StockFetcher Forums · General Discussion · VIX and SPY<< >>Post Follow-up
tarun766
50 posts
msg #108602
Ignore tarun766
10/28/2012 9:27:52 PM

Has anyone look at when VIX moves 5 points up it helps the SPY push up?

Eman93
4,659 posts
msg #108606
Ignore Eman93
modified
10/29/2012 1:20:03 AM

Well here at good OLD sf we don't have the real VIX or SPX to run scans on????? its 2012 guys how hard could it be??????

so you can use spy and vxx... this is from another thread some where......

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)

add column RSI(2)
add column vxxdwn-spydwn_BUY {BUY}
]




drew9
171 posts
msg #108612
Ignore drew9
10/29/2012 12:53:12 PM

Just wanted to add that SF does recognize using ^VIX as a symbol as I use it in my plots and you can code using it. Go to the Filters forum and read the 97% Success thread.

Eman93
4,659 posts
msg #108614
Ignore Eman93
modified
10/29/2012 10:16:01 PM

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

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

set{zx, count(ind(^spx,close) < ind(^spx,close 1 day ago),1)}
set{zxx, count(ind(^vix,close) < ind(^vix,close 1 day ago),1)}
set{vxxdwn-spydwn_BUY, zx * zxx}
draw vxxdwn-spydwn_BUY
and draw Slow Stochastic Fast %K(5,1)

add column RSI(2)
add column vxxdwn-spydwn_BUY {BUY}
]



Eman93
4,659 posts
msg #108615
Ignore Eman93
10/29/2012 10:19:31 PM

You cant use it in a symlist... but they do work in the filter

StockFetcher Forums · General Discussion · VIX and SPY<< >>Post Follow-up

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