Saturday, September 1, 2012

[STAD_01] VIX

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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