
else if date == 20230424 then 5.931
else if date == 20230501 then 6.797
else if date == 20230508 then 7.398
else if date == 20230515 then 6.445
else if date == 20230522 then 6.583
else if date == 20230530 then 9.037
else if date == 20230605 then 8.218
else if date == 20230612 then 8.532
else if date == 20230620 then 14.246
else if date == 20230626 then 6.578
else if date == 20230703 then 5.837
else if date == 20230710 then 6.959
else if date == 20230717 then 6.509
else if date == 20230724 then 7.484
else if date == 20230731 then 6.529
else if date == 20230807 then 8.097
else if date == 20230814 then 7.801
else if date == 20230821 then 7.776
else if date == 20230828 then 7.323
else if date == 20230905 then 5.125
else if date == 20230911 then 6.876
else if date == 20230918 then 6.924
else if date == 20230925 then 14.892
else 0;
def adbeExpectedMove =
if date == 20230313 then 23.975
else if date == 20230320 then 17.222
else if date == 20230327 then 14.367
else if date == 20230403 then 10.36
else if date == 20230410 then 12.341
else if date == 20230417 then 10.017
else if date == 20230424 then 10.495
else if date == 20230501 then 11.175
else if date == 20230508 then 11.269
else if date == 20230515 then 10.908
else if date == 20230522 then 11.878
else if date == 20230530 then 18.435
else if date == 20230605 then 13.856
else if date == 20230612 then 36.032
else if date == 20230620 then 19.407
else if date == 20230626 then 14.562
else if date == 20230703 then 13.53
else if date == 20230710 then 14.563
else if date == 20230717 then 16.776
else if date == 20230724 then 18.929
else if date == 20230731 then 16.32
else if date == 20230807 then 19.671
else if date == 20230814 then 16.732
else if date == 20230821 then 19.863
else if date == 20230828 then 18.112
else if date == 20230905 then 15.434
else if date == 20230911 then 34.642
else if date == 20230918 then 17.0
else if date == 20230925 then 17.68
else 0;
def aigExpectedMove =
if date == 20230313 then 2.853
else if date == 20230320 then 3.779
else if date == 20230327 then 2.602
else if date == 20230403 then 1.425
else if date == 20230410 then 1.63
else if date == 20230417 then 1.611
else if date == 20230424 then 1.58
else if date == 20230501 then 2.212
else if date == 20230508 then 2.293
else if date == 20230515 then 1.712
else if date == 20230522 then 1.722
else if date == 20230530 then 1.735
else if date == 20230605 then 1.46
else if date == 20230612 then 1.553
else if date == 20230620 then 1.364
else if date == 20230626 then 1.375
else if date == 20230703 then 1.148
else if date == 20230710 then 1.379
else if date == 20230717 then 1.423
else if date == 20230724 then 1.496
else if date == 20230731 then 2.245
else if date == 20230807 then 1.454
else if date == 20230814 then 1.381
else if date == 20230821 then 1.485
else if date == 20230828 then 1.383
else if date == 20230905 then 1.066
else if date == 20230911 then 1.18
else if date == 20230918 then 1.228
else if date == 20230925 then 1.391
else 0;
def amdExpectedMove =
if date == 20230313 then 5.335
else if date == 20230320 then 6.627
else if date == 20230327 then 5.844
else if date == 20230403 then 4.144
else if date == 20230410 then 4.55
else if date == 20230417 then 3.945
else if date == 20230424 then 3.982
else if date == 20230501 then 6.744
else if date == 20230508 then 4.032
else if date == 20230515 then 3.98
else if date == 20230522 then 5.021
else if date == 20230530 then 7.207
else if date == 20230605 then 5.589
else if date == 20230612 then 10.839
else if date == 20230620 then 6.047
else if date == 20230626 then 5.396
else if date == 20230703 then 4.352
else if date == 20230710 then 4.792
else if date == 20230717 then 5.839
else if date == 20230724 then 5.858
else if date == 20230731 then 9.039
else if date == 20230807 then 5.767
else if date == 20230814 then 5.039
else if date == 20230821 then 6.086
else if date == 20230828 then 4.97
else if date == 20230905 then 4.131
else if date == 20230911 then 4.573
else if date == 20230918 then 4.422
else if date == 20230925 then 4.648
else 0;
def amgnExpectedMove =
if date == 20230313 then 6.528
