OPEN-SOURCE SCRIPT

SPY VXX RSI crisscross

486
// Shows mean of SPY and VXX RSI's. While SPY and VXX often play "tag",
//crisscrossing each other, the game of tag is either 'down' or 'up'

LIME= SPY RSI
AQUA=VXX RSI

BLUE= Average of both
Gray= change of blue

The indicator: is the average above or below 50 (are we going up or down).
Reminder - its an RSI 0-100
// Useful in taking hedged positions in Volatility
//Ex. Short VXX and Long SDS
//Ex. Short XIV and Long SSO

免责声明

这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。