StockFetcher Forums · General Discussion · Volatility Indexes<< 1 ... 3 4 5 6 7 >>Post Follow-up
Kevin_in_GA
3,976 posts
msg #88951
Ignore Kevin_in_GA
modified
3/2/2010 10:01:38 AM

2/5/2010 11:06:37 PM

For anybody who was watching, we had a perfect BB(9,2) VIX buy signal on the SPY this afternoon at it's lows .....

++++++++++++++++++++++

Obviously a pretty good call, Bartune1! Look at the market movement since 2/5 ...

As of today, the vix has had a red candle 14 of the last 15 days - expect some reversal soon (if the Powers that Be will allow it).

Note that the VIX lower wick has touched the lower BB(9,2) this morning, and is moving up.

EDIT: VIX now is another filled red candle (nice doji), as of 11:55 AM.

mystiq
650 posts
msg #88989
Ignore mystiq
modified
3/3/2010 4:49:36 AM

Kevin_in_GA
- Ignore Kevin_in_GA 11/9/2009 10:23:17 AM
Well, VIX continues to drop as the markets go higher - based on the current position for the lower BB(10,2) at 22.04 any close near this gives an alert (not a SELL signal until it closes below this value). VIX is currently at 23.64 at the time of this posting.
I now check the VIX value at 3:45 PM or so, to see if I should buy SPXU or UPRO before the close. For this short term trade, I now look to the 3x ETFs for maximum gain.

kevin


>>>>if VIX closes below BB(10,2) -->?an SPY sell signal is given?<<<<
>>>>you want to buy SPXU or UPRO when -->?VIX close above BB(10,2) / spikes SPY buy signal?<<<<

(-.-) just need clarification

Thx

ps. dont u think TNA and BGU are more profitable to capture moves instead of SPXU and UPRO ?

Kevin_in_GA
3,976 posts
msg #89003
Ignore Kevin_in_GA
3/3/2010 9:44:20 AM

That's right. I'll say that the markets are a little moody, so be careful if you are using the 3x ETFs.

The BB(9,2) settings are slightly better, but both work OK.

mystiq
650 posts
msg #89041
Ignore mystiq
modified
3/4/2010 2:36:03 AM

Kevin_in_GA
- Ignore Kevin_in_GA 3/3/2010 9:44:20 AM
That's right. I'll say that the markets are a little moody, so be careful if you are using the 3x ETFs.
The BB(9,2) settings are slightly better, but both work OK

Thanks Kevin (-.-)
I experimented with these settings:

Fetcher[
draw bollinger bands(50,2)
draw ema(50)
draw ema(100)
draw bollinger bands(9,2)
chart-time is 6 months
symlist(spy))
]



gabestogie
79 posts
msg #89642
Ignore gabestogie
3/15/2010 9:52:28 PM

Kevin:
this certainly is interesting. I need to try to catch up to you guys. Seems like your on the 50 yard line and I'm on the 10 when it comes to this stuff. Great site will try to figure it out.
Regards,
Gabe

BarTune1
361 posts
msg #130980
Ignore BarTune1
9/8/2016 10:31:08 PM

Kevin,

Remember some earlier work on the VIX and related indexes? Actually, Chetron wrote some decent filters on page 6 having to do with the OVX .... the one for going long triggered some nice plays at the beginning of the month.

We discussed the OVX in some other threads also .... applying BB(9,2) it squarely triggered a buy a few days ago.

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