Variation on idea at url below using SPYIX from BATS instead of VIX from marketsci.wordpress.com Aids in identifying changes in volatility direction. EDIT: just noticed that URL is now password protected. The concept from the author is simple: use EMA and SMA smoothing of the VIX as two signal lines. When they cross you have a change in VIX direction. I...
For Educational Purpose - Intraday VIX estimation using yesterdays VIX, previous overnight roll , and intraday values for the VXX etf (scaled up to VIX) Works in all intraday time frames. First attempt...feedback welcome.
After reading Cam Hui's blog post about his "Trifecta" bottom spotting model I thought I'd try my hand at scripting it as an indicator. The results are pretty close to what he describes. Though the data TradingView feeds me doesn't seem to be identical to what he's using on StockCharts.com the results are close enough that I will call the effort a success worth...
Here is a simple indicator that implements the idea in an article titled "The VIX is Very Predictable" Read the indicator's script comments for the article location. Published in tandem with this post If you improve it please let me know.
Williams Vix Fix Text Plots! Alert Capable! Use With Lower Indicator or as Single Indicator! Has Text Plots For All Plot Types Lower Indicator Uses. To Get Lower Indicator: Info On Lower Indicator - Discussion:
Chris Moody did this VIX FIX and helped me inverse it so I could read it easier.. I love it and it works great
Script is showing if volatility has risen 30% or more from the 10-day MA. Great opportunity for shorting when indicator gets close or above green 30% line. Red line is current MA average.