VolatilityCone by ImpliedVolatility
This volatility cone draws the implied volatility as standard deviations from a measurement date.
For best results set measurement date to high volume bars.
How to use:
1) Select VolatilityCone from Indicators
2) Click to the chart to set the measurement date
3) Determine the impliedvolatility for the measurement date of your symbol
e.g.
For S&P500 use VIX value at measurement date for implied volatility
For best results set measurement date to high volume bars.
How to use:
1) Select VolatilityCone from Indicators
2) Click to the chart to set the measurement date
3) Determine the impliedvolatility for the measurement date of your symbol
e.g.
For S&P500 use VIX value at measurement date for implied volatility
Информация о релизе:
This volatility cone draws the implied volatility as standard deviations from a measurement date.
For best results set measurement date to high volume bars.
How to use:
1) Select VolatilityCone from Indicators
2) Click to the chart to set the measurement date
3) Determine the impliedvolatility for the measurement date of your symbol
e.g.
For S&P500 use VIX value at measurement date for implied volatility
For best results set measurement date to high volume bars.
How to use:
1) Select VolatilityCone from Indicators
2) Click to the chart to set the measurement date
3) Determine the impliedvolatility for the measurement date of your symbol
e.g.
For S&P500 use VIX value at measurement date for implied volatility
Информация о релизе:
Refactoring
Информация о релизе:
refactoring
Информация о релизе:
refactoring
Информация о релизе:
Added the z-score of the latest close price to the status line. The z-score is the number of standard deviations from the mean value for a given price.
Информация о релизе:
refactoring
Информация о релизе:
Added handling to request implied volatility by symbol. (e.g. VIX)
Информация о релизе:
refactoring
Информация о релизе:
- added auto-positioning by highest volume - BETA
Информация о релизе:
addd auto configuration for number of cones - zero means auto
Информация о релизе:
refactoring