v2v MomenTicks
─ Volatility Ratio: Now using a default Period value of 25 but it can change dynamically by getting the maximum value between the default Period of 25 vs the value of Dominant Cycle Period (DCP) divided by 3 (not divided in MTF & DCP mode is ON). The data is derived from the Standard Deviation of Price (close) and powered by MomenTicks
─ Synthetic VIX (SVIX) Ratio (New): By default, the Period value is 20 but it can change dynamically by getting the maximum value between the default Period of 20 vs the value of Dominant Cycle Period (DCP) divided by 3 (not divided in MTF & DCP mode is ON). The data is derived from the Standard Deviation of Price (close) and powered by MomenTicks.
This is based on the original research/studies of Larry Williams (activetradermag.com, December 2007), The VIX Fix. ─ A “synthetic” VIX calculation can be used in any market to reproduce the performance of the well-known volatility index.
This SVIX Ratio allows traders to gauge the securities that do not have an official CBOE VIX ticker symbol.
Both SVIX and Volatility Ratio explores the momentum and price ranges relative to relevant securities (stocks, CFDs or Fx pairs) closing prices over a prescribed period.
re-attached... - fixed minor issue with SVIX
