CBOE — 技術指標和信號

English: This script shows the Put/Call-Ratio as seen on the Cboe-Website: www.cboe.com A higher Put/Call-Ratio means a higher trading volume of puts ... 搜尋 產品 社群 市場 經紀商 更多 立即開始 指標、策略和腳本庫 所有類型 所有類型 技術指標 策略 腳本庫 僅限開源 熱門作者：CBOE Noldo 關注 正在關注 取消關注 voided Premium 關注 正在關注 取消關注 vol_box voided Premium Asimplescripttodrawarealizedvolatilityforecast,intheformofabox.ThescriptcalculatesrealizedvolatilityusingtheEWMAmethod,usinganumberofperiodsofyourchoosing.Usingthe"periodsperyear",youcanadjustthescripttoworkonanytimeframe.Forexample,ifyouareusinganhourlychartwithbitcoin,thereare24periods*365=8760... 12 2 Put/Call-Ratio-Buschi MagicEins Premium English: ThisscriptshowsthePut/Call-RatioasseenontheCboe-Website:www.cboe.com AhigherPut/Call-Ratiomeansahighertradingvolumeofputscomparedtocalls,whichisasignofahigherneedforprotectioninthemarket. ForbestreflectionoftheCboe'sdata,whichisshownin30minutesintervals,a30min-chartisrecommended. 30min-dataas... 1788 9 CBOEPCRFactorDependentVariableOddGenerator Noldo ThisscriptisthemyDependentVariableOddGeneratorscript: withthePut/CallRatio(PCR)appended,onlyforCBOEandtheinstrumentsconnectedtoit. ForCBOEthisscriptismoreaccurateandfasterthanDependentVariableOddGenerator.Andthestagnantmarketoddsarebetterandmorerealistic. Donotusefortimeframeperiodslessthan1day. Because... 629 23 Call/AllRatio(C/A)-Noldo Noldo FirstofallthisscriptinspiredbyMagicEins'Put/Call-Ratio-Buschiscript. WhatisthePut-CallRatio Theput-callratioisanindicatorratiothatprovidesinformationaboutrelativetradingvolumesofanunderlyingsecurity'sputoptionstoitscalloptions.Theput-callratiohaslongbeenviewedasanindicatorofinvestorsentimentinthemarkets,where... 272 2 VelocityToInverseCorrelationtoVIX/BondsStrategy(2020) givingdesk ThisstrategymeasuresandcreatesasignalwhenanassetismovingoutofacorrelationwithhighyieldbondsortheCBOEVIXintoaninversecorrelation,aswellaswhenanassetislosingcorrelationwithatopcorporatebondsETF.Whenthissignalistriggered,thesimulationhastheportfolioassetgolong. Additionally,exitsarebasedona2%stoploss... 87 1 IV/HVratio1.0[dime] dime Thisscriptcomparestheimpliedvolatilitytothehistoricvolatilityasaratio. Theplotindicateshowhighthecurrentimpliedvolatilityforthenext30daysisrelativetotheactualvolatilityrealizedoverthesetperiod.Thisismostusefulforoptionstradersasitmayshowwhenthepremiumspaidonoptionsareovervaluedrelativetothehistoric... 391 2 rv_iv_vrp voided Premium Thisscriptprovidesrealizedvolatility(rv),impliedvolatility(iv),andvolatilityriskpremium(vrp)informationforeachofCBOE'svolatilityindices.Theindividualoutputsare: -Blue/redline:therealizedvolatility.Thisisanannualized,20-periodmovingaverageestimateofrealizedvolatility--inotherwords,thevariabilityintheinstrument's... 129 2 DailyCryptoStrategy SoftKill21 Premium Thisisalongonlystrategy. ThisstrategymeasuresandcreatesasignalwhenanassetismovingoutofacorrelationwithCBOEVIXintoaninversecorrelation. ItalsohasariskmanagementwithTP/SLbasedonpercentages. Ifyouhaveanyquestionsletmeknow. 112 2 CBOE/CMEBTCFUTURELIST madoqa Premium howtopulldatafromquandl.com thisscriptforCBOE/CMEBTCFUTURE ex. ifyouwanttopullwww.quandl.comyouinput"QUANDL:CFTC/1330E1_FO_ALL|n"asTVsymbol.("n"istablenumber) 97 2 BTCFuturesSettlementDatesbyscarf-updatedatebyMualchon Real_inwCoin Premium justupdatethesettlementdate. 83 8