True IV Percentile (not rank)

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Bigcheefer30

New member
Using this script for IV Percentile (not rank) http://pdvwrt.blogspot.com/2014/03/think-or-swim-tos-iv-percentile.html

I've been trying to figure out how to build a custom scan (to look for anything > 75 for example), but am getting all sorts of errors in the thinkScript Editor. I can't get to the point where I can actually hit OK- just getting invalid arguments about plots/scans. Been wracking my brain for weeks on YT/web and cant figure it out.

Anyone out there skilled with ToS thinkScript willing to help a lad out?

I don't think there should be more than 3 lines of code, I just can't find the combo...it has to be something like..(my study name is "IVPercentile")

IVPercentile().Scan == 1

plot Scan = IVPercentile > 75

Would very much so appreciate any insight and will send good weekend vibes your way for support.

Thanks in advance amigos.
 
D

Don

New member
add to that script

plot Percentile = round(count_is_under_iv_today_r * 100 / length,2);

Go to SCAN tab on TOS, Add filter Study, Select Custom..., add that study (IVPercentile) is greater than (value) 75
Hope this helps!
 
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Bigcheefer30

New member
Don, thanks!!!! That worked :)
 
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Bigcheefer30

New member
Any thoughts on how to filter out "NaN" values easily?
Tried setting not equal to NaN.
Tried 75 < IVPercentile < 100
 
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Bigcheefer30

New member
@Bigcheefer30 Sorry I don't know how to do that :(
Thanks for trying, Don! Appreciate it. I'm not sure why I'm getting the NaN values in the first place. When I look at the study plotted against the chart, I can see a value..for example, 74.31. But in the scan (the underlying was found and returned) the value in the table is NaN? Is there a way to modify the script to overwrite this or compensate?
 
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Don

New member
@Bigcheefer30 I am not experienced with any NaN? Where did you see NaN on what table? On watchlist? If you scan for >75, why did you see 74.31? Not sure if I can help but I can't duplicate your error.
 
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epyonxer0

New member
This is cool, thanks. The plots and the scan seem to be working but when I use the same scan as a custom column to see the actual IV percentile value all I get is 0.0.
 

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