else if date == 20230320 then 7.325
else if date == 20230327 then 6.889
else if date == 20230403 then 4.768
else if date == 20230410 then 4.995
else if date == 20230417 then 4.939
else if date == 20230424 then 8.334
else if date == 20230501 then 5.26
else if date == 20230508 then 5.17
else if date == 20230515 then 6.073
else if date == 20230522 then 5.252
else if date == 20230530 then 5.448
else if date == 20230605 then 5.394
else if date == 20230612 then 5.641
else if date == 20230620 then 5.751
else if date == 20230626 then 1.275
else if date == 20230703 then 4.567
else if date == 20230710 then 5.713
else if date == 20230717 then 5.626
else if date == 20230724 then 6.236
else if date == 20230731 then 7.952
else if date == 20230807 then 6.41
else if date == 20230814 then 6.193
else if date == 20230821 then 6.242
else if date == 20230828 then 5.588
else if date == 20230905 then 5.301
else if date == 20230911 then 5.713
else if date == 20230918 then 6.362
else if date == 20230925 then 6.663
else 0;
def amtExpectedMove =
if date == 20230313 then 8.105
else 0;
def amznExpectedMove =
if date == 20230313 then 4.687
else if date == 20230320 then 4.941
else if date == 20230327 then 4.117
else if date == 20230403 then 3.178
else if date == 20230410 then 3.878
else if date == 20230417 then 3.407
else if date == 20230424 then 7.691
else if date == 20230501 then 4.139
else if date == 20230508 then 3.344
else if date == 20230515 then 3.51
else if date == 20230522 then 3.913
else if date == 20230530 then 4.414
else if date == 20230605 then 4.129
else if date == 20230612 then 4.708
else if date == 20230620 then 3.974
else if date == 20230626 then 4.576
else if date == 20230703 then 3.35
else if date == 20230710 then 4.042
else if date == 20230717 then 4.505
else if date == 20230724 then 5.343
else if date == 20230731 then 8.035
else if date == 20230807 then 5.07
else if date == 20230814 then 4.361
else if date == 20230821 then 4.805
else if date == 20230828 then 4.01
else if date == 20230905 then 3.336
else if date == 20230911 then 3.828
else if date == 20230918 then 4.141
else if date == 20230925 then 4.533
else 0;
def avgoExpectedMove =
if date == 20230313 then 24.952
else if date == 20230320 then 24.698
else if date == 20230327 then 20.133
else if date == 20230403 then 14.817
else if date == 20230410 then 17.852
else if date == 20230417 then 15.479
else if date == 20230424 then 15.212
else if date == 20230501 then 17.479
else if date == 20230508 then 15.66
else if date == 20230515 then 15.922
else if date == 20230522 then 19.142
else if date == 20230530 then 65.93
else if date == 20230605 then 32.129
else if date == 20230612 then 28.623
else if date == 20230620 then 32.8
else if date == 20230626 then 22.775
else if date == 20230703 then 21.663
else if date == 20230710 then 23.606
else if date == 20230717 then 25.002
else if date == 20230724 then 32.724
else if date == 20230731 then 25.858
else if date == 20230807 then 24.145
else if date == 20230814 then 27.722
else if date == 20230821 then 34.496
else if date == 20230828 then 66.051
else if date == 20230905 then 23.812
else if date == 20230911 then 24.6
else if date == 20230918 then 25.507
else if date == 20230925 then 28.452
else 0;
def axpExpectedMove =
if date == 20230313 then 7.382
else if date == 20230320 then 8.432
else if date == 20230327 then 6.998
else if date == 20230403 then 4.461
else if date == 20230410 then 5.653
else if date == 20230417 then 7.405
else if date == 20230424 then 4.313
else if date == 20230501 then 4.489
else if date == 20230508 then 4.907
else if date == 20230515 then 4.677
else if date == 20230522 then 4.777
else if date == 20230530 then 4.566
else if date == 20230605 then 4.708
else if date == 20230612 then 4.685
else if date == 20230620 then 4.19
else if date == 20230626 then 4.098
else if date == 20230703 then 3.463
else if date == 20230710 then 4.317
else if date == 20230717 then 6.609
else if date == 20230724 then 4.591
else if date == 20230731 then 3.504
else if date == 20230807 then 3.987
else if date == 20230814 then 3.79
else if date == 20230821 then 4.117
else if date == 20230828 then 3.812
