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Thanks Mike. The VIXFix formula above can also be combined with the Pivot() function to highlight significant peaks, which tend to correspond to price lows:
//Get the 22 day high
HiClose = HIGHESTHIGH(CLOSE(), BARS=22, INCBAR=True);
//Calculate the VIXFix
VF1=((HiClose-LOW()) / HiClose)*100;
//Get Pivot highs
PIVOT(VF1, TYPE=High, MIN=20)
Workbook attached for both US and ASX sector data:
- This reply was modified 2 weeks ago by Darren.
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