OPEN-SOURCE SCRIPT
Actualizado Cross Asset Volatility
This script brings together a number of volatility indexes from the CBOE in one space making it easier to use rather than adding a number of different securities to one chart. One could create a template with these securities attached, but sometimes, you don't want to switch charts, for whatever reason, and adding an indicator for is quick and simple.
One note is that due some securities exhibit much larger volatility than others (i.e. oil vs bonds) and it can be difficult to see clearly those securities whose volatilities are low, and hence we have added the ability to calculate the values as a Log value to make the indicator more readable. Another way to do this is to change the Y-axis on the chart to Logarithmic while leaving the indicator at its default settings (i.e. the checkbox for using Log calculations remains unchecked).
One note is that due some securities exhibit much larger volatility than others (i.e. oil vs bonds) and it can be difficult to see clearly those securities whose volatilities are low, and hence we have added the ability to calculate the values as a Log value to make the indicator more readable. Another way to do this is to change the Y-axis on the chart to Logarithmic while leaving the indicator at its default settings (i.e. the checkbox for using Log calculations remains unchecked).
Notas de prensa
This shows a number of volatility indexes in an indicator panel. Unfortunately, the currency indexes and 10-year US Treasury volatility index (TYVIX) are no longer supported in TradingView.Notas de prensa
I updated the script, so the same group of volatility indexes can now be viewed in four different ways, depending on what the user wants to learn from the chart.Previously, the script only offered raw values or a log-transformed version of those values. That helped somewhat, but it still forced a tradeoff between seeing the true index levels and making all the series visible in one panel. Because some indexes, especially oil volatility, can run at much higher levels than others, the lower-volatility series could easily look flat or disappear visually.
The new version solves that by adding multiple display modes:
* **Raw**, for viewing the actual quoted index levels
* **Rebased to 100**, for comparing how each volatility index has moved relative to its own starting point
* **Log Raw**, for compressing the scale while still following the raw-level structure
* **Z-Score**, for showing how elevated or depressed each volatility index is relative to its own recent history
The reason for this change is simple. People use cross-asset volatility charts for different purposes. Sometimes they want the true level, sometimes they want relative performance, and sometimes they want to know which market is unusually rich or cheap versus its own norm. A single display method could not do all of that well.
So these changes make the script more flexible, easier to read, and more useful across different market questions, while keeping all of the original underlying volatility series in one place.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.