else if date == 20230905 then 2.944
else if date == 20230911 then 3.341
else if date == 20230918 then 3.647
else if date == 20230925 then 4.147
else 0;
def baExpectedMove =
if date == 20230313 then 9.555
else if date == 20230320 then 9.909
else if date == 20230327 then 8.189
else if date == 20230403 then 6.234
else if date == 20230410 then 7.409
else if date == 20230417 then 5.935
else if date == 20230424 then 9.816
else if date == 20230501 then 6.086
else if date == 20230508 then 6.456
else if date == 20230515 then 6.253
else if date == 20230522 then 6.523
else if date == 20230530 then 6.801
else if date == 20230605 then 6.212
else if date == 20230612 then 6.903
else if date == 20230620 then 7.689
else if date == 20230626 then 6.823
else if date == 20230703 then 4.932
else if date == 20230710 then 6.174
else if date == 20230717 then 6.855
else if date == 20230724 then 10.774
else if date == 20230731 then 6.773
else if date == 20230807 then 6.771
else if date == 20230814 then 6.793
else if date == 20230821 then 6.786
else if date == 20230828 then 6.923
else if date == 20230905 then 5.833
else if date == 20230911 then 5.841
else if date == 20230918 then 5.624
else if date == 20230925 then 6.48
else 0;
def bacExpectedMove =
if date == 20230313 then 2.099
else if date == 20230320 then 2.212
else if date == 20230327 then 1.499
else if date == 20230403 then 0.931
else if date == 20230410 then 1.2
else if date == 20230417 then 1.634
else if date == 20230424 then 0.864
else if date == 20230501 then 0.926
else if date == 20230508 then 1.105
else if date == 20230515 then 0.99
else if date == 20230522 then 1.006
else if date == 20230530 then 0.949
else if date == 20230605 then 0.887
else if date == 20230612 then 0.951
else if date == 20230620 then 0.705
else if date == 20230626 then 0.866
else if date == 20230703 then 0.638
else if date == 20230710 then 0.83
else if date == 20230717 then 1.339
else if date == 20230724 then 0.881
else if date == 20230731 then 0.76
else if date == 20230807 then 0.857
else if date == 20230814 then 0.801
else if date == 20230821 then 0.892
else if date == 20230828 then 0.827
else if date == 20230905 then 0.582
else if date == 20230911 then 0.707
else if date == 20230918 then 0.662
else if date == 20230925 then 0.809
else 0;
def bkExpectedMove =
if date == 20230313 then 3.125
else 0;
def bkngExpectedMove =
if date == 20230313 then 97.505
else if date == 20230320 then 100.706
else if date == 20230327 then 96.6
else if date == 20230403 then 66.974
else if date == 20230410 then 84.085
else if date == 20230417 then 64.209
else if date == 20230424 then 61.485
else if date == 20230501 then 138.369
else if date == 20230508 then 89.015
else if date == 20230515 then 70.679
else if date == 20230522 then 73.329
else if date == 20230530 then 81.269
else if date == 20230605 then 71.903
else if date == 20230612 then 79.358
else if date == 20230620 then 70.314
else if date == 20230626 then 68.935
else if date == 20230703 then 60.114
else if date == 20230710 then 62.885
else if date == 20230717 then 73.838
else if date == 20230724 then 81.656
else if date == 20230731 then 171.714
else if date == 20230807 then 106.532
else if date == 20230814 then 95.944
else if date == 20230821 then 95.293
else if date == 20230828 then 86.49
else if date == 20230905 then 69.55
else if date == 20230911 then 80.683
else if date == 20230918 then 85.097
else if date == 20230925 then 94.328
else 0;
def blkExpectedMove =
if date == 20230313 then 32.472
else if date == 20230320 then 30.552
else if date == 20230327 then 27.788
else if date == 20230403 then 16.985
else if date == 20230410 then 28.49
else if date == 20230417 then 16.357
else if date == 20230424 then 18.432
else if date == 20230501 then 16.899
else if date == 20230508 then 19.323
else if date == 20230515 then 16.307
else if date == 20230522 then 19.81
else if date == 20230530 then 20.069
else if date == 20230605 then 16.791
else if date == 20230612 then 17.465
else if date == 20230620 then 17.745
else if date == 20230626 then 15.249
else if date == 20230703 then 13.148
else if date == 20230710 then 26.428
