OPEN-SOURCE SCRIPT

VixFixLinReg-Indicator

Same as VixFixLinearRegression strategy published earlier - but as indicator for those who want to use it as indicator.

Strategy can be found here:
VixFixLinReg-Strategy


Concept is simple:

Based on VixFix script by Chris Moody. VIX-Fix can sometime give early signal. Hence, apply linear regression for better estimation of market bottom. Area above 0 shows VixFix whereas the below 0 area is linear regression of VixFix. To estimate market bottom:

  • First wait for VixFix to turn lime
  • Then wait for linear regression to turn lime from green.
  • VixFix may no longer be lime by linear regression chages. But, that's ok.


Have also added option candle color to highlight bottom and alert condition for those who want to use it.
Linear RegressionvixfixVolatility

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

想在图表上使用此脚本?

免责声明