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Re: [amibroker] VIX and Breadth



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Hello Salil,

Unfortunately I do not have the S&P 500 and its componets in my
database, Could you post the ticker list, I will import data history and
post the charts for the period you mentioned.

Anthony

Salil V Gangal wrote:

> Dimitris,
>
> Here's what I mean by VIX detected bottom. Chart shows the sharp rise
> of VIX (an
> unsustainable rise of course) against the sharp fall of S&P 500. Is
> there anything
> like 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
> > >
> >
>
> ttp://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=articles/DirectionOfMarket1.htm
>
> > > The end of the article was the
> > > References
> > > http://groups.yahoo.com/group/amibroker/message/3075
> > > 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
> > > http://groups.yahoo.com/group/amibroker/message/2845
> > > http://groups.yahoo.com/group/amibroker/message/2846
> > > Tomasz, an excellent software designer, prepared and released for
> Amibroker
> > users
> > > the composites technique with his
> > > http://groups.yahoo.com/group/amibroker/message/2857, on July 1,
> 2001.
> > > I still believe my first comment at
> > > 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 on July 2, 2001 at
> > > http://groups.yahoo.com/group/amibroker/message/2865
> > > Some hours later, a reply by Tomasz Janeczko was posted at
> > > 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
> > > http://groups.yahoo.com/group/amibroker/message/
> > > and at the AFL Library
> > > 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
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
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>
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