else if date == 20230717 then 18.66
else if date == 20230724 then 18.341
else if date == 20230731 then 16.139
else if date == 20230807 then 17.702
else if date == 20230814 then 17.034
else if date == 20230821 then 17.049
else if date == 20230828 then 15.9
else if date == 20230905 then 13.316
else if date == 20230911 then 13.788
else if date == 20230918 then 14.486
else if date == 20230925 then 17.682
else 0;
def bmyExpectedMove =
if date == 20230313 then 2.298
else if date == 20230320 then 2.435
else if date == 20230327 then 1.764
else if date == 20230403 then 1.409
else if date == 20230410 then 1.471
else if date == 20230417 then 1.347
else if date == 20230424 then 1.964
else if date == 20230501 then 1.438
else if date == 20230508 then 1.498
else if date == 20230515 then 1.711
else if date == 20230522 then 1.523
else if date == 20230530 then 1.657
else if date == 20230605 then 1.237
else if date == 20230612 then 1.509
else if date == 20230620 then 1.24
else if date == 20230626 then 1.357
else if date == 20230703 then 1.218
else if date == 20230710 then 1.357
else if date == 20230717 then 1.33
else if date == 20230724 then 1.993
else if date == 20230731 then 1.222
else if date == 20230807 then 1.312
else if date == 20230814 then 1.335
else if date == 20230821 then 1.33
else if date == 20230828 then 1.411
else if date == 20230905 then 1.007
else if date == 20230911 then 1.641
else if date == 20230918 then 1.35
else if date == 20230925 then 1.35
else 0;
def brkbExpectedMove =
if date == 20230313 then 10.522
else if date == 20230320 then 11.101
else if date == 20230327 then 8.556
else if date == 20230403 then 5.066
else if date == 20230410 then 6.529
else if date == 20230417 then 5.626
else if date == 20230424 then 4.913
else if date == 20230501 then 5.991
else if date == 20230508 then 7.497
else if date == 20230515 then 5.694
else if date == 20230522 then 5.863
else if date == 20230530 then 6.382
else if date == 20230605 then 5.147
else if date == 20230612 then 5.295
else if date == 20230620 then 4.351
else if date == 20230626 then 4.77
else if date == 20230703 then 3.771
else if date == 20230710 then 4.827
else if date == 20230717 then 4.957
else if date == 20230724 then 5.233
else if date == 20230731 then 3.146
else if date == 20230807 then 7.937
else if date == 20230814 then 5.911
else if date == 20230821 then 6.584
else if date == 20230828 then 5.778
else if date == 20230905 then 4.406
else if date == 20230911 then 5.366
else if date == 20230918 then 5.147
else if date == 20230925 then 6.482
else 0;
def cExpectedMove =
if date == 20230313 then 2.802
else if date == 20230320 then 3.518
else if date == 20230327 then 2.422
else if date == 20230403 then 1.375
else if date == 20230410 then 2.29
else if date == 20230417 then 1.482
else if date == 20230424 then 1.489
else if date == 20230501 then 1.397
else if date == 20230508 then 1.753
else if date == 20230515 then 1.546
else if date == 20230522 then 1.644
else if date == 20230530 then 1.444
else if date == 20230605 then 1.286
else if date == 20230612 then 1.523
else if date == 20230620 then 1.105
else if date == 20230626 then 1.448
else if date == 20230703 then 1.018
else if date == 20230710 then 1.898
else if date == 20230717 then 1.291
else if date == 20230724 then 1.298
else if date == 20230731 then 1.247
else if date == 20230807 then 1.263
else if date == 20230814 then 1.107
else if date == 20230821 then 1.289
else if date == 20230828 then 1.175
else if date == 20230905 then 0.83
else 0;
def catExpectedMove =
if date == 20230313 then 10.431
else if date == 20230320 then 10.135
else if date == 20230327 then 9.057
else if date == 20230403 then 6.09
else if date == 20230410 then 7.358
else if date == 20230417 then 7.164
else if date == 20230424 then 10.93
else if date == 20230501 then 6.677
else if date == 20230508 then 6.608
else if date == 20230515 then 6.571
else if date == 20230522 then 7.015
else if date == 20230530 then 6.518
else if date == 20230605 then 8.057
else if date == 20230612 then 8.401
else if date == 20230620 then 6.556
else if date == 20230626 then 6.334
else if date == 20230703 then 5.286
