How to creat VIX and TRIN
Author: ayc868
Creation Date: 7/22/2008 1:19 AM
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ayc868

#1

I have following codes
CODE:
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Eugene

#2
1. SetPrimarySeries = SetContext

2. SMASeries = SMA.Series

3. SubtractSeries = "-" e.g. Close - maVIX

4. DivideSeries = "/" e.g. DeltaVIX / ...

5. StdDevSeries = StdDev.Series

6. RestorePrimarySeries = RestoreContext
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Eugene

#3
In other words:

CODE:
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Another way to calculate VIX:

CODE:
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