OPEN-SOURCE SCRIPT
VixFix RVol + EMA
This indicator plots Realised Volatility (measured using VixFix method) against its long-term exponential moving average.
RVol breaking above its EMA = Sell signal
RVol breaking below its EMA = Buy signal
60-day VixFix look back period and 900 day EMA work well for lower volatility tickers (equity ETFs, megacap stocks). Higher volatility tickers could benefit from shorter look back period and EMA.
RVol breaking above its EMA = Sell signal
RVol breaking below its EMA = Buy signal
60-day VixFix look back period and 900 day EMA work well for lower volatility tickers (equity ETFs, megacap stocks). Higher volatility tickers could benefit from shorter look back period and EMA.
Script de código aberto
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
For quick access on a chart, add this script to your favorites — learn more here.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Script de código aberto
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
For quick access on a chart, add this script to your favorites — learn more here.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.