OPEN-SOURCE SCRIPT
SPYIX EMA
Variation on idea at url below using SPYIX from BATS instead of VIX
from marketsci.wordpress.com/2008/07/28/the-vix-is-very-predictable/
Aids in identifying changes in volatility direction.
EDIT: just noticed that URL is now password protected. The concept from the author is simple: use EMA and SMA smoothing of the VIX as two signal lines. When they cross you have a change in VIX direction. I simply coded that for SPYIX which is a slightly different (but theoretically similar) index vs VIX. SPYIX provides intraday updates without a subscription so this indicator can be used for intraday tracking.
from marketsci.wordpress.com/2008/07/28/the-vix-is-very-predictable/
Aids in identifying changes in volatility direction.
EDIT: just noticed that URL is now password protected. The concept from the author is simple: use EMA and SMA smoothing of the VIX as two signal lines. When they cross you have a change in VIX direction. I simply coded that for SPYIX which is a slightly different (but theoretically similar) index vs VIX. SPYIX provides intraday updates without a subscription so this indicator can be used for intraday tracking.
Açık kaynak kodlu komut dosyası
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publications is governed by House rules. Bir grafikte kullanmak için favorilere ekleyebilirsiniz.
Bu komut dosyasını bir grafikte kullanmak ister misiniz?
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.