Plot LB = if ShowBollingerBands then LowerBand else Double.NaN #Alert(VixFix > OverSold, "VixFIX > OverSold", Alert.TICK, Sound.Ring) ĭef sDev = stdev(data = VixFix, length = BBlength) ĭef MidLine = MovingAverage(averageType, data = VixFix, length = BBlength) ĭef LowerBand = MidLine + num_Dev_Dn * sDev ĭef UpperBand = MidLine + num_Dev_Up * sDev Plot VixFix = (Highest (C, LengthVF) - L) / (Highest (C, LengthVF)) * 100 Īlert(VixFix crosses above OverSold, "VixFIX crosses above OverSold", Alert.Bar, Sound.Ring) When VixFIX spikes high it provides some pretty good buy signals. It can be used on intraday chart aggregations, and on symbols that do not have options. # VixFix is a pretty close approximation to the standard VIX or implied volatility.
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