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Vix Fix Rate this Topic:
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julian1000
Posted : Wednesday, August 13, 2014 6:52:10 AM
Registered User
Joined: 9/12/2010
Posts: 121

Hello.

 

Following up on the topic, i was wondering if you could write a pcf based on the code on this webpage https://www.tradingview.com/v/og7JPrRA/

This is the Tradingview site which has it's own script building system.https://www.tradingview.com/v/og7JPrRA/

And here https://dl.dropboxusercontent.com/u/77187122/TradingView%20Posts/VIXFix.pdf is the original article in pdf form.

Thank you.

Bruce_L
Posted : Wednesday, August 13, 2014 10:45:24 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

Please try a Custom PCF Indicator with the following settings.

- Plot Style: Histogram
- Plot Color: Up to you.
- Period: 1
- Average Type: Doesn't matter (because the Period is 1).
- Formula: 100 * (1 - L / MAXC22)
- Plot Opacity: Up to you (but probably all the way to the right).
- Date Source: Price History
- Label: CM Williams Vix Fix



-Bruce
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silvara
Posted : Friday, August 26, 2016 4:54:48 PM
Gold Customer Gold Customer

Joined: 7/8/2005
Posts: 3

Dear Trainer...

.Is it possible to take the VixFix (100 * (1 - L  /  MAXC22) 

Then create 2 custom indicators crossing above and below the FixVix"s 20SMA (AVGC20)?

I tried 100 * (1 - L / MAXC22) > AVGC20 

and 100 * (1 - L /  MAXC22) < AVGC20

no luck.

 

The idea is plotting them to "AREA" and displayed in the same pane as color green when the fixvix is below its 20SMA and RED when the fixvix is above its 20SMA.  

Thanks

Bruce_L
Posted : Friday, August 26, 2016 5:04:41 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

I can create Condition Formulas for being above the moving average.

19 * L / MAXC22 < L1 / MAXC22.1 + L2 / MAXC22.2 + L3 / MAXC22.3 + L4 / MAXC22.4 + L5 / MAXC22.5 + L6 / MAXC22.6 + L7 / MAXC22.7 + L8 / MAXC22.8 + L9 / MAXC22.9 + L10 / MAXC22.10 + L11 / MAXC22.11 + L12 / MAXC22.12 + L13 / MAXC22.13 + L14 / MAXC22.14 + L15 / MAXC22.15 + L16 / MAXC22.16 + L17 / MAXC22.17 + L18 / MAXC22.18 + L19 / MAXC22.19

And below the moving average.

19 * L / MAXC22 > L1 / MAXC22.1 + L2 / MAXC22.2 + L3 / MAXC22.3 + L4 / MAXC22.4 + L5 / MAXC22.5 + L6 / MAXC22.6 + L7 / MAXC22.7 + L8 / MAXC22.8 + L9 / MAXC22.9 + L10 / MAXC22.10 + L11 / MAXC22.11 + L12 / MAXC22.12 + L13 / MAXC22.13 + L14 / MAXC22.14 + L15 / MAXC22.15 + L16 / MAXC22.16 + L17 / MAXC22.17 + L18 / MAXC22.18 + L19 / MAXC22.19

But I can't think of a way to make it work as an area indicator above and below the moving average.



-Bruce
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silvara
Posted : Friday, August 26, 2016 5:14:19 PM
Gold Customer Gold Customer

Joined: 7/8/2005
Posts: 3

Thanks for the quick reply back.  I will try it.

silvara
Posted : Friday, August 26, 2016 5:24:01 PM
Gold Customer Gold Customer

Joined: 7/8/2005
Posts: 3

Hello Bruce....Looks like when set to "histogram" it displays properly....:)))))   thank you again. Great Service :)))))

Bruce_L
Posted : Saturday, August 27, 2016 9:15:50 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
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