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<FONT face=Arial
size=2>Dimitris:
<FONT face=Arial
size=2>
You gave me a grade
school teacher's answer. It isn't very helpful. I don't have an
archive of the original postings to this thread.
<FONT face=Arial
size=2>
<FONT face=Arial
size=2>Lionel
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx] Sent: Wednesday, March 26, 2003 12:34
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
^VIX D-ratio SignalThe first step is to give the
detailed code. It is tested, it works, even if you don´t 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@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
Sponsor > > > > > >
ADVERTISEMENT> > > > > > > >
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