VIX Term Structure

//@version=5
indicator(title="[TVT] VIX Term Structure", shorttitle="[TVT] VIX-TS", overlay=false)

// Input parameters
ma_length = input.int(3, title="MA Length", minval=1)
ma_type = input.string("EMA", title="MA Type", options=["EMA", "SMA"])

// Plot toggles
show_ma_9d = input.bool(true, title="Show MA VIX9D")
show_ma_vix = input.bool(true, title="Show MA VIX")
show_ma_3m = input.bool(true, title="Show MA VIX3M")
show_ma_6m = input.bool(true, title="Show MA VIX6M")

// Fetch VIX data using chart's timeframe
vix9d = request.security("VIX9D", timeframe.period, close)
vix = request.security("VIX", timeframe.period, close)
vix3m = request.security("VIX3M", timeframe.period, close)
vix6m = request.security("VIX6M", timeframe.period, close)

// Function to calculate MA based on type
calcMA(source, length) =>
    ma_type == "EMA" ? ta.ema(source, length) : ta.sma(source, length)

// Calculate MAs
ma9d = calcMA(vix9d, ma_length)
maVix = calcMA(vix, ma_length)
ma3m = calcMA(vix3m, ma_length)
ma6m = calcMA(vix6m, ma_length)

// Define colors with transparency
purple_transp = color.new(color.purple, 50)
blue_transp = color.new(color.blue, 50)
green_transp = color.new(color.green, 50)
orange_transp = color.new(color.orange, 50)

yellow_transp = color.new(color.yellow, 50)
red_transp = color.new(color.red, 50)

// Plot either raw VIX or MA based on toggles
plot(show_ma_9d ? ma9d : vix9d, title="VIX9D", color=purple_transp, style=plot.style_line, linewidth=2)
plot(show_ma_vix ? maVix : vix, title="VIX", color=blue_transp, style=plot.style_line, linewidth=2)
plot(show_ma_3m ? ma3m : vix3m, title="VIX3M", color=green_transp, style=plot.style_line, linewidth=2)
plot(show_ma_6m ? ma6m : vix6m, title="VIX6M", color=orange_transp, style=plot.style_line, linewidth=2)