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drshoe
11 Okt 2016 pukul 13.26
VIX Term Roll Oscillator
TVC:VIX
1D
VOLATILITY S&P 500
TVC
Huraian
⋅
11 Okt 2016 pukul 13.26
My implementtion of VIX term roll Oscillator according to the articles below
seekingalpha.com/article/1439801-vix-contango-oscillator-profitable-observations?page=2
vixcontango.wordpress.com/2015/04/27/introduction-to-vix-contango-oscillatorvco-and-vix-term-roll-oscillator-vro/
Hope it helps!
Daniel
VIX CBOE Volatility Index
UVXY
SVXY
XIV
VXX
TVIX
Volatility
contango
Komen
drshoe
⋅
1 Dis 2017 pukul 20.06
please change the line 13 to VXV = security("INDEX:VIX3M","D",close)
syracusepro
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22 Jun 2017 pukul 14.35
Do you have anything such as the Yates VXX Indicator? Thanks.
zenix
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16 Jul 2017 pukul 15.08
Thanks drshoe
JtotheA
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11 Okt 2016 pukul 13.43
good stuff!
drshoe
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11 Okt 2016 pukul 18.14
thx, this was a bit difficult to write. hope it helps
Lebih