VIX MTF Momentum

2020年9月27日

Sweet little momentum gadget to track the VIX Index.
What is the VIX?

The CBOE S&P 500 Volatility Index (VIX) is known as the 'Fear Index' which can measure how worried traders are that the S&P 500 might suddenly drop within the next 30 days.
When the VIX starts moving higher, it is telling you that traders are getting nervous. When the VIX starts moving lower, it is telling you that traders are gaining confidence.

VIX calculation?

The Chicago Board of Options Exchange Market Volatility Index (VIX) is a measure of implied volatility (Of the S&P 500 securities options), based on the prices of a basket of S&P 500 Index options with 30 days to expiration.

How to use:
If VIX Momentum is above 0 (RED) traders are getting nervous.
If VIX Momentum is below 0 (GREEN) traders are gaining confidence.

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2020年9月30日

版本注释

Changed display style to 'columns' which visually looks more clear.

2020年10月7日

版本注释

Added High/Low tunnels to detect possible reversals, see image below:

2020年10月12日

版本注释

VIX symbol can me modified to other symbols from settings.

2021年7月9日

版本注释

Support extended session for vix.