else if date == 20230710 then 6.334
else if date == 20230717 then 6.756
else if date == 20230724 then 7.347
else if date == 20230731 then 11.669
else if date == 20230807 then 7.802
else if date == 20230814 then 7.719
else if date == 20230821 then 7.855
else if date == 20230828 then 6.787
else if date == 20230905 then 5.648
else 0;
def chtrExpectedMove =
if date == 20230313 then 18.255
else if date == 20230320 then 19.459
else if date == 20230327 then 17.753
else if date == 20230403 then 12.228
else if date == 20230410 then 15.337
else if date == 20230417 then 13.627
else if date == 20230424 then 24.241
else if date == 20230501 then 13.189
else if date == 20230508 then 8.426
else if date == 20230515 then 12.285
else if date == 20230522 then 12.964
else if date == 20230530 then 12.894
else if date == 20230605 then 11.225
else if date == 20230612 then 14.166
else if date == 20230620 then 13.524
else if date == 20230626 then 12.542
else if date == 20230703 then 10.888
else if date == 20230710 then 12.241
else if date == 20230717 then 11.348
else if date == 20230724 then 27.554
else if date == 20230731 then 12.136
else if date == 20230807 then 13.123
else if date == 20230814 then 13.102
else if date == 20230821 then 13.224
else if date == 20230828 then 11.608
else if date == 20230905 then 13.691
else 0;
def clExpectedMove =
if date == 20230313 then 1.954
else 0;
def cmcsaExpectedMove =
if date == 20230313 then 1.602
else if date == 20230320 then 1.758
else if date == 20230327 then 1.385
else if date == 20230403 then 0.987
else if date == 20230410 then 1.179
else if date == 20230417 then 1.174
else if date == 20230424 then 1.835
else if date == 20230501 then 1.008
else if date == 20230508 then 0.978
else if date == 20230515 then 1.029
else if date == 20230522 then 1.088
else if date == 20230530 then 1.11
else if date == 20230605 then 1.172
else if date == 20230612 then 1.189
else if date == 20230620 then 0.984
else if date == 20230626 then 1.069
else if date == 20230703 then 1.318
else if date == 20230710 then 0.884
else if date == 20230717 then 0.847
else if date == 20230724 then 2.505
else if date == 20230731 then 1.017
else if date == 20230807 then 1.09
else if date == 20230814 then 1.059
else if date == 20230821 then 1.214
else if date == 20230828 then 0.984
else if date == 20230905 then 0.916
else 0;
def cofExpectedMove =
if date == 20230313 then 5.717
else if date == 20230320 then 6.812
else if date == 20230327 then 5.75
else if date == 20230403 then 3.305
else if date == 20230410 then 4.166
else if date == 20230417 then 4.164
else if date == 20230424 then 6.139
else if date == 20230501 then 3.854
else if date == 20230508 then 4.332
else if date == 20230515 then 3.594
else if date == 20230522 then 4.216
else if date == 20230530 then 4.019
else if date == 20230605 then 3.994
else if date == 20230612 then 3.821
else if date == 20230620 then 3.29
else if date == 20230626 then 3.423
else if date == 20230703 then 2.761
else if date == 20230710 then 3.43
else if date == 20230717 then 5.772
else if date == 20230724 then 3.831
else if date == 20230731 then 3.129
else if date == 20230807 then 3.263
else if date == 20230814 then 3.338
else if date == 20230821 then 3.461
else if date == 20230828 then 3.049
else if date == 20230905 then 2.348
else 0;
def copExpectedMove =
if date == 20230313 then 4.921
else if date == 20230320 then 5.766
else if date == 20230327 then 4.661
else if date == 20230403 then 3.294
else if date == 20230410 then 4.3
else if date == 20230417 then 3.107
else if date == 20230424 then 3.35
else if date == 20230501 then 4.353
else if date == 20230508 then 3.767
else if date == 20230515 then 3.811
else if date == 20230522 then 3.638
else if date == 20230530 then 3.736
else if date == 20230605 then 4.345
else if date == 20230612 then 3.622
else if date == 20230620 then 3.007
else if date == 20230626 then 3.056
else if date == 20230703 then 2.418
else if date == 20230710 then 2.946
else if date == 20230717 then 3.223
else if date == 20230724 then 3.187
else if date == 20230731 then 4.087
else if date == 20230807 then 3.257
