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Lionel
Issen
<FONT face=Tahoma
size=2>-----Original Message-----From: steve_almond
[mailto:steve_almond@xxxxxxxxx] Sent: Tuesday, March 25, 2003 2:11
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
^VIX D-ratio SignalCopy the formula posted by DT
earlier in this thread into Indicator builder and apply it to your stocks.
It will even have the correct title!Steve--- In
amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:> I
know what VIX means, but what is VIX D-ratio?> >
Lionel> > > > -----Original
Message-----> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxx] >
Sent: Tuesday, March 25, 2003 4:54 AM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re: ^VIX D-ratio
Signal> > > > Steve,> ^VIX D-ratio is indeed
very low.> Note that good "buy" signals of the past occurred when this
curve > crossed 48 or near this level.> It means we need some time
to go there [more than 20 bars]> See also> <A
href="">http://groups.yahoo.com/group/amibroker/message/35750>
CSCO D-ratio should also cross 37 and the recent values are below
15.> Both curves were very good for the last 3 years. Signals are few
but > they match to the main [sustainable] N100 trends.> The
complete formula I use is> >
H=Foreign("^VIX","H");L=Foreign("^VIX","L");> R=1000*(H-L)/(H+L);>
Z=Optimize("Z",48,47,52,1);> RRR=DEMA(R,Z);>
D1=Optimize("D1",32,27,32,1);> D2=Optimize("D2",48,45,55,1);>
F1=RRR>=D2;F2=RRR<=D1;> Sell=F2;Buy=F1;>
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);> Short=Sell;Cover=Buy;>
Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);>
Plot(RRR,"",1,1);> Plot(d1,"",8,1);Plot(d2,"",8,1);>
Plot(Buy*RRR,"Buy",5,2);> Plot(Sell*RRR,"Sell",4,2);>
Plot(LastValue(Highest(rrr)),"",11,1);Plot(LastValue(Lowest>
(rrr)),"",11,1);> Title="^VIX D-ratio";> GraphXSpace=2;>
> for both IB and AA.> [I posted an explanatory gif but it seems
lost...]> DT > --- In amibroker@xxxxxxxxxxxxxxx, "steve_almond"
<steve_almond@xxxx> > wrote:> > Here it is using the
Yahoo! symbol ^VIX.> > > > /*The use of ^VIX D-ratio for
Nasdaq100 Market, by Dimitris > Tsokakis, > > Dec
2002*/> > H=Foreign("^VIX","H");L=Foreign("^VIX","L");> >
R=1000*(H-L)/(H+L);> > Z=48;//Optimize("Z",49,47,52,1);> >
RRR=DEMA(R,Z);> > Plot(RRR,"VIX RRR",1,1);> > > >
> > Steve> > > > > > > > ---
In amibroker@xxxxxxxxxxxxxxx, "Alan Nouray" <alann@xxxx>
wrote:> > > What is VIX D-Ratio? > > > >
> > Alan> > > > > > --- In
amibroker@xxxxxxxxxxxxxxx, "steve_almond" >
<steve_almond@xxxx>> > > wrote:> > > >
Looking at Dimitris' ^VIX D-ratio, it seems like a strong sell > >
signal > > > > was given on 7/11/2002 and has recently reached a
very low > value > > > > (lowest value since September
2000).> > > > Any comment on this?> > > >
> > > > Steve> > > > Yahoo! Groups
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