- Platform
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- Thinkorswim
A nice code to show you vix average devation on a bigger picture.
Code:
#VIX Average
#Based Upon https://medium.datadriveninvestor.c...e-new-trading-horizons-in-python-f2d0f8c86222
input aggregationPeriod = AggregationPeriod.QUARTER;
def low = low(period = aggregationPeriod);
def close = close(period = aggregationPeriod);
script fib3 {
input d = close;
def ema55 = ExpAverage(d, 44.5);
def sumema = ema55;
plot fibavg = sumema / .38;
}
plot fibma_close3 = fib3(close);
fibma_close3.SetDefaultColor(Color.white);
def fibma_high3 = fib3(high);
plot fibma_low3 = fib3(low);
fibma_low3.SetDefaultColor(Color.white);
script fib2 {
input d = close;
def ema55 = ExpAverage(d, 44.5);
def sumema = ema55;
plot fibavg = sumema / .21;
}
plot fibma_close2 = fib2(close);
fibma_close2.SetDefaultColor(Color.white);
plot fibma_low2 = fib2(low);
fibma_low2.SetDefaultColor(Color.white);
script fib4 {
input d = close;
def ema55 = ExpAverage(d, 44.5);
def sumema = ema55;
plot fibavg = sumema / 1.45;
}
plot fibma_close4 = fib4(close);
fibma_close4.SetDefaultColor(Color.white);
plot fibma_low4 = fib4(low);
fibma_low4.SetDefaultColor(Color.white);
AddCloud(fibma_close4, fibma_low4, Color.green);
AddCloud(fibma_close2, fibma_low2, Color.red);
AddCloud(fibma_close3, fibma_low3, Color.orange);