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[amibroker] Re: ^VIX studies



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Dimitris, 
your trend indicator has gone green for VIX.
nand


--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx> 
wrote:
> Another interesting contribution to the recent ^VIX puzzle
> http://technical.traders.com/tradersonline/display.asp?art=1037
> DT
> PS: Since then [Apr23] ^VIX moved even lower and left behind many 
> questions without answer...
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> 
> wrote:
> > Today´s session is another small proof. ^VIX seems to loose the 
> > reaction . Life is never easy with price levels.
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> <TSOKAKIS@xxxx> 
> > wrote:
> > > Ken,
> > > thank you for the interesting site, you always take care of the 
> > list 
> > > and many readers appreciate it !!
> > > The text is somehow simplistic, covering mainly step 2 
> [horizontal 
> > > support]. It gives extra emphasis to this element,
> > > although it is not [IMO] the A and Z of T/A.
> > > No, there are not magic reaction levels and 0.73 was just 
> repeated 
> > > sometimes in the past [what would the author write with
> > > the last 0.658 !!!], because RVIX is closely attached to price, 
> it 
> > is 
> > > not an oscillator.
> > > On the other side, I am not the right person to comment these 
> > charts, 
> > > I have never used such long time frames as 200MA
> > > [I usually work with 30-40 bars indicators, maximum 80bars for 
> some 
> > > Slow Stochastics like the below described Sqrt]
> > > There is a beauty in 200 or 250MA, no doubt, I have met serious 
> > > analysts working exclusively these frames, but, it is not my 
> style.
> > > The same comments for the recent RNDX.** Although past levels 
> > rarely 
> > > exceeded 1, we are above 1 for more than 28 sessions WITHOUT 
ANY 
> > > SPECIAL REASON and without any super bullish events.
> > > If you were considering 1 as the reaction level for RNDX, you 
> would 
> > > Short the market on March13 and you would loose the whole part 
of 
> > the 
> > > recent [not so important] NDX uptrend.
> > > Note also that the recent military affairs confused the market 
a 
> > lot. 
> > > If nothing else, this fact will cause a 20days delay to 
anything 
> > was 
> > > planned before [fibonacci time zones fans will be slightly 
> > inaccurate 
> > > in their calculations this period !!]
> > > A final note : Some upcoming results may be good and give 
another 
> > > plastic impulse to the market.
> > > As for myself, despites #6th paragraph, I am very happy to be 
> >80% 
> > > cash this period, waiting for more clear signals.The last long 
> > > positions were closed last week, [except the miserable 
WN03 !!], 
> no 
> > > important new Shorts, just waiting.
> > > Thanks again
> > > Dimitris 
> > > ** Try a
> > > C0=Foreign("^NDX","C");
> > > Plot(C0/MA(C0,200),"RNDX",1,8);
> > > C1=Foreign("^VIX","C");
> > > Plot(C1/MA(C1,200),"RVIX",4,8);
> > > in a database including both ^NDX and ^VIX
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> 
> wrote:
> > > > Dimitris:  you may want to read about Relative VIX at
> > > > 
> > > >  
> > > > 
> > > > http://www.zealllc.com/2003/rvix.htm
> > > > 
> > > >  
> > > > 
> > > > Let me know your reaction...if you have one.
> > > > 
> > > >  
> > > > 
> > > > Ken
> > > > 
> > > >  
> > > > 
> > > >  
> > > > 
> > > > These are the main ^VIX graphs I watch everyday.
> > > > 4. and 5. say that we expect a new N100 bearish period. 
> > > > 
> > > > 3 says to wait for a great "Buy the Market" signal more than 
20 
> > > bars.
> > > > The results are yours. 
> > > > Dimitris Tsokakis 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > Yahoo! Groups Sponsor
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