VIX

Synthetic VIX – indicator MetaTrader 5

by
Synthetic VIX - indicator for MetaTrader 5
The Synthetic VIX indicator is based on Larry Williams’ TASC article “Fix the VIX”: When it comes to describing what markets do, Bernard Baruch said it best: “Markets fluctuate.” That idea is embodied in the Chicago Board Options Exchange (CBOE) Volatility Index (VIX), which has become a very popular measure of market risk since it … Read more

Synthetic VIX – Smoothed – indicator MetaTrader 5

by
Synthetic VIX - Smoothed - indicator for MetaTrader 5
This is a smoothed version of Synthetic VIX. In order to make the volatility assessment easier, this indicator is producing smoothed results. Also, in order to avoid adding significant lag, the usual “trick” to avoid that lag is used: instead of smoothing the result (which, in this case would be smoothing the already calculated VIX) … Read more