VIX in Amibroker

#1
I am new to Amibroker and wanted to use the VIX volatility index in Amibroker . I however see that Amibroker does not add it to the default list of index .

I found the following fix online but since I am new I dont know how to implement it . Can you please guide me in creating/importing a ticker symbol and then possibly naming it correctly such that Amibroker understands it as VIX.

Code:
// Vix is first imported into Amibroker
// as ticker symbol then referenced as
// foreign ticker ^vix.
Vix = Foreign("^vix","C");

Can someone help me do the above .

Much Thanks

:)
 

amitrandive

Well-Known Member
#2
Try This Williams VIX FIX Indicator.It tries to replicate the VIX index.

Ideally I think your vendor should supply the VIX data.

Computation of VIX

The ‘India VIX’ is computed using “the best bid and ask quote of the out-of-the-money near and mid-month NIFTY options contracts which are traded on the futures and options segment of NSE”.


Code:
_N(Title = StrFormat(FullName() + "  {{INTERVAL}} {{DATE}} Open %g, High %g, Low %g, Close %g (%.1f%%) Volume " +WriteVal( V, 1.0 ) +"\n{{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
WVF = (HHV (Close,22) - Low)/(HHV(Close,22))*100;

Plot(WVF, "Williams VIX FIX", colorBlue, styleLine);
 
#3
Thanks for the update .

However still I dont have confidence in replacing the VIX with this William Vix Fix . Specifically because the trading strategy that i read in the book were all based on VIX :(

Ideally I was hoping Amibroker would have that capability to supply VIX values directly .

Well somehow it doesnt supply . :( :confused:
 
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