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spdpro

09/29/13 7:33 PM

#3044 RE: desertcynlite #3043

??, I just reloaded and renamed and it worked

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declare upper;
input period = AggregationPeriod.DAY ;
#hint period: time period to use for aggregating implied volatility.
input length =252 ;
#hint length: #bars to use in implied volatility calculation.
def ivGapHi = if isnan(imp_volatility(period=period)) then 99999999999 else imp_volatility(period=period);
def ivGapLo = if isnan(imp_volatility(period=period)) then -99999999999 else imp_volatility(period=period);
def periodHigh = highest( ivGapLo,length=length);
def periodLow = lowest( ivGapHi, length=length);
def ivRange = periodHigh - periodLow ;
def ivp = round( 100*(imp_volatility(period=period) - periodLow)/ivRange, 0);
AddLabel(1, Concat("IV%: ", ivp), color = CreateColor(255-(ivp*2.55),ivp*2.55,0));

spdpro

09/29/13 7:36 PM

#3045 RE: desertcynlite #3043

Monday AM looks like a bust with the Futs
Jam Job they just did, VOL should fly

"maybe" I look at XIV