OPEN-SOURCE SCRIPT

SPY VXX RSI crisscross

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// Shows mean of SPY and VXX RSI's. While SPY and VXX often play "tag",
//crisscrossing each other, the game of tag is either 'down' or 'up'

LIME= SPY RSI
AQUA=VXX RSI

BLUE= Average of both
Gray= change of blue

The indicator: is the average above or below 50 (are we going up or down).
Reminder - its an RSI 0-100
// Useful in taking hedged positions in Volatility
//Ex. Short VXX and Long SDS
//Ex. Short XIV and Long SSO

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