This script simply calculates and plots the VIX 3 month versus 1 month ratio. Values below 1 indicate a strong panic situation in the market (1 month volatility is higher than the 3 month volatiliy). This might be a good opportunity to sell options.
Psychology of a Market Cycle - Where are we in the cycle?
Before proceeding with the question "where", let's first have a quick look at "What is market psychology?"
Market psychology is the idea that the movements of a market reflect the emotional state of its participants. It is one of the main topics of behavioral economics - an interdisciplinary field...
As a long-term buyer/short-seller, you will always find different ways to enter the market , moving average crossovers, breakouts , overbought/oversold conditions being some of the classy methods. However, they are decreasingly effective... 😢
Recently I have realized that analysis beyond the technical indicators will bring trading to the next level because I will...
This indicator shows 1 and 2 standard deviation price move from the VWAP based on VIX. Implied Volatility (IV) is being used extensively in the Option world to project the Expected Move for the underlying instrument. VIX is used as a proxy for SPY's IV for 30 days.
This indicator is meaningful only for SPY but can be used in any other instrument which has a...
Rate of Change - Weekly Signals
This indicator gives a potential "buy signal" using Rate of Change of SPX and VIX together,
using the following criteria:
SPX Weekly ROC(10) has been BELOW -9 and now rises ABOVE -5
VIX Weekly ROC(10) has been ABOVE +80 and now falls BELOW +10
The background will turn RED when ROC(SPX) is below -9 and ROC(VIX) is above...
Simple VIX Monitor to track spikes.
Spikes in VIX are often followed by big moves up in stocks.
Useful when paired with "Correlation & Beta" Indicator.
For Bitcoin Traders: when Bitcoin is highly correlated to Stocks (such as now) it could be a good opportunity for a short-term long trade.
I am going to start taking requests to open source my indicators and they will also be updated to Version 4 of Pinescript.
I added some features to the original code such the ability to smooth the oscillator and select the look back periods for the historical volatility.
Link to original:...
This looks at he VIX and trades SVXY. Load SVXY and run the script on SVXY.
Entry - You set this number to how high you want the VIX to go before SVXY will be bought. Keep in mind it buys the bar after a trigger, results may be confusing
Exit - You set this number to how low you want the VIX to go before SVXY will be sold.
Year - This as stated, It...
This is a very powerful Williams' Vix Fix indicator.
My implementation of this wonderful indicator features both up and down movements. Both up & down flavors have two versions (fields tp and tp2, each having two values). Color can be reversed as desired (rev). By default colors show continuation, reversed colors show reversion (as intended originally).
A significant intraday reversion (commonly used: 3 points) on a high (over 20 points) S&P 500 Volatility Index (VIX) can be a sign of a market bottom, because there is the assumption that some of the "big guys" liquidated their options / insurances because the worst is over.
This indicator shows these reversions (3 points as default) when the VIX was...
This script shows the ratio between the VIX (implied volatility of SPX options over the next month) and the VXV (implied volatility of SPX options over the next three months). Since in normal "Contango" mode, the VXV should be higher than the VIX, the crossing under 1.0 or maybe 0.95 after a volatility spike could be a sign for a calming market or at...
ChrisMoody developed an indicator VIX , I combined it with DEMA and share here for a long time ago ( )
I wanted to share this indicator's version 3 as a strategy. If you like it, we can combine it with other indicators together.
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.
This indicator is based on Volatility and Market Sentiment. When volatility is high, and market sentiment is positive, the indicator is in a low or 'buy state'. When volatility is low and market sentiment is poor, the indicator is high.
The indicator uses the VIX as it's volatility input.
The indicator uses the spread between the Call Volume on SPX/SPY and the...