PROTECTED SOURCE SCRIPT
Volatility Percentile
In this script, we look at 3 volatility indicators percentile distribution
1. VIX
2. VIX/VIX3M
3. VVIX/VIX
Default value of percentile lookback is 1 month = 21 periods on the daily chart.
A general observation is when the percentile drags along the 0th/100th mark, is when we get the "trend" part of the volatility move, before a reversal. This is not a set-in-stone observation, and should not be used as a guidance for trade entries/exits.
Feel free to use, and comment if any observations.
1. VIX
2. VIX/VIX3M
3. VVIX/VIX
Default value of percentile lookback is 1 month = 21 periods on the daily chart.
A general observation is when the percentile drags along the 0th/100th mark, is when we get the "trend" part of the volatility move, before a reversal. This is not a set-in-stone observation, and should not be used as a guidance for trade entries/exits.
Feel free to use, and comment if any observations.
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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。