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waynem59
2022年1月30日午後11時53分

MS VIX Bull Reversal 

SPDR S&P 500 ETF TRUSTArca

詳細

This script measures the rebound of the implied volatility of the S&P 500 index options from an excessive panic zone. The IV starts a reversion to the mean as soon as profit taking from the hedge begins. The assumption behind it: this rebound indicates at least the beginning of a countermovement, in uptrends the end of the correction and the trend continuation.
コメント
datastream
Nice script. Where can I find the other indicator you have on the sample chart - MS Relative Volume? Many thanks.
詳細