vix_fix
Williams Vix Fix volatility spike detector: panic lows
vix_fix
examples/site_showcase.rs// Williams Vix Fix volatility spike detector: panic lows (WVF, alert panic_bottom) and, mirrored, blow-off tops (inverse VIX Fix, extra inverse/inverse_band, alert blowoff_top)
// Defaults of "vix_fix" (see the indicator reference)
let params = HashMap::from([
("bband_len".to_string(), 20.0),
("mult".to_string(), 2.0),
("pd".to_string(), 22.0),
]);
let mut indicator = build_checked("vix_fix", ¶ms)?;
for bar in &bars {
if let Some(output) = indicator.on_bar(bar) {
// output.value, output.extra[...], indicator.alerts()
}
}