14 lines
328 B
Plaintext
14 lines
328 B
Plaintext
// 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) |