I Customized The Settings Slightly To Create “Percentile” Based Highlight Bars…So You May Need To Adjust Slightly For Your Asset Class. These Are The Standard Settings Shown Here. Designed For Daily Charts…But Works GREAT On Intra-Day Charts!!!
Download the PDF and Read To Learn Larry’s Thought Process.
https://dl.dropboxusercontent.com/u/77187122/TradingView%20Posts/VIXFix.pdf
Required Python libraries:
import pandas as pd
import pandas_ta as taa
import matplotlib.pyplot as plt
PgPal description:
After coding this indicator in Python, its results were compared with the TradingView site to verify the complete model.
Python programming language results – CM Williams Vix Fix Finds Market Bottoms
The results of the TradingView site – CM Williams Vix Fix Finds Market Bottoms
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