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--- In amibroker@xxxxxxxxxxxxxxx, "Eugene" <johngalt1234@xxxx> wrote:
> I will admit the absolute values of VIX have not been reliable at
all.
> We have seen higher prices and a declining VIX. I am using the VIX
as
> only a confirmatory factor.
This was EXACTLY my point, I didnīt see ^VIX confirming anything.
If you see recent ^VIX D_sat, OK, it reacted at X, OK it moved
upwards, BUT, ^NDX D_sat does not desaturates yet [the same with
^GSPC D_sat]
DT
Trading is all about possibilities and
> when the risk to reward is good....I take a trade. I believe at
these
> levels the risk is rather moderate. Which is why we have stop
losses?
>
> Eugene
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > Eugene,
> > Absolute ^VIX values were not that reliable the last month or so.
> > Be careful and good luck !!
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx>
wrote:
> > > Dimitris,
> > >
> > > The value of the Vix is currently in a place where prior
reversals
> > > have occurred. I am currently trying to short the SP at
968.75. I
> > > dont have an equivalent number for NDX. I believe that it will
> > follow.
> > > I could be wrong but the driver for lower prices might be as a
> > result
> > > of the SEC investigation of IBM and the preannouncements for the
> > > following quarter.
> > > Just my two cents.
> > > Eugene
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis"
> > <TSOKAKIS@xxxx>
> > > wrote:
> > > > Steve,
> > > > Ascending ^VIX D_sat lines, combined with descending [or
> > > desaturated] ^NDX D_sat are usually matching to bearish N100
> > periods.
> > > > [Dec signals were aligned to this rule].
> > > > The recent situation was different. ^NDX D_sat remains
relatively
> > > high going to the top again and again.
> > > > The same with the majority of the N100 stocks [look at the
> > MeanD_sat].
> > > > The last two months [April-May] ^NDX and the market refuse to
> > > desaturate with characteristic reaction points X1, X2, X3.
> > > > ^VIX reacted at X, stopping its way down [the signal was very
good
> > > to detect the local ^VIX low]
> > > > Its positive orbit is not combined with the N100 lines and
this
> > fact
> > > [among many others] made me cautious to consider it
> > > > as a bearish signal. I was expecting the market to make a
quick
> > > double peak, the market not only confirmed but went a bit
higher.
> > > > Bearish scenarios do not seem to match the recent market
outlook.
> > > > I will not be surprised to see an attempt to May17, 2002
peak...
> > > > Going Short is not an easy job the last 160 bars, ^VIX
behavior is
> > > not always a copy-paste method.
> > > > Day by day I change my opinion for the market, adding
cautiously
> > > more bullish salt and cutting the bearish peper into
> > > > smaller [and smaller] pieces. Many indicators seem to agree
with
> > > this recipe.
> > > > Anyway, I will wait to see market D_sat to de-saturate first
and
> > > then de-dust the well known bearish scenarios [if necessary...]
> > > > Dimitris Tsokakis
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