TTP VIX Spy is an indicator that uses data from TVC:VIX to better time entries in the market. The assumption used is that when the VIX is coming down from the top of its range then the risk on assets can move to the upside and when the VIX is is pushing higher there's a high likelihood or risk on assets going down. This indicator observes the momentum of VIX...

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Original Idea Credit: Verified Market Waves Hi, After watching different videos online on how to get targets of BankNifty & Nifty decided to write this small script using VIX. Nothing great but I really like the concept of getting high and low targets for the day or weekly or monthly or yearly. What does the script do 1. We get closing of India Vix &...

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VIX HeatMap Instructions: - To be used with the S&P500 index (ES, SPX, SPY, any S&P ETF) as that's the input from where the CBOE calculates and measures the VIX. Can also be used with the Dow Jones, Nasdaq, & Nasdaq100. Description: - Expected Implied Volatility regime simplified & visualized. Know if we are in a high, medium, or low volatility regime,...

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This script calculates the historical volatility of a given market using the standard deviation of its returns over a specified lookback period. The indicator also includes a volatility Simple Moving Average (SMA), a VIX SMA, and the VIX index as reference market. The script uses the inputs from the user to adjust the calculation, such as lookback period,...

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LNL Simple Hedging Tool Simple Hedging Tool was created specifically for swing traders who struggle with hedging. This tool helps to spot the ideal moments to put the hedges on (protection of the portfolio during "high risk" times). Simple Hedging Tool will not help you when day trading. It was designed for the daily charts. It is called simple because it is...

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Plots the Average True Range (ATR), its historical mean, the upper threshold for a volatility spike, and uses background color to show the likelihood of a volatility spike based on the current ATR value. Green background indicates an increased likelihood of a volatility spike, while red background means a spike might have already occurred or be in...

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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,...

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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...

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This is an educational tool that can help you find direct or inverse relations between two assets. In this case I am using VIX and SPX . The way it works is the next one : So I am looking at the current open value of VIX in comparison with the previous close ( if it either above or below) and after on the SPX I am looking into the history and see for example...

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Williams VixFix is a realized volatility indicator developed by Larry Williams, and can help in finding market bottoms. Indeed, as Williams describe in his paper, markets tend to find the lowest prices during times of highest volatility, which usually accompany times of highest fear. The VixFix is calculated as how much the current low price statistically deviates...

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This Implied range Is derived by the VIX(1 sd annual +/- Implied move.) This Indicator plots the daily Implied range, A lot of quantitative trading firms/ MM firms hedge their delta & gamma exposure around the Implied range(prop calc). I have added retracement levels as well, so you have more pivot levels. Enjoy!

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This is a tool designed to translate the data from the expected volatility of different assets, such as for example VIX, which measures the volatility of SP500 index. Once get the data from the volatility asset we want to measure(for this test I have used VIX), we are going to translate it the required timeframe expected move by dividing the initial value into...

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A simple script to draw a realized volatility forecast, in the form of a box. The script calculates realized volatility using the EWMA method, using a number of periods of your choosing. Using the "periods per year", you can adjust the script to work on any time frame. For example, if you are using an hourly chart with bitcoin, there are 24 periods * 365 = 8760...

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Objective is to find forward looking indicators to find good entries into major index's. In similar vein to my Combo Z Score script I have implemented one looking at oil and oil volatility. Interestingly the script out performs WITHOUT applying the EMA in longer timeframes but under performs in shorter timeframes, for example 2007 vs 2019. Likely due to the...

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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...

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Strategy version of Combo Z Score Objective: Can we use both VIX and MOVE relationships to indicate movement in the SPY? VIX (forward contract on SPY options) correlations are quite common as forward indicators however MOVE (forward contract on bonds) also provides a slightly different level of insight Using the Z-Score of VIX vs VVIX and MOVE vs inverted VIX...

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Objective: Can we use both VIX and MOVE relationships to indicate movement in the SPY? VIX (forward contract on SPY options) correlations are quite common as forward indicators however MOVE (forward contract on bonds) also provides a slightly different level of insight Using the Z-Score of VIX vs VVIX and MOVE vs inverted VIX (there is no M of Move so we use...

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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...

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