Synthetic VIX Study Code

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Original Synthetic VIX Post Here

//////////////////////////////////////////////////////////////////////////////
{*** WARNING: PRIVATE INTELLECTUAL PROPERTY ***}
{ DO NOT DISTRIBUTE }
{ KURT BRUCH }
{ (c) relaxedtrader.com }
{ 9/20/2015 }
{ SYNTHETIC VIX}
//////////////////////////////////////////////////////////////////////////////

vars:Synthetic_VIX(0);
Synthetic_VIX = ( ( Highest(close, 21) - low ) / Highest(close, 21) ) * 100;
plot1(Synthetic_VIX, "Synthetic VIX");
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