else if date == 20230814 then 3.268
else if date == 20230821 then 3.401
else if date == 20230828 then 2.897
else if date == 20230905 then 2.344
else 0;
def costExpectedMove =
if date == 20230313 then 16.57
else if date == 20230320 then 16.313
else if date == 20230327 then 12.335
else if date == 20230403 then 10.78
else if date == 20230410 then 12.221
else if date == 20230417 then 9.815
else if date == 20230424 then 9.873
else if date == 20230501 then 11.738
else if date == 20230508 then 9.757
else if date == 20230515 then 11.014
else if date == 20230522 then 16.656
else if date == 20230530 then 12.357
else if date == 20230605 then 10.392
else if date == 20230612 then 11.19
else if date == 20230620 then 9.031
else if date == 20230626 then 4.76
else if date == 20230703 then 8.35
else if date == 20230710 then 9.645
else if date == 20230717 then 9.183
else if date == 20230724 then 10.208
else if date == 20230731 then 10.777
else if date == 20230807 then 11.059
else if date == 20230814 then 10.978
else if date == 20230821 then 12.561
else if date == 20230828 then 10.602
else if date == 20230905 then 8.294
else 0;
def crmExpectedMove =
if date == 20230313 then 8.852
else if date == 20230320 then 8.178
else if date == 20230327 then 7.213
else if date == 20230403 then 5.482
else if date == 20230410 then 6.373
else if date == 20230417 then 4.287
else if date == 20230424 then 5.873
else if date == 20230501 then 5.98
else if date == 20230508 then 5.858
else if date == 20230515 then 5.768
else if date == 20230522 then 6.353
else if date == 20230530 then 18.794
else if date == 20230605 then 6.982
else if date == 20230612 then 10.087
else if date == 20230620 then 6.31
else if date == 20230626 then 6.198
else if date == 20230703 then 4.833
else if date == 20230710 then 6.193
else if date == 20230717 then 6.763
else if date == 20230724 then 7.713
else if date == 20230731 then 6.42
else if date == 20230807 then 6.867
else if date == 20230814 then 6.558
else if date == 20230821 then 6.924
else if date == 20230828 then 15.586
else if date == 20230905 then 5.303
else 0;
def cscoExpectedMove =
if date == 20230313 then 1.592
else if date == 20230320 then 1.57
else if date == 20230327 then 1.306
else if date == 20230403 then 0.958
else if date == 20230410 then 1.163
else if date == 20230417 then 1.022
else if date == 20230424 then 1.113
else if date == 20230501 then 1.003
else if date == 20230508 then 0.989
else if date == 20230515 then 2.453
else if date == 20230522 then 1.091
else if date == 20230530 then 1.191
else if date == 20230605 then 1.097
else if date == 20230612 then 0.95
else if date == 20230620 then 0.875
else if date == 20230626 then 0.945
else if date == 20230703 then 0.757
else if date == 20230710 then 0.856
else if date == 20230717 then 1.099
else if date == 20230724 then 1.188
else if date == 20230731 then 0.948
else if date == 20230807 then 1.197
else if date == 20230814 then 2.607
else if date == 20230821 then 1.29
else if date == 20230828 then 1.076
else if date == 20230905 then 0.883
else 0;
def cvsExpectedMove =
if date == 20230313 then 2.675
else if date == 20230320 then 2.777
else if date == 20230327 then 2.292
else if date == 20230403 then 1.8
else if date == 20230410 then 2.061
else if date == 20230417 then 2.178
else if date == 20230424 then 1.867
else if date == 20230501 then 3.578
else if date == 20230508 then 2.138
else if date == 20230515 then 1.913
else if date == 20230522 then 1.922
else if date == 20230530 then 1.935
else if date == 20230605 then 1.82
else if date == 20230612 then 1.942
else if date == 20230620 then 1.81
else if date == 20230626 then 1.716
else if date == 20230703 then 1.381
else if date == 20230710 then 1.807
else if date == 20230717 then 1.858
else if date == 20230724 then 1.861
else if date == 20230731 then 3.301
else if date == 20230807 then 2.007
else if date == 20230814 then 1.743
else if date == 20230821 then 2.169
else if date == 20230828 then 1.638
else if date == 20230905 then 1.355
else 0;
def cvxExpectedMove =
if date == 20230313 then 5.933
else if date == 20230320 then 7.348
else if date == 20230327 then 5.708
