miketranz
969 posts
msg #156744
- Ignore miketranz |
5/7/2021 10:58:03 AM
Kevin devised an amazing UVXY/VIX trading system using the following filte.He also posted signals.Can someone put this in basic English,when the buy signals occur? Thanks
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davesaint86
725 posts
msg #156745
- Ignore davesaint86 |
5/7/2021 12:08:47 PM
I like the concept. I added a 300 day offset (around COVID crash) and in my opinion UVXY should have buy signal. However, it never triggered from Feb 20, 2020 to March 27, 2020.
Davesaint
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compound_gains
222 posts
msg #156746
- Ignore compound_gains |
5/7/2021 12:23:38 PM
set{arooncrossbelow, count(ind(^vix, aroon up(11)) crossed below ind(^vix, aroon down(11)), 1)}
set{ma3belowma60, count(ind(^vix, MA(3)) below ind(^vix, ma(60)), 1)}
set{entry, arooncrossbelow * ma3belowma60}
Enter UVXY long when...
VIX aroon up(11) crossed below VIX aroon down(11)
and
VIX ma(3) below VIX ma(60)
If you don't know, UVXY is a 1.5x ETP multiplier of the change in VIX. So Kevin's code tracked VIX, but traded the higher leveraged UVXY.
Kevin was an A1 contributor.
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risjr
229 posts
msg #156747
- Ignore risjr |
5/7/2021 1:06:35 PM
thanks..very helpful!!!
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risjr
229 posts
msg #156748
- Ignore risjr |
5/7/2021 1:17:48 PM
if not in UVXY,,,then in UPRO......if mixed signals..go to cash!!!!
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risjr
229 posts
msg #156749
- Ignore risjr |
5/7/2021 2:38:06 PM
with renko...only 2head fakes in 4 years!!
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Cheese
1,374 posts
msg #156750
- Ignore Cheese |
5/7/2021 7:44:55 PM
http://www.stockfetcher.com/forums/General-Discussion/New-List-of-Indices-Supported/155938
olathegolf 2/24/2021 1:16:01 PM
I noticed a few of my filters using volatility indices no longer worked as written.
I reached out to SF and it appears that volatility indices are no longer supported as of 2021.
Here's a current list.
https://www.stockfetcher.com/help/What-indices-are-available/100229
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davesaint86
725 posts
msg #156751
- Ignore davesaint86
modified |
5/7/2021 10:04:06 PM
I don't remember who put this code together.
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miketranz
969 posts
msg #156763
- Ignore miketranz
modified |
5/8/2021 4:24:11 PM
Thanks for the info.Just wondering what the consensus is on this one? Going to zero or what? In the meantime,if it pops,sky's the limit...
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Cheese
1,374 posts
msg #156767
- Ignore Cheese |
5/9/2021 12:38:02 PM
miketranz
modified 5/8/2021 4:24:11 PM
Thanks for the info.Just wondering what the consensus is on this one? Going to zero or what? In the meantime,if it pops,sky's the limit...
============================================================================
mike,
There are user comments on UVXY at the following link:
https://www.stockfetcher.com/forums/Filter-Exchange/uvxy-is-by-far-the-best-swing-and-scalping-trading-vehicle/112078
Consensus is usually hard to reach in a forum where people can easily opine in near complete
anonymity. There was no consensus for that whole thread. But there was consensus among
the better known long time members.
You are an experienced, accomplished member yourself, so you may want to consider the helpful
comments of your peers, and ignore the fake alt-user ids and time wasters.
Best.
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