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Re: [amibroker] VIX and Breadth



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Hello Salil,
 
For the S&P chart and the bottom-most 
indicator (StochRSI ?), how do you get AB to fill in colored bars for when the 
indicator is below 30 (blue) or above 70 (red)?
 
Very fascinating as I didn't know this canbe done 
!
 
Thanks,
HB
 
<BLOCKQUOTE dir=ltr 
>
----- Original Message ----- 
<DIV 
>From: 
Salil V 
Gangal 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Tuesday, July 30, 2002 1:00 
AM
Subject: [amibroker] VIX and 
Breadth
Dimitris,Here's what I mean by VIX detected 
bottom.  Chart shows the sharp rise of VIX (anunsustainable riseof 
course) against the sharp fall of S&P 500.  Is there anythinglike 
that for MACDBull/Bear and BullPressure/BearPressure 
?Anthony,If you can spare time, will you please post your 
charts for May-June-July period ? I guess it will be better (for me) to 
take a short-term look.Regards,- Salil V 
Gangal--- Salil V Gangal <salil_gangal@xxxx> 
wrote:> Dimitris,> > Very interesting.> > I 
monitor and analyze just the 'standard' Breadth Indicators - McClellan 
/> Advancing-Declining and New-High-Lows.  Nope they did not 
detect sharp upturn. > (VIX> did.)> > Quick 
questions - Did the 'composite' detect it ?  Or is the purpose not really 
to> detect the bottom (and top) at all ?> > You've 
documents the references well ...  I'll go thru those.> > 
Regards,> > - Salil V Gangal> > > > 
> --- Dimitris Tsokakis <TSOKAKIS@xxxx> wrote:> > 
I posted an article some days ago at> >><A 
href="">http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=articles/DirectionOfMarket1.htm> 
> The end of the article was the  > > References> 
> <A 
href="">http://groups.yahoo.com/group/amibroker/message/3075 
> > <A 
href="">http://www.amibroker.com/library/detail.php?id=177> 
> The editor published the article without the references for his own 
respectable> > reasons.> > Readers know very well that I 
ALWAYS give references, when it is neccessary.> > I could not change 
this rule for this article .> > I had the idea to create the "Breath 
indicators" and discussed the subject in a> > long private 
communication> > with Tomasz Janeczko, amibroker.com.> > I 
posted the "New categories" [June 28, 2001] and the "Definitions" [June 
29,> > 2001] for OSI and OBI, at> > <A 
href="">http://groups.yahoo.com/group/amibroker/message/2845> 
> <A 
href="">http://groups.yahoo.com/group/amibroker/message/2846> 
> Tomasz, an excellent software designer, prepared and released for 
Amibroker> users> > the composites technique with his> 
> <A 
href="">http://groups.yahoo.com/group/amibroker/message/2857, 
on July 1, 2001.> > I still believe my first comment at>> 
<A 
href="">http://groups.yahoo.com/group/amibroker/message/2858> 
> "I believe that it is the dawn of a new era in Technical 
Analysis."> > The "New Breath Indicators, part I" was posted onJuly 
2, 2001 at> > <A 
href="">http://groups.yahoo.com/group/amibroker/message/2865> 
> Some hours later, a reply by Tomasz Janeczko was posted at> > 
<A 
href="">http://groups.yahoo.com/group/amibroker/message/2867> 
> "Mr. Dimitris Tsokakis has done great job introducing these new 
breadth> > indicators.> > What is the most important is 
that they give quite good and reliable signals> > before important 
market moves. I would advise to test his work on your local> > 
markets and see for yourself."> > In Amibroker 4.0 users guide you 
may read also, in AddToComposite() function:> > [more info], 2.4 
notes> > "The idea was originally presented in the > > 
12/2001 issue of AmiBroker tips newsletter. > > Special thanks to 
Mr. Dimitris Tsokakis for very constructive discussions that> > 
allowed creation and enhancements of this idea. "> > Since than, 
many Breath Indicators and Applications were presented at> > <A 
href="">http://groups.yahoo.com/group/amibroker/message/> 
> and at the AFL Library> > <A 
href="">http://www.amibroker.com/library/list.php.> 
> I hope these details will make things more clear.> > Someday we 
will read the "History of Technical Analysis" and our name may be>> 
included in a small corner.> > Until then, we may avoid any 
confusion and join our postings with the> appropriate> > 
references, as it fair to do.> > Dimitris Tsokakis> > 
> > > > > > > >  > > 
> > > 
__________________________________________________> Do You 
Yahoo!?> Yahoo! Health - Feel better, live better> <A 
href="">http://health.yahoo.com> > 
>  > > Your use of Yahoo! Groups is subject to <A 
href="">http://docs.yahoo.com/info/terms/ 
> > 
__________________________________________________Do You 
Yahoo!?Yahoo! Health - Feel better, live better<A 
href="">http://health.yahoo.com Your 
use of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service. 






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