thank you,
but using that bands on the ma of indicator does we have not the
same result of the picture n 7 of the articles..
something is different :-(
--- In [email protected], pumrysh <no_reply@...> wrote:
>
> 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.
> >
>
