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I have sent numerous postings Re: ^VIX and its use.
The same for the D-ratio indicator.
For the combination of ^VIX and D-ratio I posted the full code [it is
still written even in this message].
You may collect all previous messages from the support [Tomasz
offerred an excellent work to the users !!!]
Is there anything else I can do for you?
DT
PS. I am not a grade school teacher.
--- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> Dimitris:
>
> 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.
>
> Lionel
>
>
>
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Wednesday, March 26, 2003 12:34 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: ^VIX D-ratio Signal
>
>
> 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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