C41 Key Calendar

// Copyright (c) 2026 Capital41 | MIT License
// C41 KEY CALENDAR

// What it does:
// - Marks recurring market-effect calendar dates (not one-off anniversaries).
// - Covers month/quarter/year turn windows, monthly OPEX, quarterly OPEX,
//   OPEX-week start, earnings kickoff, and Russell rebalance.
// - Supports two custom fixed-date slots.
//
// TradingView setup:
// 1) Open TradingView -> Pine Editor.
// 2) Paste this script, Save, and Add to chart.
// 3) Use any timeframe (intraday or higher).
// 4) Toggle only the events you want visible.
//
// Usage guide:
// - Month/quarter/year end tags are plotted on the actual prior trading bar.
// - OPEX/earnings/rebalance markers are plotted on the current event day.
// - Use custom slots for your own recurring yearly reminders.
//
// Included recurring dates explained:
// - Month Open:
//   First trading day of a new month. Often carries fresh allocation and
//   positioning flow from discretionary and systematic books.
// - Month End:
//   Last trading day of the month. Commonly linked to NAV marking, window
//   dressing, and rebalance pressure into the close.
// - Quarter Open:
//   First trading day of Jan/Apr/Jul/Oct. Tracks rotation at the start of a
//   new reporting quarter when sector leadership can shift.
// - Quarter End:
//   Last trading day of Mar/Jun/Sep/Dec. High-probability rebalance window
//   for pension/target-date and multi-asset portfolios.
// - Year Open:
//   First trading day of the year. Captures reset behavior after year-end tax
//   positioning and holiday liquidity.
// - Year End:
//   Last trading day of the year. Tracks common performance-lock and
//   rebalance effects into final prints.
// - OPEX Week Start:
//   Monday of the monthly options-expiration week (week containing 3rd Friday).
//   Useful for spotting the start of dealer-gamma/hedging flow transitions.
// - Monthly OPEX:
//   Third Friday each month, the standard monthly equity/index options expiry.
//   Frequently associated with pinning, gamma unwind, and closing-auction flow.
// - Quarterly OPEX:
//   Third Friday of Mar/Jun/Sep/Dec, when quarterly contracts expire.
//   Usually larger notional than regular monthly expirations.
// - Earnings Kickoff:
//   Second Friday of Jan/Apr/Jul/Oct as an early-season proxy marker in the
//   US earnings cycle where single-name dispersion typically increases.
// - Russell Rebalance:
//   Last Friday of June, tied to annual Russell index reconstitution.
//   Known for concentrated close-auction volume and index-tracking turnover.
// - Custom 1 / Custom 2:
//   This id for User-defined fixed month/day reminders.



//@version=6
indicator("C41KeyCalendar", overlay = true, max_labels_count = 500, max_lines_count = 500)

// Display inputs
showLines = input.bool(true, "Show event lines")
showLabels = input.bool(true, "Show event labels")
labelAnchor = input.string("Top", "Label anchor", options = ["Top", "Bottom"])
lineStyleOpt = input.string("Dotted", "Line style", options = ["Dotted", "Dashed", "Solid"])
lineWidth = input.int(1, "Line width", minval = 1, maxval = 4)
linePadAtr = input.float(0.6, "Line padding (ATR)", minval = 0.1, maxval = 5.0)
showSignalMarker = input.bool(true, "Show key-date marker")

// Recurring market-effect events
showMonthOpen = input.bool(true, "Show Month Open")
showMonthEnd = input.bool(true, "Show Month End")
showQuarterOpen = input.bool(true, "Show Quarter Open")
showQuarterEnd = input.bool(true, "Show Quarter End")
showYearOpen = input.bool(true, "Show Year Open")
showYearEnd = input.bool(true, "Show Year End")
showOpexWeekStart = input.bool(true, "Show OPEX Week Start (Mon)")
showMonthlyOpex = input.bool(true, "Show Monthly OPEX (3rd Friday)")
showQuarterlyOpex = input.bool(true, "Show Quarterly OPEX (Mar/Jun/Sep/Dec)")
showEarningsKickoff = input.bool(true, "Show Earnings Kickoff (2nd Fri Jan/Apr/Jul/Oct)")
showRussellRebalance = input.bool(true, "Show Russell Rebalance (Last Fri Jun)")
useUsRthOnly = input.bool(true, "Use US RTH only (intraday)")

