manumoneya
41 posts
msg #119077
- Ignore manumoneya
modified |
4/12/2014 2:11:42 AM
symlist(spy,iwm)
set{HVstd, cstddev(historical volatility(20),20)}
set{HVma, cma(historical volatility(20),20)}
set{HVdiff, historical volatility(20) - HVma}
set{HVzscore, HVdiff / HVstd}
set{triggerline, cma(HVZscore, 3)}
set{av3, average volume (3)}
set{av3I , INDPOSITION(av3, close) * 5.5}
add column triggerline
draw triggerline line at -2
draw triggerline line at 2
draw triggerline line at 3.50
draw av3I on plot triggerline
chart-time is 1 year
if av3I is above 3.5 most of the time it doesn't matter whether triggerline cross -2 from below or cross 2 from avobe
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