StockFetcher Forums · Filter Exchange · HELP FILTER 97% Success<< 1 ... 2 3 4 5 6 ... 8 >>Post Follow-up
BarTune1
403 posts
msg #108328
Ignore BarTune1
10/10/2012 1:06:28 AM

A down day on Wednesday will likely trigger a buy (RSI2 < 10) on the XIV

tennisplayer2
179 posts
msg #108329
Ignore tennisplayer2
10/10/2012 7:11:46 AM

Bartune, thanks for the heads up.

tennisplayer2
179 posts
msg #108333
Ignore tennisplayer2
10/10/2012 1:09:08 PM

What is the RSI(2) on VXX now? I don't think my numbers are correct right now.

BarTune1
403 posts
msg #108336
Ignore BarTune1
10/10/2012 5:37:47 PM

This is one of those rare days when both the S&P and the vix are down:

http://blogs.barrons.com/focusonfunds/2012/10/10/stock-indexes-down-and-so-is-vix/?mod=yahoobarrons

tarun766
50 posts
msg #108375
Ignore tarun766
10/14/2012 7:27:17 PM

Do you scan at the end of the day for the next day or in the morning at open? Im new to this can someone just post a bit on how to play this filter.

thanks in advance

BarTune1
403 posts
msg #108376
Ignore BarTune1
10/14/2012 7:58:23 PM

I am always watching the VIX and the VXX so I basically know where it is (RSI(2)) most of the time. Whether or not I run my filters intraday, or have an opportunity to buy/sell intraday, is dependent upon how busy I am.

tarun766
50 posts
msg #108380
Ignore tarun766
modified
10/15/2012 2:11:41 PM

@bar do u but when u get the signal or the day after the stock comes up?

Also what is the short version of this filter?

Eman93
4,659 posts
msg #108393
Ignore Eman93
modified
10/16/2012 1:26:18 AM

The VIX monthly RSI 2 is pancaked at 0.

BarTune1
403 posts
msg #108399
Ignore BarTune1
10/16/2012 6:25:06 PM

Eman, Are you looking at the VXX or the $VIX? You will get marked differences between the two depending upon what you are analyzing.

I trade the VXX/XIV off VXX signals/systems whereas I trade the market off $VIX signals.

More precisely, the short VXX or long XIV described in this thread is purely a volitility trade based off technical readings relating to the VXX etf.

As regards the $VIX, you want to watch for divergences against its MA. Kevin came up with one of the better measures (i.e., using 9,2 bollinger bands) to determine when to buy/sell the SPY. Given that > 80% of stocks follow the market, I use the $VIX divergences to time reversion to the mean long or short plays.



tarun766
50 posts
msg #108423
Ignore tarun766
10/18/2012 3:57:32 PM

Bought VXX 2 days ago from the trigger of
symlist(VXX,XIV)
add column RSI(2)
and rsi(2) is below 10

and i am down both days.

StockFetcher Forums · Filter Exchange · HELP FILTER 97% Success<< 1 ... 2 3 4 5 6 ... 8 >>Post Follow-up

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