14 lines
328 B
Plaintext
14 lines
328 B
Plaintext
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// Credit to @kerberos007.
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//@version=5
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indicator("VIX / VIX3M", overlay = false)
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vix = request.security("VIX", "D", close)
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vix3m = request.security("VIX3M", "D", close)
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vix_ratio = vix / vix3m
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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.green)
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plot(slowEMA, color = color.red)
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