// Custom fixed-date slots
custom1On = input.bool(false, "Custom event 1")
custom1Month = input.int(2, "Custom 1 month", minval = 1, maxval = 12)
custom1Day = input.int(1, "Custom 1 day", minval = 1, maxval = 31)
custom1Label = input.string("Custom 1", "Custom 1 label")

custom2On = input.bool(false, "Custom event 2")
custom2Month = input.int(8, "Custom 2 month", minval = 1, maxval = 12)
custom2Day = input.int(1, "Custom 2 day", minval = 1, maxval = 31)
custom2Label = input.string("Custom 2", "Custom 2 label")

colorTurn = color.new(color.blue, 0)
colorRebal = color.new(color.orange, 0)
colorEarnings = color.new(color.teal, 0)
colorDerivs = color.new(color.red, 0)
colorCustom = color.new(color.purple, 0)

f_lineStyle(_style) =>
    _style == "Dashed" ? line.style_dashed : _style == "Solid" ? line.style_solid : line.style_dotted

f_daysInMonth(_year, _month) =>
    isLeap = (math.mod(_year, 4) == 0 and math.mod(_year, 100) != 0) or (math.mod(_year, 400) == 0)
    _month == 2 ? (isLeap ? 29 : 28) : (_month == 4 or _month == 6 or _month == 9 or _month == 11 ? 30 : 31)

inUsRth = timeframe.isintraday ? not na(time(timeframe.period, "0930-1600", "America/New_York")) : true
newDayRaw = ta.change(time("D")) != 0
newDay = newDayRaw and (not useUsRthOnly or inUsRth)
monthFlip = newDay and not na(month[1]) and month != month[1]
yearFlip = newDay and not na(year[1]) and year != year[1]

isQuarterMonth(_m) =>
    _m == 1 or _m == 4 or _m == 7 or _m == 10

isQuarterEndMonth(_m) =>
    _m == 3 or _m == 6 or _m == 9 or _m == 12

isFixedHit(_enabled, _month, _day) =>
    if not _enabled or not newDay or not barstate.isconfirmed
        false
    else
        targetThisYear = timestamp(year, _month, _day, 0, 0)
        targetPrevYear = timestamp(year - 1, _month, _day, 0, 0)
        crossedThis = time >= targetThisYear and time[1] < targetThisYear
        crossedPrev = time >= targetPrevYear and time[1] < targetPrevYear
        crossedThis or crossedPrev

atrPad = ta.atr(14) * linePadAtr
lineTop = high + atrPad
lineBot = low - atrPad
lnStyle = f_lineStyle(lineStyleOpt)

plotEventNow(_trigger, _title, _col) =>
    if _trigger
        if showLines
            line.new(bar_index, lineBot, bar_index, lineTop,
                     extend = extend.both, color = color.new(_col, 45), style = lnStyle, width = lineWidth)
        if showLabels
            y = labelAnchor == "Top" ? lineTop : lineBot
            st = labelAnchor == "Top" ? label.style_label_down : label.style_label_up
            label.new(bar_index, y, _title, style = st, color = _col, textcolor = color.white, size = size.tiny)

plotEventPrev(_trigger, _title, _col) =>
    if _trigger and bar_index > 0
        prevTop = high[1] + atrPad[1]
        prevBot = low[1] - atrPad[1]
        if showLines
            line.new(bar_index - 1, prevBot, bar_index - 1, prevTop,
                     extend = extend.both, color = color.new(_col, 45), style = lnStyle, width = lineWidth)
        if showLabels
            y = labelAnchor == "Top" ? prevTop : prevBot
            st = labelAnchor == "Top" ? label.style_label_down : label.style_label_up
            label.new(bar_index - 1, y, _title, style = st, color = _col, textcolor = color.white, size = size.tiny)

