http://trader-online.tk/MSZ/e-w-Standard_Deviation_Bands.html
--- In [email protected], "magiclaas" <l.polledri@...> wrote: > > > hi everybody, > i ask how to build the standard deviation bands of the > modified vix indicator as shonw in the S&C article.. > > unfortunaltely i m not able to attach the article here so that you could > read ... anyway if someone got the article and would help me, > i would like to built in metastock the standard deviation bands > of a 252 sma as shown in fig 7 of the article. > > could anyone help me? > thank you > > ps this is the code of the modified vix indicator > > The interpretation for the Modified Volatility Index was taken from the > article "Modifying The Volatility Index", by S. > > Jack Karczewski, in the April 1995 issue of TASC. The Volatility Index > (VIX) is the implied volatility of a group of > > Standard & Poors 100 index options. It is updated by the CBOE. > > This formula assumes you can get the VIX information downloaded from > some data vendor, such as Dial Data, > > Telescan, or DBC Signal. > > The custom formula you should create is the Modified VIX: > > ( ( ( P - Mov( P ,15 ,E ) ) / Mov( P ,15 ,E ) ) * ( 100 * 33 * 2 ) ) * ( > Sqrt( 252 ) / Sqrt( 15 ) / C ) > > The steps to get the actual charts are: > > For the Windows versions of MetaStock: > > 1. Open the chart of the OEX. > > 2. Open the chart of the VIX. > > 3. Drag the plot of the OEX into the chart of the VIX. > > 4. Plot the formula for the Modified VIX directly on top of the OEX > plot. > > You now have a plot of the Modified VIX. >
