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VIX / VIX3M indicator, credit to @kerberos007

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moshferatu 2023-10-27 14:45:36 -07:00
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commit 6171301cf1
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// Credit to @kerberos007.
//@version=5
indicator("VIX / VIX3M", overlay = false)
vix = request.security("VIX", "D", close)
vix3m = request.security("VIX3M", "D", close)
vix_ratio = vix / vix3m
fastEMA = ta.ema(vix_ratio, 7)
slowEMA = ta.ema(vix_ratio, 12)
plot(fastEMA, color = color.green)
plot(slowEMA, color = color.red)