StockFetcher Forums · Stock Picks and Trading · Shills Swing N Daily<< 1 ... 68 69 70 71 72 ... 493 >>Post Follow-up
guspenskiy13
976 posts
msg #120624
Ignore guspenskiy13
modified
6/10/2014 3:15:51 PM

daily time-frame?

I will compare the results of 100/200 ema to VXX/SPY as a signal; I think that time-frame of 30 or 60 minutes would be interesting

shillllihs
6,045 posts
msg #120625
Ignore shillllihs
6/10/2014 3:49:17 PM

Daily, but you can do more if you want.

guspenskiy13
976 posts
msg #120626
Ignore guspenskiy13
modified
6/10/2014 4:19:05 PM

Didn't work with EMA for some reason, but I think that I'm just bad at scripting.

Fetcher[
symlist(SPY)

SET{SPY, IND(SPY,CLOSE)}
SET{VXX, IND(VXX,CLOSE)}
SET{RATIO, SPY / VXX}
SET{RATIOEMA100, CMA(RATIO,100)}
SET{RATIOEMA200, CMA(RATIO,200)}
DRAW RATIO ON PLOT RATIOEMA100
DRAW RATIOEMA200 on PLOT RATIOEMA100
]



Useless
___

VXX/SPY 5 year daily TOS ema(100)&(200)

Image and video hosting by TinyPic

Useless
___

VIX/SPX 5 year daily TOS ema(100)&(200):

Image and video hosting by TinyPic







guspenskiy13
976 posts
msg #120628
Ignore guspenskiy13
6/10/2014 4:24:30 PM

Image and video hosting by TinyPic

Interestingly, 1 minute chart with same ema's would give us a sell at 10:25 today, TVIX @3.52.

TVIX ended up closing 5% lower EOD.

shillllihs
6,045 posts
msg #120629
Ignore shillllihs
6/10/2014 4:37:25 PM

So shorting TVIX under 100/200 & bailing & waiting when it encroaches is useless?

guspenskiy13
976 posts
msg #120631
Ignore guspenskiy13
6/10/2014 5:03:22 PM

charts for VXX/SPY do not show the data we want.

$VIX and $SPY do. that's what I meant.

shillllihs
6,045 posts
msg #120632
Ignore shillllihs
6/10/2014 5:31:50 PM

Ok. I got my kids little league game to go to
& i'll be out of town til the 18th so work on a comparison & keep up the good work.

guspenskiy13
976 posts
msg #120654
Ignore guspenskiy13
6/11/2014 12:43:22 AM

Image and video hosting by TinyPic

simple yet profitable.

might need to adjust the length of the ratio.

shillllihs
6,045 posts
msg #120695
Ignore shillllihs
6/11/2014 6:12:35 PM

I tested 120 minutes going back to 2011 march and even with a 40% loss it still made 285℅ over 3 years. Nice n simple,


guspenskiy13
976 posts
msg #120697
Ignore guspenskiy13
6/11/2014 7:45:09 PM

120 minutes VIX/SPX with ema(100)/(200) ?

StockFetcher Forums · Stock Picks and Trading · Shills Swing N Daily<< 1 ... 68 69 70 71 72 ... 493 >>Post Follow-up

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