PROTECTED SOURCE SCRIPT

VWAP Implied Volatility Bands

This script takes the built in VWAP function and creates bands using various Volatility Indexes from the CBOE. The script plots the bands at desired multiples, as well as the closing value of the prior day's first set of bands. Users can choose from the following:

VIX(ES), VXN(NQ), RVX(RTY), OVX(CL), GVX(GC), SIV(ZS), CIV(ZC), TYVIX(ZN), EUVIX(EURUSD), BPVIX(GBPUSD)

Upon selecting the desired volatility index, users must change the multiplier to fit the underlying product since the indexes are all calculated differently.

The goal with this script was to use market generated information (IV) to highlight potential trade locations.
Bands and ChannelsCrude Oil Futures WTI (CL1!)S&P 500 E-Mini FuturesimpliedvolatilityNASDAQ 100 E-MINI FUTURESreversaltrendVolatilityVolume Weighted Average Price (VWAP)

保護スクリプト

このスクリプトは保護スクリプトとして公開されており、個人利用として利用することは可能です。

チャートでこのスクリプトを利用したいですか?

免責事項