Donde “Highest (Close, 20)” representa el cierre mas alto de los ultimos 20 periodos
Larry Williams Mechanical Trading System based on VIX. The VIX Fix applies the same general formula that is used to calculate the stochastic indicator, so can be used for any asset:
Where “Highest (Close, 20)” means the highest closing value in the past 20 periods and the low refers to the current period’s low. The formula can be applied to any timeframe.