VIX Contango Oscillator

VOLATILITY S&P 500TVC

설명

⋅ 2016년 10월 7일 오후 3시 15분

VIX Contango Oscillator as outlined in the following blog post

vixcontango.wordpress.com/2015/04/27/introduction-to-vix-contango-oscillatorvco-and-vix-term-roll-oscillator-vro/

By Daniel Xu

코멘트

Genghis_39

⋅ 2021년 12월 2일 오후 10시 55분

Quandl data feed is history. Dr Shoe, have you abandoned this indicator?

micha1404

⋅ 2021년 8월 20일 오전 11시 53분

First of all, thanks for the great script.
But it seems stop working. Would you have a look at it?

eyseto

⋅ 2021년 3월 3일 오후 1시 46분

Thank you DrShoe for these awesome indicators! Do you think you can make the VIX Contango and VIX Term Roll Oscillators into percentiles? Many thanks!

TonyCampbell

⋅ 2016년 10월 9일 오후 4시 44분

Thank you Daniel ! Do you also have the VIX Term Roll Oscillator script?

drshoe

⋅ 2016년 10월 11일 오후 1시 34분

I've just published it, tradingview.com/script/Z8Q2kJMq-VIX-Term-Roll-Oscillator/
Feel free to let me know what other custom indicator related to VIX that are useful so I can implement and share them. Thanks!