TradingView
RolandoSantos
٢٧ أيلول سبتمبر ٢٠٢٠ ١١:٣٧

VIX Correlation 

AMEX:SPY
SPDR S&P 500 ETF TRUSTArca

الوصف

⋅
Indicator tracks the 10 day correlation with VIX. I prefer to use this with SPY. Can be a great way to flag tops/melt-ups.

Default settings are set to when the correlation is above 0.2, bars turn red, but you can change this.

ملاحظات الأخبار

⋅
Simple update as requested to have the option to change the symbol w/ which to correlate with SPY or any other symbol as desired.
VolatilitycorrelationVIX CBOE Volatility Index
التعليقات
PandaTrader13
⋅
Rolando, what do you mean with "change this to VVIX to compare to SPY or also to VIX". Sorry to ask such a dumb question. Are you saying if you put SPY up on the chart you change the symbol to VVIX or does this already happen automatically?
tuowei892269659
⋅
感谢老师
bruitdefond
⋅
youre the best! thanks for sharing all your hard work
tuowei892269659
⋅
@bruitdefond, 感谢老师
Jsteb
⋅
recently started following you on twitter and here, your knowledge and information sharing is much appreciated.
amc1943
⋅
Your work reflects some impressive insight and your sharing even more impressive generosity. Thanks a bunch.
Darrison
⋅
Thank you
Bootselectric
⋅
Greatly appreciated!
blackcat1402
⋅
great work, thanks for sharing this script!
SP500EOD
⋅
Nice work Rolando.
Best wishes for success.
المزيد