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djwookie
2 posts
msg #113937
Ignore djwookie
6/7/2013 7:44:27 AM

Is it possible to calculate the RSI(14) of the VIX, if yes, how?



Kevin_in_GA
4,553 posts
msg #113938
Ignore Kevin_in_GA
6/7/2013 9:12:46 AM

This would work:

Fetcher[
symlist(spy)
set{VIXrsi, ind(^vix, RSI(14))}
add column VIXrsi
]



However, note that the ^VIX data is not updated during the day - if you look at this intraday you will only see the value from yesterday's close. It is only updated after hours.

Kevin

djwookie
2 posts
msg #113948
Ignore djwookie
6/7/2013 10:43:05 AM

Many thanks, Kevin.

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