William VIX FIX

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William VIX FIX

Postby hansenlauw » Thu Feb 05, 2015 2:53 am

Is this indicator already coded in LUA?
Here's the code paste from public library in tradingview.com:
study("CM_Williams_Vix_Fix", overlay=false)
pd = input(22, title="LookBack Period Standard Deviation High")
bbl = input(20, title="Bolinger Band Length")
mult = input(2.0 , minval=1, maxval=5, title="Bollinger Band Standard Devaition Up")
lb = input(50 , title="Look Back Period Percentile High")
ph = input(.85, title="Highest Percentile - 0.90=90%, 0.95=95%, 0.99=99%")
pl = input(1.01, title="Lowest Percentile - 1.10=90%, 1.05=95%, 1.01=99%")
hp = input(false, title="Show High Range - Based on Percentile and LookBack Period?")
sd = input(false, title="Show Standard Deviation Line?")

wvf = ((highest(close, pd)-low)/(highest(close, pd)))*100

sDev = mult * stdev(wvf, bbl)
midLine = sma(wvf, bbl)
lowerBand = midLine - sDev
upperBand = midLine + sDev

rangeHigh = (highest(wvf, lb)) * ph
rangeLow = (lowest(wvf, lb)) * pl


col = wvf >= upperBand or wvf >= rangeHigh ? lime : gray


plot(hp and rangeHigh ? rangeHigh : na, title="Range High Percentile", style=line, linewidth=4, color=orange)
plot(hp and rangeLow ? rangeLow : na, title="Range High Percentile", style=line, linewidth=4, color=orange)
plot(wvf, title="Williams Vix Fix", style=histogram, linewidth = 4, color=col)
plot(sd and upperBand ? upperBand : na, title="Upper Band", style=line, linewidth = 3, color=aqua)
Attachments
William VIX FIX.png
hansenlauw
 
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Re: William VIX FIX

Postby Coondawg71 » Thu Feb 11, 2016 3:25 am

Can we please amend this newest version of William Vix Fix. I would like to see the "tops" highlighted as well.

wvf<= lowerband or wvf <= rangeLow then red histogram bar else gray

Makes MTF use much easier.


Thanks!!!

sjc
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Re: William VIX FIX

Postby Apprentice » Sun Feb 14, 2016 5:25 pm

Your request is added to the development list.
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Re: William VIX FIX

Postby Alexander.Gettinger » Sat Jan 20, 2018 5:32 pm

Coondawg71 wrote:Can we please amend this newest version of William Vix Fix. I would like to see the "tops" highlighted as well.

wvf<= lowerband or wvf <= rangeLow then red histogram bar else gray
sjc


Please, try this version:
William VIX FIX2.lua
(6.22 KiB) Downloaded 657 times
Alexander.Gettinger
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