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976 posts
msg #119923
Ignore guspenskiy13
5/18/2014 3:48:00 PM

New thread, because this is something...old...but new at the same time.
I recommend reading this thread: and reading links in my first post there too.

holygrails says:
"1 minute intervals --using a 10 rsi linear regression-- volume- and a 150 (1 minute) ema-thats all you need to make killer moves- you can play the 10 rsi for incredible pos and neg diverges to pick off dead tops and bottom along with the linear regression the 150 ema is very powerful because every stock or index will will always come back to the 150 emna and every single explosion up or down off a consolidation comes right off the 150 ema line"

I do it like this:

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1-min chart, EMA(150), LR and RSI(10) is a good intra-day set up anyway... but what if we take it further?

What if we use it not just on one stock....but on S&P....would it be more effective?

What if we use it not just on S&P...but on the ratio of VOLATILITY ETF and S&P....we get the market sentiment...doubled...would it be more effective?

What if we use holygrail's killer intra-day set up on the ratio VXX/SPY, which already gives us most tops and bottoms....?

I have mastered the VXX/SPY ratio and its use, but I decided to take it further and incorporate two of my favorite trading tools.

I will have two posts: one simple short post and one in detail.

The short explanation is here:

We use 1 minute chart of (VXX)/(SPY) with EMA(150), LRC 50%, RSI(10) and CCI(100) in addition to VXX/SPY cross.

We look for consolidation near ema(150) and linear regression.

We look for crosses of LRT-line and EMA(150).

We look for divergences in RSI(10).

We look for trends and resistances in RSI(10).

We look for CCI(100) behavior near 0,100,125,150 levels. We look for CCI(100) zero cross.

This and (VXX)/(SPY) cross. There is nothing else, which could give you perfect entries into SPY every day, intra-day.

976 posts
msg #119924
Ignore guspenskiy13
5/18/2014 4:13:06 PM

Post in detail, lot's of text and pictures. All credit goes to holygrail, TRO, Bartune1, Kevin, WSG and others.

I'm just tweaking concept of other people and presenting it.

We use ema(150) with LRC because all major moves start near them and all major moves come back there for consolidation.

We use RSI(10) for spotting divergences and trends.

We use CCI(100) because it spots every reversal and every move.

CCI(100) rules (absolute values). We have 7 levels: CCI(100) = 150,125,100,0,-100,-125,-150.

SCENARIO: STRONG TREND (CCI is equal or exceeds 200, VXX/SPY is near/out MAE and out of BB).


THE SUPPORT BAND (125 to 150). Movements into lowest support will coincide with RSI(10) moves to 40.

If THE SUPPORT BAND gets broken, the move will turn into an intermediate correction.

LEVEL 100 will either hold or not, but regardless of that during the correction CCI should be in between of 0 to 100.

This will coincide with consolidation near LRT-line and RSI(10) 30-40.




Correction ends when CCI starts making a new high. It can either pop off 125, pop off 100 or pop off any consolidation

in between 0 to 100. Divergences on CCI sometimes show up better, than on RSI.

CCI=0 might be a turning point or extreme correction. CCI might get slightly above 0 as well. You have to be cautious

at those times, they usually coincide with consolidation near LRT-line.

Also, watch for the break of RSI declining RESISTANCE line which I described later here.

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1) CCI doesn't touch 125, pops earlier, near LRT-line

2) Notice CCI resistance at 125, near LRT-line

3) Ratio pops, but CCI makes a lower high and 125 remains resistant. Notice falling RSI(10).

4) CCI makes higher high off consolidation at LRT and crosses 100,125 and 150. RSI(10) breaks resistance.

5) CCI=0, Ratio at LRT. Pops again. Falls right off LRC.


There are a few signals, which could be pretty sick by themselves...they are absolutely KILLER if combined...let's go:

* RSI declining RESISTANCE line and RSI(10)<70/RSI(10)>30 (RSI failure)

Signal occurs when the resistance gets confirmed 3 times. The longer the line, the more significant the move will be.

RSI(10) fails to exceed 70(30) - that's a failure. We've got resistance(support)


A fail to exceed one of the CCI-bands, up to 150. A great signal occurs, when CCI fails at 150 and then consequetively

fails at 125 or 100.

* LRT-line squeeze with EMA(150)

Any major move starts off LR-line or EMA(150). When EMA(150) is particularly close to LRT-line, we can see a nice pop, especially if we've got two confirmation signals

above. When EMA(150) is close to LRT-line, this is a strong signal of the end beginning.

