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What a great idea !!
^VIX was one of the most reliable vehicles the last 3 years.
To use its data, simply write
F=Foreign("^VIX","C");
and then use this F according to your trading ideas.
Apply To current stock [your SPY] or a whole group of stocks.
1. A simple example for the N100 database
F=Foreign("^VIX","C");
Buy=Cross(F,35);
Sell=Cross(F,31);
in words "Buy your stock when ^VIX crosses 35 and Sell it when ^VIX
crosses 31"
The total net profit for the N100 market since Jan2000 was +150%.
It is more important that ONLY 4 stocks loose [SPOT -21%, SBUX -6%,
SIAL -5%, FAST -3%]
All the rest 97 were profitable from +1% up to +600%.
2. The system
F=Foreign("^VIX","C");
Buy=Cross(F,35);
Sell=Cross(31,f);
was even better : +186% for the market, ONLY 3 loosing stocks [FAST -
13%, SIAL -3%, FHCC -0.3%] and
2 golden candidates, NTAP [12trades/12winners/0losers, +675%] and
LLTC [12trades/12winners/0losers, +240%]
If you condider that we speak for Long systems in a quite bearish
period, you may agree that ^VIX data was one of the best consultants
for the market.
Of course there are more sophisticated uses of ^VIX data, through
^VIX D_ratio or ^VIX D_sat, but,...this is another discussion.
For an extended description of your idea see also #33503, #33527
messages Re:The Transcendental use of Data.
I always look at ^VIX data and some ^VIX indicators, but I made some
crazy money some time ago using the former TMPW data as a signal
generator to trade 5 stocks.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "disciplinehedge"
<NelsonChang@xxxx> wrote:
> Wondering if I can get some help with the more experienced folks
> here...
>
> Am I able to generate buy/sell signals from one symbol, like VIX,
for
> another symbol like SPY?
>
> I've been working with Amibroker for some time, and I'm a bit
> frustrated at how little I've been able to get done.
>
> As the most basic example, how do I set up and test a system to do:
>
> 1) Buy when VIX hits 40, sell when VIX hits 25.
> 2) The buy/sell signals would be tested on SPY.
>
> TIA...
>
> (or is Amibroker not capable of working with 2 symbols
> simultaneously?)
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