else if date == 20230403 then 3.952
else if date == 20230410 then 4.548
else if date == 20230417 then 4.743
else if date == 20230424 then 5.188
else if date == 20230501 then 3.935
else if date == 20230508 then 4.28
else if date == 20230515 then 4.459
else if date == 20230522 then 4.225
else if date == 20230530 then 4.39
else if date == 20230605 then 5.414
else if date == 20230612 then 4.296
else if date == 20230620 then 3.688
else if date == 20230626 then 3.456
else if date == 20230703 then 2.918
else if date == 20230710 then 3.521
else if date == 20230717 then 3.811
else if date == 20230724 then 4.7
else if date == 20230731 then 3.648
else if date == 20230807 then 4.093
else 0;
def dhrExpectedMove =
if date == 20230313 then 9.895
else if date == 20230320 then 9.989
else if date == 20230327 then 8.073
else if date == 20230403 then 5.165
else if date == 20230410 then 6.726
else if date == 20230417 then 3.416
else if date == 20230424 then 10.845
else if date == 20230501 then 5.635
else if date == 20230508 then 6.67
else if date == 20230515 then 5.83
else if date == 20230522 then 6.01
else if date == 20230530 then 5.841
else if date == 20230605 then 5.401
else if date == 20230612 then 6.049
else if date == 20230620 then 5.046
else if date == 20230626 then 5.407
else if date == 20230703 then 4.744
else if date == 20230710 then 5.779
else if date == 20230717 then 6.206
else if date == 20230724 then 12.317
else if date == 20230731 then 5.406
else if date == 20230807 then 6.271
else if date == 20230814 then 6.065
else if date == 20230821 then 6.503
else if date == 20230828 then 5.955
else if date == 20230905 then 5.138
else 0;
def disExpectedMove =
if date == 20230313 then 4.226
else if date == 20230320 then 4.163
else if date == 20230327 then 3.566
else if date == 20230403 then 2.76
else if date == 20230410 then 3.198
else if date == 20230417 then 2.65
else if date == 20230424 then 2.766
else if date == 20230501 then 2.969
else if date == 20230508 then 6.277
else if date == 20230515 then 2.619
else if date == 20230522 then 2.644
else if date == 20230530 then 2.806
else if date == 20230605 then 2.418
else if date == 20230612 then 2.637
else if date == 20230620 then 2.53
else if date == 20230626 then 2.112
else if date == 20230703 then 1.841
else if date == 20230710 then 2.201
else if date == 20230717 then 2.72
else if date == 20230724 then 2.597
else if date == 20230731 then 2.279
else if date == 20230807 then 5.256
else if date == 20230814 then 2.589
else if date == 20230821 then 2.462
else if date == 20230828 then 2.199
else if date == 20230905 then 2.385
else 0;
def dowExpectedMove =
if date == 20230313 then 2.369
else if date == 20230320 then 2.656
else if date == 20230327 then 2.019
else if date == 20230403 then 1.423
else if date == 20230410 then 1.685
else if date == 20230417 then 1.445
else if date == 20230424 then 2.094
else if date == 20230501 then 1.618
else if date == 20230508 then 1.68
else if date == 20230515 then 1.918
else if date == 20230522 then 1.558
else if date == 20230530 then 1.537
else if date == 20230605 then 1.368
else if date == 20230612 then 1.564
else if date == 20230620 then 1.332
else if date == 20230626 then 1.332
else if date == 20230703 then 1.023
else if date == 20230710 then 1.287
else if date == 20230717 then 1.278
else if date == 20230724 then 2.088
else if date == 20230731 then 1.234
else if date == 20230807 then 1.485
else if date == 20230814 then 1.376
else if date == 20230821 then 1.484
else if date == 20230828 then 1.442
else if date == 20230905 then 0.951
else 0;
def dukExpectedMove =
if date == 20230313 then 2.964
else 0;
def eemExpectedMove =
if date == 20230313 then 1.076
else if date == 20230320 then 2.68
else if date == 20230327 then 0.905
else if date == 20230403 then 0.7
else if date == 20230410 then 0.77
else if date == 20230417 then 0.685
else if date == 20230424 then 0.574
else if date == 20230501 then 0.684
else if date == 20230508 then 0.614
else if date == 20230515 then 0.617
else if date == 20230522 then 0.647
else if date == 20230530 then 0.704
else if date == 20230605 then 0.794
else if date == 20230612 then 0.67