14 lines
369 B
Plaintext
14 lines
369 B
Plaintext
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// Credit to @keberos007.
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//@version=5
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indicator("Inverse VIX Term Structure", shorttitle = "Inverse VIX", overlay = false)
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vix = request.security("VIX", "D", close)
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vix6m = request.security("VIX6M", "D", close)
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vix_ratio = vix6m / vix
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fastEMA = ta.ema(vix_ratio, 7)
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slowEMA = ta.ema(vix_ratio, 12)
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plot(fastEMA, color = color.blue)
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plot(slowEMA, color = color.red)
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