StockFetcher Forums · General Discussion · hv ratios<< >>Post Follow-up
jhar3
23 posts
msg #106123
Ignore jhar3
modified
5/6/2012 7:38:38 PM

I am reading david landry's swing trading book,In one chapter, finding explosive moves, he is using a method from connor-haywood using hv. how can we code this . the relationship can be expressed as a ratio : divide the shorter term hv (6 days) by the longer term (100 day)volatility reading.When the ratio drops below 50% the market has the potential to make a large move.It also states that it expects a large move, but not which direction.Another example In this book, using hv , as trader we don't have time to wait for trades to happen, we need to trade what's moving.All of the examples in chapter 9 use a 50 day hv reading of at least 40% and most had reading of 80% and above.Any thoughts would be welcome.

StockFetcher Forums · General Discussion · hv ratios<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.