gitee.com/quant1x/engine@v1.8.4/factors/feature_misc_bdl.tdx (about) 1 TYPICAL_PRICE:=(OPEN+CLOSE+HIGH+LOW)/4; 2 METHOD:=EMA(TYPICAL_PRICE,N); 3 APPLY_TO:=TYPICAL_PRICE; 4 5 MYSTDDEV:=SQRT(SUM(POW(APPLY_TO-METHOD,2),N)/N); 6 MAXB:=HHV(MYSTDDEV,M); 7 MINB:=LLV(MYSTDDEV,M); 8 VIX:100*(MYSTDDEV-MINB)/(MAXB-MINB); 9 10,DOTLINE,COLORGREEN; 10 50,DOTLINE,COLORYELLOW;