PROTECTED SOURCE SCRIPT
Updated VolatilityCone by ImpliedVolatility
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
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
Release Notes
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
Release Notes
RefactoringRelease Notes
refactoringRelease Notes
refactoringRelease Notes
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.Release Notes
refactoringRelease Notes
Added handling to request implied volatility by symbol. (e.g. VIX)Release Notes
refactoringRelease Notes
- added auto-positioning by highest volume - BETARelease Notes
addd auto configuration for number of cones - zero means autoRelease Notes
refactoringRelease Notes
fixed bugRelease Notes
- added optionn to show half standard deviations
Protected script
This script is published closed-source and you may privately use it freely.
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