This strategy is based off of Chris Moody's Vix Fix Indicator. I simply used his indicator and added some rules around it, specifically on entry and exits.
Enter upon a filtered or aggressive entry
If there are multiple entry signals, allow pyramiding
Exit when there is Stochastic RSI crossover above 80
This works great on a number of stocks. I am...
A nice collection of Buy/Sell indicators.
Send me some love if you find this useful:
This indicator is meant to be a substitute for Implied Volatility Rank and Percentile for traders who do not have access to readily available options data. This indicator is based on the William's VixFix which is an indicator that mirrors the VIX, which charts the implied volatility of the SPX. The great thing about the VixFix is that it can be applied to any...
Based on ChrisMoody CM_Williams_VIX_Fix and Glaz Matrix Series
I have difficault to enter exit trades and this is one of indicators that is helping me to get in/out in time
Applied changes are Vix multiplied by 10 to match scale and is made transparent not to confuse to much.
VixFix Enhanced by PeterO - Inverse Vix_Fix added, so now this is a dual-sided script (original VixFix shows only lows)
Note from the author: I wouldn't advise betting your strategies entirely on VixFix concept.
Original VixFix created by ChrisMoody on 12-26-2014...V3 MAJOR Update on 1-05-2014
This script include WilliamsVixFix, InverseWilliamsVixFix, 3RCI and VolumeOSC.
This indicator created of the following URL as an idea.
このインジケーターには WilliamsVixFix, InverseWilliamsVixFix, 3RCI,...
The volatility index, Williams vix fix developed by Larry Williams, is a well-known index for finding market bottoms. It describes how much the current low price statistically deviates from the maximum within a given look-back period.
The inverse can be formulated by considering "how much the current high value statistically deviates from the minimum within a...
Here is the VIX Fix indicator based on research by Amber Hestla-Barnhart and published in the Journal of Technical Analysis issue 69.
The idea behind it was to create an indicator that leverages the power of VIX as an indicator on any security or ETF.
Just like the VIX, this has an inverse correlation to the price movement. The higher and steadier the price action...