VIX Term Roll Oscillator

VOLATILITY S&P 500TVC

Description

⋅ Oct 11, 2016 1:26 PM

Comments

drshoe

⋅ Dec 1, 2017 8:06 PM

please change the line 13 to VXV = security("INDEX:VIX3M","D",close)

syracusepro

⋅ Jun 22, 2017 2:35 PM

Do you have anything such as the Yates VXX Indicator? Thanks.

zenix

⋅ Jul 16, 2017 3:08 PM

Thanks drshoe

JtotheA

⋅ Oct 11, 2016 1:43 PM

good stuff!

drshoe

⋅ Oct 11, 2016 6:14 PM

thx, this was a bit difficult to write. hope it helps