codypd

VIX EMA/SMA divergence

vix
Here is a simple indicator that implements the idea in an article titled "The VIX             is Very Predictable"

Read the indicator's script comments for the article location.

Published in tandem with this post
Is the VIX predictable?


If you improve it please let me know.
Remove from Favorite Scripts Add to Favorite Scripts
study("VIX EMA", overlay=false)
VIX = security("VIX", "D", close)

// from https://marketsci.wordpress.com/2008/07/28/the-vix-is-very-predictable/
// published example here -> https://www.tradingview.com/v/LrCG2SpT/ 
// it is a start but doesn't find bottoms / tops.

length = input(11, minval=1)
vixema = ema(VIX, length)
vixsma = sma(VIX, length)

bgcolor(vixema >= vixsma ? red : green, transp=70)
plot(vixsma, color=white)
plot(vixema,color=red)
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