William Vix Fix indicator

[Apprentice]

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

(2.08 KiB) Downloaded 2357 times

Alternate version based on the request.
viewtopic.php?f=27&t=61782

William VIX FIX.lua

(5.9 KiB) Downloaded 1649 times

Strategy is available here.
viewtopic.php?f=31&t=64170

[bronson]

Hello Apprentice,

Could you added an option to this indicator for a look like " Histogrammes" ?

[Apprentice]

Your request is added to the development list.

[Apprentice]

Bar Option Added.

[bronson]

Bar Option Added.

Thank you very much !!

[Alexander.Gettinger]

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

[Apprentice]

William VIX FIX.lua Added.

[hansenlauw]

Thank's a lot

William VIX FIX.lua Added.

[rose123]

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

[Apprentice]

Try this version.
viewtopic.php?f=31&t=64170