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Here it is using the Yahoo! symbol ^VIX.
/*The use of ^VIX D-ratio for Nasdaq100 Market, by Dimitris Tsokakis,
Dec 2002*/
H=Foreign("^VIX","H");L=Foreign("^VIX","L");
R=1000*(H-L)/(H+L);
Z=48;//Optimize("Z",49,47,52,1);
RRR=DEMA(R,Z);
Plot(RRR,"VIX RRR",1,1);
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "Alan Nouray" <alann@xxxx> wrote:
> What is VIX D-Ratio?
>
> Alan
>
> --- In amibroker@xxxxxxxxxxxxxxx, "steve_almond" <steve_almond@xxxx>
> wrote:
> > Looking at Dimitris' ^VIX D-ratio, it seems like a strong sell
signal
> > was given on 7/11/2002 and has recently reached a very low value
> > (lowest value since September 2000).
> > Any comment on this?
> >
> > Steve
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