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 strong correlation to SPY.
This indicator is meaningful only for SPY but can be used in any other instrument which has a strong correlation to SPY.
版本注释
Added AAPL, AMZN, GOOG & IBM to use the corresponding VIX.Added Ability to disable the bands if the VIX is not available.
Minot UI changes.
版本注释
Using VIX instead of VIX9D as Tradingview's VIX9D data is delayed 版本注释
Simple color tone change. 版本注释
Requested by Jansuperv to have VXX instead of VIX. Now you can configure that from the input panel.版本注释
Added alert on price crossing 3 SD as requested by acogwell11版本注释
Added weekly option for VWAP as requested by MacPeroni版本注释
upgraded to v6 by shaneaus Thanks bro!开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
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。
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。