龙听期货论坛's Archiver

龙听 发表于 2022-11-3 11:27

【Impl Volty- 1 Option】

[code]
inputs:
        ExpMonth( 0 ),
        ExpYear( 0 ),
        StrPrice( 0 ),
        Rate100( 0 ),
        OptMktVal( Close data2 ),
        PutCall( Put ),
        AssetPr( Close data1 ),
        AlertLength( 14 ) ;

variables:
        var0( 0 ) ;

var0 = ImpliedVolatility(
        ExpMonth,
        ExpYear,
        StrPrice,
        Rate100,
        OptMktVal,
        PutCall,
        AssetPr ) ;

Plot1( var0, "IV-1" ) ;

condition1 = HighestBar( var0, AlertLength ) = 0 ;
if condition1 then
        Alert( "Indicator at new high" )
else
begin
condition1 = LowestBar( var0, AlertLength ) = 0 ;
if condition1 then
        Alert( "Indicator at new low" ) ;
end;
[/code]

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