NinjaTrader 8 Indicators and More - IV Percentile
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NinjaTrader 8 Indicators and More
Indicators and Files in this section are compatible with NinjaTrader 8

IV Percentile 5 *
The Implied Volatility (IV) Percentile indicator attempts to gauge IV. This is a simple oscillator that returns an IV value from 0 to 100 Percent that's within a selectable lookback period. The user can compare the IV value to either an adjustable axis Value or against a Simple Moving Average.

This is not to be confused with IV Rank which is similar in function but uses a more simplistic calculation.

I have used this indicator as a filter for several mechanical strategies.


When the VIX is high, itís time to buy. When the VIX is low, itís time to go.

This indicator was compiled using NinjaTrader 64-bit

Category NinjaTrader 8 Indicators and More 
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Category: NinjaTrader 8 Indicators and More 

January 16th, 2021
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