VIX Contango Oscillator

VOLATILITY S&P 500TVC

Description

⋅ 7 oct. 2016 15:15

VIX Contango Oscillator as outlined in the following blog post

vixcontango.wordpress.com/2015/04/27/introduction-to-vix-contango-oscillatorvco-and-vix-term-roll-oscillator-vro/

By Daniel Xu

Commentaires

Genghis_39

⋅ 2 déc. 2021 22:55

Quandl data feed is history. Dr Shoe, have you abandoned this indicator?

micha1404

⋅ 20 août 2021 11:53

First of all, thanks for the great script.
But it seems stop working. Would you have a look at it?

eyseto

⋅ 3 mars 2021 13:46

Thank you DrShoe for these awesome indicators! Do you think you can make the VIX Contango and VIX Term Roll Oscillators into percentiles? Many thanks!

TonyCampbell

⋅ 9 oct. 2016 16:44

Thank you Daniel ! Do you also have the VIX Term Roll Oscillator script?

drshoe

⋅ 11 oct. 2016 13:34

I've just published it, tradingview.com/script/Z8Q2kJMq-VIX-Term-Roll-Oscillator/
Feel free to let me know what other custom indicator related to VIX that are useful so I can implement and share them. Thanks!

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