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The first step is to give the detailed code. It is tested, it works,
even if you donīt fully understand line per line.
The next step is to explain lines or the whole "logic".
For ANY questions please do not hesitate to ask.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> Dimitris,
>
> <<Your proposition that D-ratio is the
> "R=1000*(H-L)/(H+L);
> you see below....">>
>
> seem's to me that for those Mathematicians among us. your
proposition
> may be clear, but for the rest of us who are less mathametically
> inclined, your propositons may be a bit obscure <g>. Actually I am
> complimenting you on your mathematical abilities. But with a 'tounge
> in cheek' manner, I am letting you know that for some of us, it
takes
> some real effort to disect your propositions.
>
> Phsst
>
> >
> > --- 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@x...]
> > > 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
> > > 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
> > >
> > >
> > >
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> > >
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