There’s an interesting aspect of VIX that has to do with the number 16. (approximately the square root of the number of trading days in a year).
In any statistical model, 68.2% of price movement falls within one standard deviation (1 SD ). The rest falls into the “tails” outside of 1 SD .
When you divide any implied volatility (IV) reading (such as VIX ) by 16,...
This indicator uses the very popular Williams Vix Fix for Bottoms by Chris Moody but not only does it search for bottoms, it can also be switch to work for tops for those who look to short the market. I've also added in a few options like flipping the indicator, color adjustments on the settings page, as well as cut a few of the options I feel did not need to be...
Psychology of a Market Cycle - Where are we in the cycle?
Before proceeding with the question "where", let's first have a quick look at "What is market psychology?"
Market psychology is the idea that the movements of a market reflect the emotional state of its participants. It is one of the main topics of behavioral economics - an interdisciplinary field...
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:
Based on ChrisMoody CM_Williams_VIX_Fix and Glaz Matrix Series
I have difficault to enter exit trades and this is one of indicators that is helping me to get in/out in time
Applied changes are Vix multiplied by 10 to match scale and is made transparent not to confuse to much.
We all know TVC:VIX . But what is NASDAQ:VOLI ?
VOLI is basically a measure of expectations for market volatility over the next 30 calendar days as expressed by ATM options on AMEX:SPY
nations.com
So why is this VIX /VOLI ratio important? It's because it can give an important measure of options skew.
It can show the premium of OTM options (particularly...
Indicator tracks the 10 day correlation with VIX. I prefer to use this with SPY. Can be a great way to flag tops/melt-ups.
Default settings are set to when the correlation is above 0.2, bars turn red, but you can change this.
█ OVERVIEW
TASC's March 2022 edition of Traders' Tips includes the "Relative Strength Moving Averages - Part 3: The Relative Strength Volatility-Adjusted Exponential Moving Average" article authored by Vitali Apirine. This is the code that implements the "RS VolatAdj EMA" from the article.
█ CONCEPTS
In a three-part article series, Vitaly Apirine...
HLC True Strength Indicator Volume Weighted with Vix Line by SpreadEagle71
This indicator is a True Strength Indicator with Close, High and Low used together, along with the TSI of the Vix.
The white line is the close. The red line is the lows and the blue is the highs. These are also volume-weighted.
How to Interpret:
1. zero line crosses. If SPY/SPX500...
VIX: Backwardation Vs Contango
Quickly visualize Contango vs Backwardation in the S&P 500 Volatility Index by plotting the prices of the futures contracts over the next 9 months
Note: indicator does not map to time axis in the same way as price; it simply plots the progression of contract months out into the future; left to right; so timeframe DOESN'T MATTER...
This strategy is based off of Chris Moody's Vix Fix Indicator . I simply used his indicator and added some rules around it, specifically on entry and exits.
Rules :
Enter upon a filtered or aggressive entry
If there are multiple entry signals, allow pyramiding
Exit when there is Stochastic RSI crossover above 80
This works great on a number of...
Hello!
This indicator - "VIX Cheat Sheet" - performs several calculations for $VIX against the asset on your chart. However, using $VIX as a risk proxy or volatility metric often fails beyond large-cap U.S equities. To remedy this, the VixFix indicator is included in the script; you can select whether the script performs calculations for an asset against $VIX or...
This script calculates spikes Vix tops and bottoms. The Vix Market Bottom is calculated using CM_Williams_Vix_Fix Finds Market Bottoms (Chris Moody). The Vix Market Top is calculated as the inverse of CM Williams’ formula.
The highest Vix Bottom and the highest Vix Top are averaged (over the Highest Vix Lookback period).
Buys are signaled when the Vix Bottom...
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...
VIX REVERSAL SCALPER BY TREND FRIEND - STOCKS ONLY
This indicator is built for scalping, but can be used for swing trades by adjusting the signal settings to a higher number.
This indicator is meant for stocks with a lot of price action and volatility, so for best results, use it on charts that move similar to the S&P 500 or other similar charts.
This indicator...
![CL1!: Squeeze Momentum Vix Fix [LazyBear ChrisMoody]](https://s3.tradingview.com/e/eTdMdHLg_mid.png "Squeeze Momentum Vix Fix [LazyBear ChrisMoody]")
