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How to add MA to Implied Volatility Indicator?


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How to add MA to Implied Volatility Indicator?

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TonyB's Avatar
 TonyB 
Bay Area, CA - US
 
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This should be easy, as I recall, but how does one add a moving average to the Implied Volatility Indicator, which is simply:

declare lower;
declare hide_on_intraday;

plot ImpVol = IMP_VOLATILITY();
++++++

It would be nice to have input length options, and the maybe two MA's, for cross-over identification...

Thanks much.

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algoeric
dallas texas
 
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I can polish this up tomorrow as I'm on my ipad right now, but here's the basics...



Declare Lower;

Input ma1Length = 20;
Input ma2Length = 50;

Def iv = imp_Volatility();
Def iv1Sma = simpleMovingAvg(iv, ma1Length);
Def iv2Sma = simpleMovingAvg(iv, ma2Length);

Plot impV = iv;
Plot iv1Ma = iv1Sma;
Plot iv2Ma = iv2Sma;

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Last Updated on May 5, 2013


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