For those of you who dont have VIX value, which is greatly useful for option pricing incorporate this coding.
This is a minute chart VIX
Inputs: LowestL(12), HighestH(1);
Variables: BuySetup(False),
SellSetup(False);
#Setup
BuySetup = Data2(H) >= Highest(Data2(H), HighestH)[1] AND
Data2(C) < Data2(C[1]);
SellSetup = Data2(L) <= Lowest(Data2(L) ,
LowestL)[1] AND Data2(C) > Data2(C[1]);
#Long Entry
If BuySetup Then
Buy();
#Short Entry
If SellSetup Then
Sell();
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