Name: VolatilityDivergenceRedGreen by STTA - Underlying and implied volatiliy normally show negative correlated behavior (price rises, vola falls and vice versa) - This study shows symbols in on candles in chart where Undelying and corresponding vola index show same bahvior for 1,2 or 3 consecutive bars. (price rises and vola rises and vice versa) - This situation is called Vola Divergence. Red, when prices and vola fall; green, when price and vola rise - This information can be used to detect possible end of Up/Down-Swings. - User can configure if rising or falling or both price movements shall be displayed. - This study can be used with root symbols, which provide corresponding volatility indices. - supported Root Symbols: SPX, NDQ, DJI, RUT, CL, XLE, GC, SI, EUR, HSI, FXI, EWZ, AMZN, AAPL, GS, GOOG, IBM, DEU40 - in all other symbols, no symbols are displayed.
Inputs - underlying displayed in chart
Settings/Parameter - each Divergence can be switched off/on separately - output of each displayed symbol can be configured
Outputs - RedDiv1: first bar with rising price and rising volatility index - GreenDiv1: first bar with falling price and falling volatility index - RedDiv2: second bar in a row with rising price and rising volatility index - GreenDiv2: second bar with falling price and falling volatility index - RedDiv3: third bar in a row with rising price and rising volatility index - GreenDiv3: third bar in a row with falling price and falling volatility index
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