StockFetcher Forums · General Discussion · How to plot xiv versus vix on a graph as a ratio<< >>Post Follow-up
dashover
166 posts
msg #110262
Ignore dashover
modified
1/16/2013 4:43:33 PM

Sorry vix/vxv as a ratio currently about .82

Thanks!

If you know how to do this.
I can't even add vix to the symbol list...
vix/vxv

Dash

p.s. I would get value being able to compare various symbols mo vs lo etc. thx!!!

Eman93
4,659 posts
msg #110264
Ignore Eman93
1/16/2013 5:01:30 PM

no but i like this chart.. http://stockcharts.com/public/1107832/chartbook/250777199;

Kevin did some work using vxx/xiv do a search you will find a few things.






Cheese
118 posts
msg #110265
Ignore Cheese
1/16/2013 5:04:09 PM

May be

Fetcher[
set{num,ind(^VIX,close)}
set{denom,ind(^VXV,close)}
set{vix_vxv,num/denom}
draw vix_vxv line at 0.82
symlist(spy)
]



Fetcher[
set{num,ind(MO,close)}
set{denom,ind(LO,close)}
set{MO_LO,num/denom}
draw MO_LO
symlist(MO,LO)
]



GLTY

Eman93
4,659 posts
msg #110267
Ignore Eman93
1/16/2013 5:10:18 PM

this is kevin's just chage it around



SET{SPY, IND(SPY,CLOSE)}
SET{VXX, IND(VXX,CLOSE)}
SET{RATIO, VXX / SPY}
SET{RATIOMA13, CMA(RATIO,13)}
SET{VXX_LONG, COUNT(RATIO ABOVE RATIOMA13,1)}
SET{SP500_LONG, COUNT(RATIO BELOW RATIOMA13,1)}
SET{TRIGGER,0}

DRAW RATIO ON PLOT RATIOMA13

DRAW VXX_LONG ON PLOT TRIGGER
DRAW SP500_LONG ON PLOT TRIGGER

SYMLIST(SPY,VXX)

ADD COLUMN SP500_LONG
ADD COLUMN VXX_LONG

add column p

dashover
166 posts
msg #110269
Ignore dashover
1/16/2013 5:15:26 PM

Thx!!!!!

StockFetcher Forums · General Discussion · How to plot xiv versus vix on a graph as a ratio<< >>Post Follow-up

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