guspenskiy13 976 posts msg #120624 - Ignore guspenskiy13 modified |
6/10/2014 3:15:51 PM
daily time-frame?
I will compare the results of 100/200 ema to VXX/SPY as a signal; I think that time-frame of 30 or 60 minutes would be interesting
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shillllihs 6,044 posts msg #120625 - Ignore shillllihs |
6/10/2014 3:49:17 PM
Daily, but you can do more if you want.
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guspenskiy13 976 posts msg #120626 - Ignore guspenskiy13 modified |
6/10/2014 4:19:05 PM
Didn't work with EMA for some reason, but I think that I'm just bad at scripting.
Useless
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VXX/SPY 5 year daily TOS ema(100)&(200)
Useless
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VIX/SPX 5 year daily TOS ema(100)&(200):
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guspenskiy13 976 posts msg #120628 - Ignore guspenskiy13 |
6/10/2014 4:24:30 PM
Interestingly, 1 minute chart with same ema's would give us a sell at 10:25 today, TVIX @3.52.
TVIX ended up closing 5% lower EOD.
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shillllihs 6,044 posts msg #120629 - Ignore shillllihs |
6/10/2014 4:37:25 PM
So shorting TVIX under 100/200 & bailing & waiting when it encroaches is useless?
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guspenskiy13 976 posts msg #120631 - Ignore guspenskiy13 |
6/10/2014 5:03:22 PM
charts for VXX/SPY do not show the data we want.
$VIX and $SPY do. that's what I meant.
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shillllihs 6,044 posts msg #120632 - Ignore shillllihs |
6/10/2014 5:31:50 PM
Ok. I got my kids little league game to go to
& i'll be out of town til the 18th so work on a comparison & keep up the good work.
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guspenskiy13 976 posts msg #120654 - Ignore guspenskiy13 |
6/11/2014 12:43:22 AM
simple yet profitable.
might need to adjust the length of the ratio.
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shillllihs 6,044 posts msg #120695 - Ignore shillllihs |
6/11/2014 6:12:35 PM
I tested 120 minutes going back to 2011 march and even with a 40% loss it still made 285℅ over 3 years. Nice n simple,
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guspenskiy13 976 posts msg #120697 - Ignore guspenskiy13 |
6/11/2014 7:45:09 PM
120 minutes VIX/SPX with ema(100)/(200) ?
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