kestrel-chartkitv0.33.0

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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", &params)?;

for bar in &bars {
    if let Some(output) = indicator.on_bar(bar) {
        // output.value, output.extra[...], indicator.alerts()
    }
}
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). Default parameters on synthetic 4-hour bars of a fictitious CASOON share (invented prices), the last 150 bars; 28 alerts in view, the latest as markers.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). Default parameters on synthetic 4-hour bars of a fictitious CASOON share (invented prices), the last 150 bars; 28 alerts in view, the latest as markers.
  • Volatility and trend strength
  • unit: Ratio