StockFetcher Forums · Filter Exchange · VIX AND SPY IN UNISON MOVE<< >>Post Follow-up
deanengle
33 posts
msg #106883
Ignore deanengle
7/5/2012 12:27:45 AM

I REALIZE THAT THE SPY AND THE VIX WORK IN OPPOSITE DIRECTIONS, HOWEVER, IF AND WHEN THEY WORK IN UNISON BOTH UP OR BOTH DOWN, THERE IS A SIGNIFICANT OPPORTUNITY FOR PROFIT. HOW CAN I CREATE A CODE WHICH WILL SEARCH FOR THE VIX AND SPY MOVING IN UNISON...THANKS FOR YOUR HELP,,,DEAN

four
3,999 posts
msg #106884
Ignore four
7/5/2012 2:12:01 AM

http://forums.stockfetcher.com/sfforums/?q=view&fid=1002&tid=106735&qrid=

Eman93
4,659 posts
msg #107449
Ignore Eman93
modified
8/7/2012 11:15:17 PM

SPY up and VXX up today .. GLD down and SPY up...

Fetcher[

Symlist(spy)
draw MA(20)
draw MA(50)
draw MA(200)

set{x, count(ind(spy,close) > ind(spy,close 1 day ago),1)}
set{xx, count(ind(gld,close) < ind(gld,close 1 day ago),1)}
set{spyup-glddwn_SELL, x * xx}
draw spyup-glddwn_SELL

set{zx, count(ind(spy,close) < ind(spy,close 1 day ago),1)}
set{zxx, count(ind(gld,close) > ind(gld,close 1 day ago),1)}
set{gldup-spydwn_BUY, zx * zxx}
draw gldup-spydwn_BUY
and draw Slow Stochastic Fast %K(5,1)
do not draw RSI(2)
add column RSI(2)
draw CMA(RSI(2), 4)
add column gldup-spydwn_BUY {BUY}
add column spyup-glddwn_SELL {SELL}
]




Eman93
4,659 posts
msg #107452
Ignore Eman93
8/7/2012 11:35:46 PM

this is the VXX and SPY moving together... I guess the other thread was removed...even my posts?

Fetcher[

Symlist(spy,)
draw MA(20)
draw MA(50)
draw MA(200)

set{x, count(ind(spy,close) > ind(spy,close 1 day ago),1)}
set{xx, count(ind(vxx,close) > ind(vxx,close 1 day ago),1)}
set{spyup-vxxup_SELL, x * xx}
draw spyup-vxxup_SELL

set{zx, count(ind(spy,close) < ind(spy,close 1 day ago),1)}
set{zxx, count(ind(vxx,close) < ind(vxx,close 1 day ago),1)}
set{vxxdwn-spydwn_BUY, zx * zxx}
draw vxxdwn-spydwn_BUY
and draw Slow Stochastic Fast %K(5,1)
do not draw RSI(2)
add column RSI(2)
draw CMA(RSI(2), 4)
add column vxxdwn-spydwn_BUY {BUY}
add column spyup-vxxup_SELL {SELL}
]



Eman93
4,659 posts
msg #107453
Ignore Eman93
8/7/2012 11:44:50 PM

those are topping candles today.

resistance is 1405

http://stockcharts.com/public/1424685/chartbook/129091841;


Eman93
4,659 posts
msg #107631
Ignore Eman93
modified
8/14/2012 11:03:36 PM

Both the vix and gld indicator flashing sell today... failing to hold the break out above resistance today is bearish IMHO..

If the dollar can get back above the 50day we should get a pull back.. I don't like taking large trades in front of Option expiration.

If you look at the VIX it has been pretty good calling tops and bottoms last 6months.

StockFetcher Forums · Filter Exchange · VIX AND SPY IN UNISON MOVE<< >>Post Follow-up

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