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bronko791
2022年12月22日午後1時27分

VolatilityCone by ImpliedVolatility 

E-mini S&P 500 FuturesCME

詳細

This volatility cone draws the implied volatility as standard deviations from a measurement date.
For best results set measurement date to high volume bars.

How to use:
1) Select VolatilityCone from Indicators
2) Click to the chart to set the measurement date
3) Determine the impliedvolatility for the measurement date of your symbol

e.g.
For S&P500 use VIX value at measurement date for implied volatility

リリースノート

This volatility cone draws the implied volatility as standard deviations from a measurement date.
For best results set measurement date to high volume bars.

How to use:
1) Select VolatilityCone from Indicators
2) Click to the chart to set the measurement date
3) Determine the impliedvolatility for the measurement date of your symbol

e.g.
For S&P500 use VIX value at measurement date for implied volatility

リリースノート

Refactoring

リリースノート

refactoring

リリースノート

refactoring

リリースノート

Added the z-score of the latest close price to the status line. The z-score is the number of standard deviations from the mean value for a given price.

リリースノート

refactoring

リリースノート

Added handling to request implied volatility by symbol. (e.g. VIX)

リリースノート

refactoring

リリースノート

- added auto-positioning by highest volume - BETA

リリースノート

addd auto configuration for number of cones - zero means auto

リリースノート

refactoring
詳細