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William Vix Fix
Has anyone ever written a scan for the Williams Vix Fix strategy in the programming language of Stockcharts? This strategy is presented in this dovument https://www.ireallytrade.com/newsletters/VIXFix.pdf
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WVF = (Highest (Close,22) - Low)/(Highest(Close,22))*100
In SC scan language, you could calculate one data point at a time for the indicator. Then you would have to compare it to some value to do what the scan engine is designed to do, which is to find symbols that meet the criteria specified in the scan.
and [ [[max(22, close) - low]/[max(22, close) * 100]] > ? ]
If you wanted to compare previous data points, you would modify the terms with "1 day ago", '2 days ago", etc.
If you wanted to display the Vix Fix as an indicator, you would calculate its daily values offline (e.g. in Excel) and upload a file which could be displayed as an indicator, if your subscription allows.