William Vix Fix indicator

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William Vix Fix indicator

Postby Apprentice » Wed Sep 07, 2011 8:07 am

WVF.png


William’s VIX Fix is a synthetic VIX (CBOE Volatility Index) calculation which can be used in any market to mimic the performance (but not the quotes) of the well-known volatility index (the WVF is not based on option’s implied volatility but derived from historical and intraday prices only).
William’s original formula:
WVF = [Highest (Close,22) - Low) / (Highest(Close,22)] * 100

WVF.lua
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William VIX FIX.png

Alternate version based on the request.
viewtopic.php?f=27&t=61782
William VIX FIX.lua
(5.9 KiB) Downloaded 1342 times

Strategy is available here.
viewtopic.php?f=31&t=64170
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Apprentice
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Re: William Vix Fix indicator

Postby bronson » Fri May 24, 2013 4:12 pm

Hello Apprentice,

Could you added an option to this indicator for a look like " Histogrammes" ?
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Re: William Vix Fix indicator

Postby Apprentice » Sun Jun 02, 2013 12:05 pm

Your request is added to the development list.
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Re: William Vix Fix indicator

Postby bronson » Sat Jun 08, 2013 11:07 am

Apprentice wrote:Bar Option Added.



Thank you very much !!
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Re: William Vix Fix indicator

Postby Alexander.Gettinger » Wed Aug 14, 2013 2:49 pm

MQL4 version of William Vix Fix indicator: http://www.fxcodebase.com/code/viewtopi ... 38&t=59125.
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Re: William Vix Fix indicator

Postby hansenlauw » Thu Feb 05, 2015 6:42 am

Thank's a lot :)
Apprentice wrote:William VIX FIX.lua Added.
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Re: William Vix Fix indicator

Postby rose123 » Fri Dec 02, 2016 6:20 am

hi apprendice,

can you create strategy based on this strategy.


buy:range high < upper band and wvf cross over range high and price closed > price open


sell:range high < upper band and wvf cross over range high and price closed < price open
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