StockFetcher Forums · Filter Exchange · AN MA(10) ON THE ^VIX how do I get it?<< >>Post Follow-up
woofys
212 posts
msg #103564
Ignore woofys
12/1/2011 9:25:45 AM

your help is appreciated. Thank you.

Kevin_in_GA
4,547 posts
msg #103566
Ignore Kevin_in_GA
12/1/2011 12:09:05 PM

Fetcher[

symlist(spy)
set{vix, ind(^vix, close)}
set{vixma10, cma(vix,10)}
]



Easy. But let's have a little more fun and make Bollinger Bands on the ^VIX

Fetcher[

symlist(spy)
set{vix, ind(^vix, close)}
set{vixma10, cma(vix,10)}
set{vixsd, cstddev(vix, 10)}

SET{DIFF, vix - vixma10}
SET{ZSCORE, DIFF / vixsd}
SET{THRESHOLD, vixsd * 2}


SET{UPPERBAND, vixma10 + THRESHOLD}
SET{LOWERBAND, vixma10 - THRESHOLD}
DRAW LOWERBAND ON PLOT vix
DRAW UPPERBAND ON PLOT vix
DRAW vixma10 on plot vix

ADD COLUMN vix
ADD COLUMN ZSCORE

DRAW ZSCORE LINE AT 2
DRAW ZSCORE LINE AT -2
DRAW ZSCORE LINE AT 0


SORT ON COLUMN 6 DESCENDING
CHART-TIME IS 3 MONTHS



]



woofys
212 posts
msg #103567
Ignore woofys
12/1/2011 1:45:17 PM

thank you kevin for the help, I really needed it.


15minoffame
116 posts
msg #103569
Ignore 15minoffame
12/1/2011 2:47:42 PM

Kevin!
You're this decade TRO/Chetron!

StockFetcher Forums · Filter Exchange · AN MA(10) ON THE ^VIX how do I get it?<< >>Post Follow-up

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