drshoe

VIX Term Roll Oscillator

My implementtion of VIX             term roll Oscillator according to the articles below

http://seekingalpha.com/article/1439801-vix-contango-oscillator-profitable-observations?page=2
https://vixcontango.wordpress.com/2015/04/27/introduction-to-vix-contango-oscillatorvco-and-vix-term-roll-oscillator-vro/

Hope it helps!

Daniel
Remove from Favorite Scripts Add to Favorite Scripts
good stuff!
Reply
drshoe PRO JtotheA
thx, this was a bit difficult to write. hope it helps
Reply
Do you have anything such as the Yates VXX Indicator? Thanks.
Reply
Ideas Scripts Chart
United States
United Kingdom
India
España
France
Italia
Polska
Brasil
Россия
Türkiye
Indonesia
日本
한국
Home Stock Screener Forex Signal Finder Economic Calendar How It Works Chart Features House Rules Moderators For the WEB Widgets Stock Charting Library Priority Support Feature Request Blog & News FAQ Help & Wiki Twitter
Private Messages Chat Ideas Published Followers Following Priority Support Public Profile Profile Settings Account and Billing Sign Out