Indicators: Synthetic VIX - Smoothed
Is it possible to have thit indicator in histogram version too for betrer and quicker recognition?
Is it possible to do a version of this as a ratio like your https://www.mql5.com/en/code/26159 Volatility ratio - indicator for MetaTrader 4,it will make reading by EA easier?
Or can you advise how i can convert the output into a 0 line cross indicator, or 1 cross as in the Volatility ratio - indicator?
Or can you advise how i can convert the output into a 0 line cross indicator, or 1 cross as in the Volatility ratio - indicator?
Volatility ratio
- www.mql5.com
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any chance you have the SOHO-SYNTHE VIX SMOOTHED IN COLOR that would make my day! thank you
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Synthetic VIX - Smoothed:
This is a smoothed version of Synthetic VIX.
In order to make the volatility assessment easier, this indicator is producing smoothed results. Also, in order to avoid adding significant lag, the usual "trick" to avoid that lag is used: instead of smoothing the result (which, in this case would be smoothing the already calculated VIX) prices are smoothed prior to be used in calculation. JMA is used for that smoothing (as a very responsive smoothing way).
PS: it was already mentioned in the original published code, but just in case - synthetic VIX is not a directional indicator. It indicates the increase or decrease of volatility and it should be used as that.
Author: Mladen Rakic