OPEN-SOURCE SCRIPT
Mis à jour Volatility Prism [Nic]
What is this
The volatility rainbow tracks divergences in a security and its volatility index. This can be used to identify periods of heightened implied (future) risk.
About Volatility
The volatility is calculated by looking at put / call ratios. When VIX goes up it means that puts are outpacing calls. This is a bearish signal.
About Correlation
When the security goes up while the VIX goes up, the divergence on the plot will increase and turn a color. This should be a warning.
Volatility Rainbow
This is a similar indicator, but this one merges all signals into a single line.
![Volatility Rainbow [Nic]](https://s3.tradingview.com/a/A13nibTU_mid.png)
The volatility rainbow tracks divergences in a security and its volatility index. This can be used to identify periods of heightened implied (future) risk.
About Volatility
The volatility is calculated by looking at put / call ratios. When VIX goes up it means that puts are outpacing calls. This is a bearish signal.
About Correlation
When the security goes up while the VIX goes up, the divergence on the plot will increase and turn a color. This should be a warning.
Volatility Rainbow
This is a similar indicator, but this one merges all signals into a single line.
Notes de version
What is thisThe volatility prism tracks divergences in a security and its volatility index. This can be used to identify periods of heightened implied (future) risk.
About Volatility
The volatility is calculated by looking at put / call ratios. When VIX goes up it means that puts are outpacing calls. This is a bearish signal.
About Correlation
When the security goes up while the VIX goes up, the divergence on the plot will increase and turn a color. This should be a warning.
This index tracks the divergence of SPY/VIX, QQQ/VXN, IWM/RVX, DIA/VXD, GLD/GVZ, SPY/VVIX, SPY/TLT in one index.
Volatility Rainbow
This is a similar indicator, but this one merges all signals into a single line.
![Volatility Rainbow [Nic]](https://s3.tradingview.com/d/D3Le7fYM_mid.png)
Notes de version
Added WeightsScript open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.