Is it possible to get VIX data?

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This topic contains 6 replies, has 3 voices, and was last updated by avatar jebus89 1 year, 3 months ago.

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  • #90906

    I want to use the VIX as reference or as indicator since the VIX is very important and very useful. But it seems PRT doesn’t provide such data, right?

    #91020

    Hi, im guessing u want it to meassure wether or not your gonna take a trade in an Index, while the VIX is below/above certain levels?

     

    U cant referance the VIX index to ur algo, so only way to do this is to manually check and then turn on/off.

    That being said, VIX is meassuring the range of daily candles in S&P.

    #91067

    Hi,

    Sorry, the VIX and the S&P are two different things. There are some  stratergies on VIX and SPY. If you mean one can use the S&P as VIX like, what the useness of the stratergy using combination of VIX and S&P?

    #91068

    The calculation of VIX is very complecated. A rising VIX doesnÄt always mean a falling S&P, and vise verse.

    #91070

    You could try using Williams synthetic VIX known as the VIX Fix. I wrote this indicator after reading about it here:

    https://www.ireallytrade.com/newsletters/VIXFix.pdf

     

    #91249

    Hi Vonasi,

    Thanks for the reply. I know this article as well. This is a good alternative. Thanks again!

     

    #91250

    Thats very interesting Vonasi, thanks

     

    @thomas2004ch The Vix and S&P are 2 different things yes, but its important to know that the vix is (from investopedia:) “the VIX is a benchmark index designed specifically to track S&P 500 volatility. ”

    As i said, it just measures how volatile the S&P is. Not exactly “average true range” but it does measure how volatile this 1 index is. As vonasi mentioned, volatile dosnt mean good or bad for the S&P, just means that things are shaking up, big daily candles are happening, at least big daily ranges. I think that what your looking for is to use the Vix as a somewhat filterfor ur systems? “If Vix goes up, then dont trade” kind of thing? Cus u can use options like the one Vonasi said here, or u can use ranges or average true range so on.. (if you just want  a filter that says “dont trade if market is too volatile”.)

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