karennma
8,057 posts
msg #122101
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12/1/2014 11:22:33 AM
Re:
karennma
4,887 posts
msg #122062 11/25/2014 9:40:00 AM
This is crazy.
Have you looked at the VXX?
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I knew it! Hit the low of 26.59 on the 11/26/14.
Now it's 28.50
Guys, if you want to know ahead of time what the market's gonna do, I'm telling you -- watch VXX.
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guspenskiy13
976 posts
msg #122145
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12/4/2014 12:31:57 PM
couple days ago I went to prophet charts in ToS and plotted YTD XIV vs VXX in percentage
funny thing - each cross of XIV vs VXX resulted in quite big returns (or losses) for one or another
not sure if that's what you mean - but that was interesting to see....
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Eman93
4,750 posts
msg #122218
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12/12/2014 9:26:37 AM
this is my take using some of Kevins stuff and my own
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guspenskiy13
976 posts
msg #122220
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modified |
12/12/2014 10:03:21 AM
I've been using this one for some time... It would be interesting to plug this concept into thinkscript and look at it real-time, with an evaluation score based on multiple indicators.
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Eman93
4,750 posts
msg #122228
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12/12/2014 2:55:26 PM
Yes on multiple time frames!
I dont have the time nor the skills...
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karennma
8,057 posts
msg #122229
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12/12/2014 8:41:54 PM
Why is LVS in there?
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Eman93
4,750 posts
msg #122259
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12/16/2014 5:17:18 AM
K,
I was just following it when i put this together this is several years old.
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guspenskiy13
976 posts
msg #122266
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12/16/2014 10:09:54 AM
I will try to put it up this week Eman
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guspenskiy13
976 posts
msg #122303
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modified |
12/18/2014 3:22:09 PM
Eman - I didn't quite understand those lines:
set{relstrength, roc(11,1) - ind(iwm, roc(11,1))}
and what exactly do they do....
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guspenskiy13
976 posts
msg #122305
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12/18/2014 3:51:28 PM
Still looking for daily-indicators here in SF that would be interesting to implement on different time-frames.
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