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Search: Posts Made By: alchemist74

Forum: ThinkOrSwim

October 31st, 2013, 08:39 AM

Replies: 11

Thinkorswim custom script for Stock/ETF / volatility percent percentile range

Views: 23,102

Posted By alchemist74

Hi, sorry i delayed my answer but i trade very...

Hi,
sorry i delayed my answer but i trade very heavily last few months. I find better TOS code for IV rank, here it is:

def vol = imp_volatility;
#rec data = if !isNaN(vol) then vol else...

Forum: ThinkOrSwim

February 19th, 2013, 08:50 AM

Replies: 11

Thinkorswim custom script for Stock/ETF / volatility percent percentile range

Views: 23,102

Posted By alchemist74

I am not sure if this is what u looking for but ...

I am not sure if this is what u looking for but worth nothing to try it ;)

declare lower;

input period = 30;

input type = {default IV, HV, IVminusHV, ParkinsonHV, Range};

...

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