This volatility cone draws the implied volatility as standard deviations from a measurement date. For best results set measurement date to high volume bars.
How to use: 1) Select VolatilityCone from Indicators 2) Click to the chart to set the measurement date 3) Determine the impliedvolatility for the measurement date of your symbol
e.g. For S&P500 use VIX value at measurement date for implied volatility
版本注释
This volatility cone draws the implied volatility as standard deviations from a measurement date. For best results set measurement date to high volume bars.
How to use: 1) Select VolatilityCone from Indicators 2) Click to the chart to set the measurement date 3) Determine the impliedvolatility for the measurement date of your symbol
e.g. For S&P500 use VIX value at measurement date for implied volatility
版本注释
Refactoring
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refactoring
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refactoring
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Added the z-score of the latest close price to the status line. The z-score is the number of standard deviations from the mean value for a given price.
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refactoring
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Added handling to request implied volatility by symbol. (e.g. VIX)
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refactoring
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- added auto-positioning by highest volume - BETA
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addd auto configuration for number of cones - zero means auto