OPEN-SOURCE SCRIPT
Telah dikemas kini SPX Expected Move
This indicator plots the "expected move" of SPX for today's trading session. Expected move is the amount that SPX is predicted to increase or decrease from its current price, based on the current level of implied volatility. The implied volatility in this indicator is computed from the current value of the VIX (or one of several volatility symbols available on Trading view). The computation is done using standard formula. The resulting plots are labeled as 1 and 2 standard deviations. The default values are to use VIX as well as 252 trading days in the years.
Use the square root of (days to expiration, or in this case a fraction of the day remaining) divided but the square root of (252, or number of trading days in a year).
timeRemaining = math.sqrt(DTE) / math.sqrt(252)
Standard deviation move = SPX bar closing price * (VIX/100) * timeRemaining
Use the square root of (days to expiration, or in this case a fraction of the day remaining) divided but the square root of (252, or number of trading days in a year).
timeRemaining = math.sqrt(DTE) / math.sqrt(252)
Standard deviation move = SPX bar closing price * (VIX/100) * timeRemaining
Nota Keluaran
This indicator plots the "expected move" of SPX for today's trading session. Expected move is the amount that SPX is predicted to increase or decrease from its current price, based on the current level of implied volatility . The implied volatility in this indicator is computed from the current value of the VIX (or one of several volatility symbols available on Trading view). The computation is done using standard formula. The resulting plots are labeled as 1 and 2 standard deviations. The default values are to use VOLI and 365 days in the year.Use the square root of (days to expiration, or in this case a fraction of the day remaining) divided but the square root of (252, or number of trading days in a year).
timeRemaining = math.sqrt( DTE ) / math.sqrt(252)
Standard deviation move = SPX bar closing price * ( VIX /100) * time remaining
Nota Keluaran
Added VIX1D to the list of volatility indexes.Nota Keluaran
This indicator plots the "expected move" of SPX for today's trading session. Expected move is the amount that SPX is predicted to increase or decrease from its current price, based on the current level of implied volatility. The implied volatility in this indicator is computed from the current value of the VIX (or one of several volatility symbols available on Trading view). The computation is done using standard formula. The resulting plots are labeled as 1 and 1/2 standard deviations. The default values are to use VIX as well as 252 trading days in the years.Use the square root of (days to expiration, or in this case a fraction of the day remaining) divided but the square root of (252, or number of trading days in a year).
timeRemaining = math.sqrt(DTE) / math.sqrt(252)
Standard deviation move = SPX bar closing price * (VIX/100) * timeRemaining
Nota Keluaran
This indicator plots the "expected move" of SPX for today's trading session. Expected move is the amount that SPX is predicted to increase or decrease from its current price, based on the current level of implied volatility. The implied volatility in this indicator is computed from the current value of the VIX (or one of several volatility symbols available on Trading view). The computation is done using standard formula. The resulting plots are labeled as 1 and 1/2 standard deviations. The default values are to use VIX as well as 252 trading days in the years.Use the square root of (days to expiration, or in this case a fraction of the day remaining) divided but the square root of (252, or number of trading days in a year).
timeRemaining = math.sqrt(DTE) / math.sqrt(252)
Standard deviation move = SPX bar closing price * (VIX/100) * timeRemaining
Nota Keluaran
Added a plot of the day's True Range vs Expected Move at the start of the day. When the true range is below the expected move the plot displays red below the previous day's close dotted line. When the true range exceeds the expected move it displays green above the previous day's close dotted line.Nota Keluaran
Added the ability to mark with vertical lines up to 5 times during the trading day.Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.