Alert when SPX and VIX move in same direction

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How would I create a recurring alert notification when the SPX and VIX move in the same direction during a day or 2 day time period? I’m thinking this might create a short term topping period for SPX (or SPY).

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Posted by (Questions: 5, Answers: 1)
Asked on November 12, 2021 9:56 am
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I have not tested this but this should do the trick:

def spxClose = close("SPX");
def vixClose = close("VIX");
plot scan = spxClose > spxClose[1] and vixClose > vixClose[1];

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Posted by (Questions: 37, Answers: 4118)
Answered on November 12, 2021 1:01 pm
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