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Totally different then what ? the preceeeding year or ten ? the
limits of your data provider ? It's certainly not different then
market events of the past and as the saying goes ... those that don't
learn from history are doomed to repeat it ... just as they were in
late 1999 with the "new economy" when bear markets and recessions
were a thing of the past, remember ?
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Fred,
> thank you for your comments.
> I have no reason to go pre-2000. This period does not exist in my
> mind at all. I have NO signal for something similar, the situation
> the last 3 years is TOTALLY different.
> As for the described system, it was just a realistic example for
> Foreign("^VIX","C") use, nothing more.
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > If you like that then try adding the short side component i.e.
Buy
> > above 32 short below 31, but if you don't want a shock don't go
> > looking pre-2000 at either this system or the long only version.
> > Longer term VIX and VXN are clearly better at picking bottoms
then
> > tops as are other bottom oriented indicators like put/call ratios
> > etc.
> >
> > A suggestion for what it's worth ... Keep in mind that just
because
> > some particular indicator may be good at picking bottoms doesn't
> > necessarily mean it's good at picking tops and of course there is
> no
> > constraint on the system developer / trader to force this to be
> so.
> > There ARE other indicators that are better at picking tops and
> there
> > is no particluar reason not to couple one indicator or group of
> > indicators for picking bottoms and other totally different
> indicators
> > for picking tops.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> <TSOKAKIS@xxxx>
> > wrote:
> > > 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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