This indicator calculates the distribution of close-to-close percentage changes using rate of change on closing prices. It bins percentage changes into intervals of 0.25 percent increments from negative to positive values and plots a normalized cumulative hist
Indicator · Pine Script v5 · Own pane
VIX Curve Regime (Simple)
This indicator tracks market volatility regimes by calculating the ratio between the CBOE Volatility Index (VIX) and the 3-Month Volatility Index (VIX3M).
GitHub stars2on the repository
Pine versionv5runs as is
Lines of code21
Settings0inputs
LicenceMIT
Last update10 months ago24 Dec 2025
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
21 lines of Pine Script v5 from Vix-curve-Regime.pine, published under MIT. Keep the author's credit and licence lines when you reuse it.
//@version=5
indicator("VIX Curve Regime (Simple)", overlay=false)
// VIX Daten abrufen
vix = request.security("CBOE:VIX", timeframe.period, close)
vix3m = request.security("CBOE:VIX3M", timeframe.period, close)
// Verhältnis berechnen
ratio = vix / vix3m
// Plot
plot(ratio, title="VIX / VIX3M Ratio", linewidth=2)
// Referenzlinie
hline(1.0, "Contango / Backwardation Grenze", linestyle=hline.style_dashed)
// Hintergrund einfärben
bgcolor(
ratio > 1 ? color.new(color.red, 85) :
color.new(color.green, 85)
)
Overview
Plotted in a separate pane, a line displays the VIX to VIX3M ratio alongside a dashed reference line at 1.0, marking the boundary between contango and backwardation. The indicator dynamically colors the background red during elevated market stress when the ratio exceeds 1.0 and green when it stays below 1.0.
- VIX to VIX3M ratio calculation
- Contango and backwardation threshold line
- Dynamic background regime coloring
- Separate pane ratio plot
Details
Published by
NinjaEde on GitHub
Type
Indicator, Pine Script v5
Draws
Separate pane below the chart
Category
Volatility & bands
Markets
Indices, Stocks
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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