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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

snapshot
Informacje o Wersji
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

snapshot
Informacje o Wersji
Refactoring
Informacje o Wersji
refactoring
Informacje o Wersji
refactoring
Informacje o Wersji
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.
Informacje o Wersji
refactoring
Informacje o Wersji
Added handling to request implied volatility by symbol. (e.g. VIX)
Informacje o Wersji
refactoring
Informacje o Wersji
- added auto-positioning by highest volume - BETA
Informacje o Wersji
addd auto configuration for number of cones - zero means auto
Informacje o Wersji
refactoring
Informacje o Wersji
fixed bug
Informacje o Wersji
- added optionn to show half standard deviations

Wyłączenie odpowiedzialności