This indicator shows 1 and 2 standard deviation price move from the VWAP based on VIX. Implied Volatility (IV) is being used extensively in the Option world to project the Expected Move for the underlying instrument. VIX is used as a proxy for SPY's IV for 30 days.
This indicator is meaningful only for SPY but can be used in any other instrument which has a strong correlation to SPY.
This indicator is meaningful only for SPY but can be used in any other instrument which has a strong correlation to SPY.
發行說明
Added AAPL, AMZN, GOOG & IBM to use the corresponding VIX.Added Ability to disable the bands if the VIX is not available.
Minot UI changes.
發行說明
Using VIX instead of VIX9D as Tradingview's VIX9D data is delayed 發行說明
Simple color tone change. 發行說明
Requested by Jansuperv to have VXX instead of VIX. Now you can configure that from the input panel.發行說明
Added alert on price crossing 3 SD as requested by acogwell11發行說明
Added weekly option for VWAP as requested by MacPeroni發行說明
upgraded to v6 by shaneaus Thanks bro!開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
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這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。