What is this The volatility rainbow tracks divergences in a security and its volatility index. This can be used to identify periods of heightened implied (future) risk.
About Volatility The volatility is calculated by looking at put / call ratios. When VIX goes up it means that puts are outpacing calls. This is a bearish signal.
About Correlation When the security goes up while the VIX goes up, the divergence on the plot will increase and turn a color. This should be a warning.
Volatility Rainbow This is a similar indicator, but this one merges all signals into a single line.
릴리즈 노트
What is this The volatility prism tracks divergences in a security and its volatility index. This can be used to identify periods of heightened implied (future) risk.
About Volatility The volatility is calculated by looking at put / call ratios. When VIX goes up it means that puts are outpacing calls. This is a bearish signal.
About Correlation When the security goes up while the VIX goes up, the divergence on the plot will increase and turn a color. This should be a warning. This index tracks the divergence of SPY/VIX, QQQ/VXN, IWM/RVX, DIA/VXD, GLD/GVZ, SPY/VVIX, SPY/TLT in one index.
Volatility Rainbow This is a similar indicator, but this one merges all signals into a single line.
릴리즈 노트
Added Weights
오픈 소스 스크립트
진정한 트레이딩뷰 정신에 따라 이 스크립트 작성자는 트레이더가 기능을 검토하고 검증할 수 있도록 오픈소스로 공개했습니다. 작성자에게 찬사를 보냅니다! 무료로 사용할 수 있지만 코드를 다시 게시할 경우 하우스 룰이 적용된다는 점을 기억하세요.
차트에서 빠르게 액세스하려면 이 스크립트를 즐겨찾기에 추가하세요 — 여기에서 자세히 알아보기.