StockFetcher Forums · Filter Exchange · Volatility Numbers with chart of SPY<< >>Post Follow-up
SAFeTRADE
630 posts
msg #139473
Ignore SAFeTRADE
11/23/2017 4:09:06 PM

Fetcher[
set{vxst, ind(^vxst,close)}
set{vix, ind(^vix,close)}

set{vxv, ind(^vxv,close)}
set{vix2, Ind(^vix,close)}

set{vxxx, ind(vxx,rsi(8))}
set{vixx, ind(^vix,rsi(8))}


set{ratio9, vxst / vix}
set{ratio30, vix2 / vxv}

set{ratio9val, indposition(ratio9,60)*100}
set{ratio30val, indposition(ratio30,60)*100}



draw Bollinger %B(16,2.0) line at .5
draw ma(20)
draw ma(50)


draw ratio9{9day_30day_volatility}
draw ratio30{30day_3month_volatility} line at 1.
draw vxxx on plot vixx
draw vixx line at 70
draw vixx line at 40
draw ratio30val on plot ratio9val
draw ratio9val line at 50

symlist(spy)

chart-length 2 year
]



StockFetcher Forums · Filter Exchange · Volatility Numbers with chart of SPY<< >>Post Follow-up

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