TS for VIX change


Jan 14, 2014

 


----------------------------

#5 Jan 14, 2014

Sorry for anyone who receives the duplicate emails. I plan to use the Yahoo group only after this week's transition.��Hi Alan,��I have created a TS code to implement the Vix change you requested. You can copy and past the following into your TOS.��## compare the VIX today to the VIX yesterday. # When the difference between the two VIX numbers is greater than # or equal to a certain Variable, then I would like to see some # sort of indicator/flag, bubble on Today#declare upper;# VIX threshold is an integer.input vixThresh = 1;def price = close("VIX");def priceChange = price - price[1];AddChartBubble(priceChange >= vixThresh, close(), "V", color.CURRENT, no);

The following chart is obtained by setting Thresh = 2. I found you may need to use fractional number or percentage to get more signals.��������ThanksCharles��

Subject: ThinkScriptDate: Sun, 5 Jan 2014 10:19:42 -0500

Charles,��Can you help me with the following ThinkScript for our study. Hopefully my request is a simple one - if not, please let me know.��1. ThinkScript #1��Summary - I want to compare the VIX today to the VIX yesterday. When the difference between the two VIX numbers is greater than or equal to a certain Variable, then I would like to see some sort of indicator/flag, bubble on Today.��T=TodayT-1=Today - one dayVIX = VIX (T)VIX-1 = VIX (T-1)��Number��= VIX-(VIX-1)��If Number is >= Variable, then Flag��I want to be able to set the variable to different whole numbers - 1, 2, 3, etc.��2. ThinkScript #2��Summary - I want to know when the stock/Index price crosses a Bollinger Band - either in the up or down movement.I also��want to be able to set the BB to various SDs = 1, 1.5, 2, etc.There is already a function within TOS that allows me to set/adjust the BB.��Variable = 1, 1.5, 2, 3, etc.��If Price crosses ��BB (Variable), then Flag.��Hopefully my notes help. If not, then please let me know.��Thanks in advance.��Best,��Alan������



Contact Us
This Site's Privacy Policy
Google's privacy policies

S
e
n
i
o
r
T
u
b
e
.
o
r
g