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  • $vix question

    Good morning everyone

    I have a question about charting the change in the $vix
    I watch the a quote window and I see what the differnce is between the $ vix yesterday and the $vix today.
    Is there a way to chart the actual changing in the symbol.
    Another example might be that people watch how much the dow or nas or S&P is up or down for the day. Is there a way to chart this so I can see how it does throughout the day.
    thanks ahead of time
    Mark

  • #2
    Mark
    A 1 period Momentum of the Close will return the same value as the Net Change
    Alex

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    • #3
      Mark
      Alternatively if you want to plot the Net Change on an intraday chart you can use a simple script such as the one shown below
      Alex

      PHP Code:
      function main(){
          return 
      close(0)-close(-1,inv("d"))

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      • #4
        Thanks Alex

        Hi Alex

        As usual I am thanking you again, it always amazes me how you know everything, you are something else.
        I do have a question on the formula you sent me.
        Will this plot the net change from yesterdays close or is it plotting the net change from the last bars close for example on a 5 min chart.
        I need the net change from yesterdays closing price. Thank you again.
        Mark

        Comment


        • #5
          Mark
          You are most welcome and thank you for the kind words.
          That script will calculate the difference between the current value of the Close of whatever interval you are charting and the prior daily close which is defined by close(-1,inv("d")).
          If you look at the chart you will see that it is an intraday chart and the value returned by the efs on the last bar matches that of the Snapshot window ie 45.94.
          For more information on the inv() function you may want to see this article in the EFS KnowledgeBase
          Alex

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