Volatility of the Volatility as regards SPY and VXX

StockFetcher Forums · Filter Exchange · Volatility of the Volatility as regards SPY and VXX

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SAFeTRADE 646 posts msg #144287 - Ignore SAFeTRADE modified	8/3/2018 11:09:24 AM Fetcher[ set{vxxrsi, ind(vxx,rsi(2))} set{spyrsi, ind(spy,rsi(2))} set{tnxcls, ind(^tnx,close)} set{vmult, atr(10) * 1.5} set{vstopu1a, low 5 day low + vmult} set{vstopu2a, close + vmult} set{vstop, min(vstopu1a 1 day ago,vstopu2a)} set{vstoplow, low vstop low 5 day low} set{vstopx, vstoplow +vmult} set{vstopxx, close + vstoplow} set{vstop2, min(vstopx ,vstopxx)} set{cls, close} set{buyvstop, count(cls above vstop,1)} set{sell, count(cls below vstop,1)} set{xaaa1,high 3 day ago - low} set{xbbb1, atr(2) 3 day ago} set{xccc1, xaaa1 / xbbb1} set{xddd1, xccc1 / pow(xccc1,0.50)} set{buyxddd1, count(xddd1 below 1,1)} set{sellxddd1, count(xddd1 above 1,1)} draw xddd1 line at 1 draw vstop on plot vstop2 draw cls on plot vstop2 draw ma(5) draw ma(20) add column separator add column vstop add column vstop2 add column separator add column buyvstop add column buyxddd1 add column separator add column separator add column vxxrsi add column spyrsi add column separator add column separator add column sell{sellvstop} add column sellxddd1 add column separator add column tnxcls draw macd(3,5,3) draw tnxcls line at 2.9 symlist(spy,vxx,spxl,spxs) chart-length 4 months ]

StockFetcher Forums · Filter Exchange · Volatility of the Volatility as regards SPY and VXX

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