StockFetcher Forums · Filter Exchange · Volatility of the Volatility as regards SPY and VXX<< >>Post Follow-up
SAFeTRADE
630 posts
msg #144287
Ignore SAFeTRADE
modified
8/3/2018 11:09:24 AM

Fetcher[
set{vxxrsi, ind(vxx,rsi(2))}
set{spyrsi, ind(spy,rsi(2))}
set{tnxcls, ind(^tnx,close)}
set{vmult, atr(10) * 1.5}
set{vstopu1a, low 5 day low + vmult}
set{vstopu2a, close + vmult}
set{vstop, min(vstopu1a 1 day ago,vstopu2a)}

set{vstoplow, low vstop low 5 day low}
set{vstopx, vstoplow +vmult}
set{vstopxx, close + vstoplow}
set{vstop2, min(vstopx ,vstopxx)}
set{cls, close}
set{buyvstop, count(cls above vstop,1)}

set{sell, count(cls below vstop,1)}

set{xaaa1,high 3 day ago - low}
set{xbbb1, atr(2) 3 day ago}
set{xccc1, xaaa1 / xbbb1}
set{xddd1, xccc1 / pow(xccc1,0.50)}
set{buyxddd1, count(xddd1 below 1,1)}
set{sellxddd1, count(xddd1 above 1,1)}
draw xddd1 line at 1

draw vstop on plot vstop2
draw cls on plot vstop2
draw ma(5)
draw ma(20)

add column separator
add column vstop
add column vstop2
add column separator
add column buyvstop
add column buyxddd1
add column separator
add column separator
add column vxxrsi
add column spyrsi
add column separator
add column separator
add column sell{sellvstop}
add column sellxddd1
add column separator
add column tnxcls
draw macd(3,5,3)
draw tnxcls line at 2.9
symlist(spy,vxx,spxl,spxs)
chart-length 4 months

]



StockFetcher Forums · Filter Exchange · Volatility of the Volatility as regards SPY and VXX<< >>Post Follow-up

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