Icculi
9 posts
msg #57880
- Ignore Icculi |
12/10/2007 11:04:47 AM
I'm trying to create a series of variables that creates a RVI ratio from 0 to 1. Where, 0 is the RVI 2 year low and 1 is RVI 2 year high. Here's what I have so far.
SET{RVIX,RVI(101,2)}
SET{RVIXLOW,RVIX 2 YEAR LOW}
SET{RVIXHIGH,RVIX 2 YEAR HIGH}
SET{RVIXRANGE,RVIXHIGH - RVIXLOW}
SET{RVIXDIFF, RVIX - RVIXLOW}
SET{RVIXRATIO, RVIXDIFF / RVIXRANGE}
DRAW RVIXRATIO
DRAW RVIXRATIO 2 YEAR LOW
DRAW RVIXRATIO 2 YEAR HIGH
DRAW RVIX
DRAW RVIX 2 YEAR HIGH
DRAW RVIX 2 YEAR LOW
CLOSE IS ABOVE 0
Something is not right, and I'm not sure exactly what it is, but it looks like the 2 year high and 2 year lows are not working the way I anticipated they would. Anyone have any ideas? Maybe there's something I'm overlooking? Thanks!
Tony
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