StockFetcher Forums · Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms<< 1 ... 8 9 10 11 12 >>Post Follow-up
4,689 posts
msg #105937
Ignore Eman93
4/18/2012 1:01:30 AM


thats one of CHETS... wonder how he is doing?

434 posts
msg #105942
Ignore BarTune1
4/18/2012 9:45:39 PM

Good question Eman .... I think it has been 2 years since he left .... in any event, Kevin is the new Chetron ....

4,599 posts
msg #105943
Ignore Kevin_in_GA
4/18/2012 11:29:44 PM

I doubt it.

4,689 posts
msg #105984
Ignore Eman93
4/22/2012 10:51:59 PM

R S of QID really spikes at bottoms... first lower graph

set{relstrength, roc(11,1) - ind(iwm, roc(11,1))}

add column Volume 1 day ago {Vol 1 day ago}
add column rsi(2) 1 day ago { RSI(2) 1 day ago}
add column rsi(2)
ADD COLUMN relstrength {relative strength}

do not draw relstrength
do not draw RSI(7)
do not draw RSI(2)
do not draw Money Flow Index(5)
do not draw Williams %R(20)
draw ind(qld, relstrength) on plot ind(qid, relstrength)
draw ind(qld, rsi(7)) on plot ind(qid, rsi(7))
draw ind(qld,money flow index(5)) on plot ind(qid, money flow index(5))
draw ind(qld, Williams %R(20)) on plot ind(qid, Williams %R(20))
draw CMA(RSI(2), 5)

1 posts
msg #106344
Ignore kevinjbrown
5/19/2012 10:42:04 PM

I guess I'm a bit confused here but isn't VXX essentially a mirror image of SPX ? So couldn't you get primarily the same signals by applying all of this directly to the SPX chart?

767 posts
msg #106373
Ignore gmg733
5/22/2012 9:28:55 PM

No Kevin it is not the same.

2 posts
msg #106588
Ignore reticent67
6/9/2012 10:51:11 AM

While studying this filter I've noticed something interesting. On a daily chart, Stochastics crossovers seem to coincide with the high/low swing points. Disregarding overbought/sold levels, look at the signal line crossovers.

The Fast Stochastic (10,3) seems to crossover on the same day that the high peaks and low points are made and the Slow Stochastics (10,3) tend to crossover a day after the high/low points. I'm thinking this could be a good indicator to use as an exit signal because on a 6 month chart, this looks pretty reliable.

Obviously the Fast Stoch gives a lot more whipsaws, but if you're nimble enough and want to trade more frequently, this may be right up your alley. Otherwise the Slow looks like it will keep you in trade a little longer and still capture the meat of the trend.

I have not backtested this, it's merely and observation at this point.

976 posts
msg #119823
Ignore guspenskiy13
5/15/2014 1:03:03 AM

Interesting - it calls tops and bottoms intra-day every day.
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976 posts
msg #119838
Ignore guspenskiy13
5/15/2014 10:50:34 AM

Ratio deviation over 2% calls tops/bottom right away. (10 min time-frame)

434 posts
msg #119909
Ignore BarTune1
5/16/2014 6:14:43 PM

You have done some interesting work Gus .... I still use $VIX as my primary market indicator on a (9,2) BB as to whether it is overbought or oversold ... and then go long or short individual stocks that are oversold or overbought based typically on Larry Connors filters .... my job precludes me from a lot of intraday trading, so I'm still primarily trading reversion to the mean on 1-5 day holds ...

StockFetcher Forums · Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms<< 1 ... 8 9 10 11 12 >>Post Follow-up

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