// Recurring turn events (now)
evMonthOpen = showMonthOpen and monthFlip
evQuarterOpen = showQuarterOpen and monthFlip and isQuarterMonth(month)
evYearOpen = showYearOpen and yearFlip

// Recurring turn events (previous bar)
evMonthEndPrev = showMonthEnd and monthFlip
evQuarterEndPrev = showQuarterEnd and monthFlip and isQuarterEndMonth(month[1])
evYearEndPrev = showYearEnd and yearFlip

// Recurring scheduled flow events
isFriday = dayofweek == dayofweek.friday
isMonday = dayofweek == dayofweek.monday
isThirdFriday = isFriday and dayofmonth >= 15 and dayofmonth <= 21

evOpexWeekStart = showOpexWeekStart and newDay and isMonday and dayofmonth >= 11 and dayofmonth <= 17 and barstate.isconfirmed
evMonthlyOpex = showMonthlyOpex and newDay and isThirdFriday and barstate.isconfirmed
evQuarterlyOpex = showQuarterlyOpex and newDay and isThirdFriday and isQuarterEndMonth(month) and barstate.isconfirmed

evEarningsKickoff = showEarningsKickoff and newDay and isFriday and dayofmonth >= 8 and dayofmonth <= 14 and isQuarterMonth(month) and barstate.isconfirmed
evRussellRebalance = showRussellRebalance and newDay and isFriday and month == 6 and (dayofmonth + 7 > f_daysInMonth(year, month)) and barstate.isconfirmed

// Custom fixed-date events
evCustom1 = isFixedHit(custom1On, custom1Month, custom1Day)
evCustom2 = isFixedHit(custom2On, custom2Month, custom2Day)

plotEventNow(evMonthOpen, "Month Open", colorTurn)
plotEventNow(evQuarterOpen, "Quarter Open", colorTurn)
plotEventNow(evYearOpen, "Year Open", colorTurn)

plotEventPrev(evMonthEndPrev, "Month End", colorRebal)
plotEventPrev(evQuarterEndPrev, "Quarter End", colorRebal)
plotEventPrev(evYearEndPrev, "Year End", colorRebal)

plotEventNow(evOpexWeekStart, "OPEX Week Start", colorDerivs)
plotEventNow(evMonthlyOpex, "Monthly OPEX", colorDerivs)
plotEventNow(evQuarterlyOpex, "Quarterly OPEX", colorDerivs)
plotEventNow(evEarningsKickoff, "Earnings Kickoff", colorEarnings)
plotEventNow(evRussellRebalance, "Russell Rebalance", colorRebal)

plotEventNow(evCustom1, custom1Label, colorCustom)
plotEventNow(evCustom2, custom2Label, colorCustom)

keyDateNow = evMonthOpen or evQuarterOpen or evYearOpen or evOpexWeekStart or evMonthlyOpex or evQuarterlyOpex or evEarningsKickoff or evRussellRebalance or evCustom1 or evCustom2
keyDatePrev = evMonthEndPrev or evQuarterEndPrev or evYearEndPrev

plotshape(showSignalMarker and keyDateNow, title = "C41 Key Date",
          style = shape.flag, location = location.top, color = color.new(color.yellow, 0), size = size.tiny, text = "KEY")

plotshape(showSignalMarker and keyDatePrev, title = "C41 Key Date Prev",
          style = shape.flag, location = location.top, offset = -1, color = color.new(color.yellow, 0), size = size.tiny, text = "KEY")

alertcondition(keyDateNow or keyDatePrev, title = "C41 Key Calendar Date",
               message = "Key Calendar: recurring key date active on {{ticker}} ({{interval}})")