OPEN-SOURCE SCRIPT
Volatility Prism [Nic]
Обновлено
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.
![Volatility Rainbow [Nic]](https://s3.tradingview.com/a/A13nibTU_mid.png)
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.
Информация о релизе
What is thisThe 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.
![Volatility Rainbow [Nic]](https://s3.tradingview.com/d/D3Le7fYM_mid.png)
Информация о релизе
Added WeightsСкрипт с открытым кодом
В истинном духе TradingView автор этого скрипта опубликовал его с открытым исходным кодом, чтобы трейдеры могли понять, как он работает, и проверить на практике. Вы можете воспользоваться им бесплатно, но повторное использование этого кода в публикации регулируется Правилами поведения. Вы можете добавить этот скрипт в избранное и использовать его на графике.
Хотите использовать этот скрипт на графике?
Отказ от ответственности
Все виды контента, которые вы можете увидеть на TradingView, не являются финансовыми, инвестиционными, торговыми или любыми другими рекомендациями. Мы не предоставляем советы по покупке и продаже активов. Подробнее — в Условиях использования TradingView.