* Break of the move's LR-channel

I use automated LR channel as well as I draw it by hand for the major move. Consolidation near LR bottom line in symphony with consolidation near ema(150)

results in a break and reversal. A good confirmation would be CCI/RSI failure as well.

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1,2 - notice CCI failure at 100

3 - consolidation near LRT and CCI indecisiveness.

4 - LRT Break, CCI pop, consolidation near EMA(150)

5 - CCI drops to 100 and fails to exceed 125. Sligh pop above EMA and consolidation.

6 - CCI fails to cross 100, fades to EMA

7 - Notice the time, near 2 pm. This is golden. CCI crosses 0, four minutes later consolidation crosses EMA(150), two minutes later LRC gets broken.

8 - pop off to EMA, CCI holds 0. You can notice the next CCI pop fails at 100 and we get another correction. After that, CCI exceeds 150, finds support at our 100 level.


You use same concepts as in the strong trend.

I will list things to look for:

1) Cross through LRT-line and EMA(150) - the beginning of strong moves will always be like this.

2) CCI failure at 150/125/100. If the market is trend-less - those levels are the key levels for resistance. Patterns, when CCI fails near 150 and then fails at lower level

give you an incredibly good signal of a reversal.

3) RSI(10) - in choppy markets RSI is magical in terms of divergences, trends and resistances. Always watch for a confirmation of a trend-line, but especially watch for a break of it.


I find the above concept very effective. However, you can use this set up just for CCI cross of 0, consolidation at LRC/EMA. You can put less effort and it will still be very effective. This is just another tool to use.

Try it and you will be fascinated by the timing you will get.

976 posts
msg #119926
Ignore guspenskiy13
5/18/2014 4:25:16 PM

Yesterday example. Choppy friday.

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1st red arrow - CCI(100) 150 fail, RSI(10) divergence and EMA(150) consolidation cross.

Many green arrows - LRC, RSI double divergence, CCI(100) fails at 125, then at 100, then finally crosses 0.

Many red arrows: LRC, EMA(150) consolidation and cross, RSI(10) divergence, CCI(100) crosses 0.

976 posts
msg #119946
Ignore guspenskiy13
5/19/2014 12:45:50 PM

LIVE call in intra-day alerts by me:

SPY drops 0.2% in 10 min

only used VXX/SPY

976 posts
msg #119953
Ignore guspenskiy13
5/19/2014 3:00:23 PM

This might be a big one.

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Image and video hosting by TinyPic

Image and video hosting by TinyPic

976 posts
msg #119954
Ignore guspenskiy13
5/19/2014 3:54:04 PM


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976 posts
msg #119956
Ignore guspenskiy13
5/19/2014 6:10:08 PM

An example of review for next day using VXX/SPY and VIX in this thread:

976 posts
msg #119974
Ignore guspenskiy13
5/20/2014 4:07:08 PM

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Added Stochastic (14,7) for some additional insight, works well. Might need to change the length tho.

35 posts
msg #119983
Ignore frsrblch
5/22/2014 11:02:04 AM

For anyone else wondering what the hell this TOS platform is, you can set up something very similar on the free site TradingView. Just paste these scripts into their script editor. If you create a free account, you will be able to save scripts and layouts. It's a fairly simple scripting language, so it shouldn't be hard to modify these scripts into whatever you need.

For the VXX/SPY chart, the following script will give you ema(150) crossovers:

vxx = security("VXX","1",close)
spy = security("SPY","1",close)
vxxspy = sma(vxx/spy,4)


RSI(10) for VXX/SPY is as follows:

study("VXX/SPY RSI(10)")
vxx = security("VXX","1",close)
spy = security("SPY","1",close)
vxxspy = sma(vxx/spy,4)
plot(rsi(vxxspy,10), color=orange)


CCI(100) for VXX/SPY is as follows:

study("VXX/SPY CCI(100)")
vxx = security("VXX","1",close)
spy = security("SPY","1",close)
vxxspy = sma(vxx/spy,3)

418 posts
msg #119984
Ignore klynn55
5/22/2014 12:06:17 PM

thanks to you and gus for the work!

StockFetcher Forums · Filter Exchange · holygrail's "the worlds best intraday setup"<< 1 2 3 4 >>Post Follow-up

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