StockFetcher Forums · Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms<< 1 ... 7 8 9 10 11 ... 12 >>Post Follow-up
chi-twn
9 posts
msg #99918
Ignore chi-twn
3/26/2011 4:10:58 PM

Thank You...

jwhtrades
6 posts
msg #100002
Ignore jwhtrades
3/30/2011 3:31:26 PM

Hi Kevin, Noticed you live in GA as do I. I really admire your work on the VXX:SPY and the Larry Connors filters. I'm delving into both of these now and wondered if you could tell me or know how to add thet "Trigger" indicator with NinjaTrader? Perhaps it has a different name?

Thanks in advance,
jwhtrades in Woodstock, GA

Eman93
4,659 posts
msg #100299
Ignore Eman93
4/18/2011 12:12:07 PM

Got a cross but look at the RENKO chart right at support, any way to make the chart show more bars? I dont have a sub to stock charts

duke56468
683 posts
msg #100305
Ignore duke56468
4/18/2011 7:46:21 PM

Eman93

Got a cross but look at the RENKO chart right at support, any way to make the chart show more bars? I dont have a sub to stock charts
+++++++++++++++++++++++++++++++++++++++++++++++++

Yes just change the Pts or ATR setting on the renko chart, you don't need a subscription for this.


Eman93
4,659 posts
msg #100393
Ignore Eman93
4/23/2011 6:28:40 PM

Thanks Duke

mhome
12 posts
msg #104916
Ignore mhome
2/11/2012 7:05:31 AM

Yesterday triggered a SPY top. Is this the end of the rally?

sohailmithani
192 posts
msg #104919
Ignore sohailmithani
2/11/2012 10:47:55 AM

I think it might try test the high but looks like eventually get down to correct itself a bit and then make a new high for the year.

Kevin_in_GA
4,548 posts
msg #105190
Ignore Kevin_in_GA
2/29/2012 2:16:02 PM

Just noting here that the VXX/SPY ratio says to stay long for now.

VXX:SPY chart from Stockcharts.com


Kind of a surprise since everyone seems to think we are at a topping point.

voidcomp
23 posts
msg #105191
Ignore voidcomp
2/29/2012 3:53:45 PM

That's the thing about relative strength - something weak is going to look strong compared to something weaker

jsheetz
23 posts
msg #105212
Ignore jsheetz
3/1/2012 5:41:47 PM

This is indeed a very interesting topic. I started playing with the idea of smoothing out the data by looking for moving average crossovers (like 10 and 20, or 20 and 50). This will result in longer holds, but is much less of a whipsaw system when market goes sideways.

I also figured that you could work an additional profit stop into it if the ratio makes it X% above the 10 period moving average... say 10%. The ideal number could be found with more testing, but the idea then would be let the ratio settle down a bit from it's recent extreme move, at which point you could re-enter. This would allow for capturing a better chunk of each move while the moving averages are switching the signals less.

Anyone play around with these idea at all? I will continue to toy with this tonight.

StockFetcher Forums · Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms<< 1 ... 7 8 9 10 11 ... 12 >>Post Follow-up

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