SPX_Strikes_OpcionSigma
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © fmontenegro16481

//@version=5
indicator("VIX_Strikes",overlay=true)
A = math.sqrt(252)//Raiz Cuadrada de 252
B = request.security("SPX","1",close)//Precio del SPX al cierre
C = request.security("VIX","1",close)//Precio del cierre del VIX en minuto
Vol_D = C/A
ME = B*(Vol_D/100)
MS = B + ME
MI = B - ME
plot(MS[0],"Mov Superior",color.fuchsia,linewidth = 3)
plot(MI,"Mov Inferior",color.fuchsia,linewidth = 3)