Are treasuries moving with VIX or are they correlated with equities?
Who's changing faster, VXX or SPY?
The indicator displays the RSI's of SPY, VXX and TLT so you can see how they are moving relative to each other.
Who's changing faster, VXX or SPY?
The indicator displays the RSI's of SPY, VXX and TLT so you can see how they are moving relative to each other.
study("SPY/VXX/TLT RSI crisscross")
m1=input(25,"RSI length")
m0=input(4,"ema #1 smooth on raw")
m2=input(15,"ema #2 smooth of RSI's")
spy=ema(security("spy" ,period , close ),m0)
vxx=ema(security("vxx" ,period , close ),m0)
tlt=ema(security("tlt" ,period , close ),m0)
s=ema(rsi(spy,m1),m2)
v=ema(rsi(vxx,m1),m2)
t=ema(rsi(tlt,m1),m2)
z1=hline(0)
z2=hline(100)
z50=hline(50)
z30=hline(30)
z70=hline(70)
fill(z30,z1,color=aqua,transp=95)
fill(z70,z2,color=aqua,transp=95)
splot_line=plot(s,color=blue,linewidth=2,title='SPY RSI')
vplot_line=plot(v,color=red,linewidth=2,title='VXX RSI')
tplot_line=plot(t,color=black,linewidth=2,title='TLT RSI')