Synthetic VIX - page 2

 

VIX Indicator comming soon...

Hi. Soon I will publish in this blog Handling Forex with Metatrader a VIX indicator which obtains the VIX index data from CBOE. It could be useful in this volatile days.

Regards,

 

Thanks for sharing your VIX setup,I will wait for the longer timeframes version!

 

Hi,

Thanks for sharing this indicator.

I have made an EA exclusively based on VIX : Synthetic_VIX EA

 

VIX (CBOE) indicator (version 1) has arrived

Note that this indicator is fed by the CBOE data directly. The VIX values are real

VIX values not calculated values. Please see www.forexmq4.blogspot.com

And now there is available the (version 2). With this new version it is possible

attach several VIX indicators running at the same time and also it is possible

doing back-testing.

 
 
mrebersv:
Enclosed is an indicator I coded up based upon an article in the December 2007 issue of "Active Trader" magazine. The article was titled "The VIX Fix," by Larry Williams, and describes a formula that (quite accurately) mimics the VIX indicator on markets other than the S&P 500.

If you ask about how to use this indicator, or about any specific techniques, I won't answer since I hadn't actually use the VIX before (I've only traded FX). The VIX (Volatility IndeX) measures the amount of volatility in the S&P 500. Similarly, the Synthetic VIX measure the volatility of (in this case) FX.

-MRE-

Hello

If VIX measures amount of volatility in the S&P500 then it should be same all the time and only dependent on time frame. I noticed that also change based on currency pair ....It shouldnt at all ...It has to be same regardles of currency pair. Is there way that you can fix it?

 
mima:
Hello If VIX measures amount of volatility in the S&P500 then it should be same all the time and only dependent on time frame. I noticed that also change based on currency pair ....It shouldnt at all ...It has to be same regardles of currency pair. Is there way that you can fix it?

yea would be great

 

yeah it would be great if this Vix can be made into a stoch indi.

lonelyfx:
hi, can this indicator be in an oscillator form? thanks.
 

Code Modification needed for VIX indicator

Attached is an indicator showing simulated implied volatility for different currency pairs as VIX is to S&P. A plot of the ratio S&P/VIX may indicate overbought/sold for S&P.

Can anyone help to modify it to plot a normalized ratio (FXprice/SyntheticVix) with bollinger bands?

Also, can it be modified to plot the ratio (SyntheticVix of TimeFrame1/SyntheticVix of TimeFrame2)with User input TimeFrames 1&2 and Bollingerbands? Thanks.

Files:
 

Hi All ,

I have modified the Synthetic Vix .

Now it is more easy to read : the line is in right way.

Hope this indicator can help someone.

Files:
Reason: