|
PureBytes Links
Trading Reference Links
|
<SPAN
class=054125412-12022004>One odd thing, in that article, he's talking
about the Close of the VIX relative to its Open. In my QuotesPlus
data, the VIX dosn't have separate OHLC before 9/22/03, and I thought I
remembered that that's because the VIX was redefined by its sponsoring
organization.
<SPAN
class=054125412-12022004>
<SPAN
class=054125412-12022004>Is that right? Or is this just a QP artifact? If it's
real, that's not much of a backtest window to play with. Even besides the
vailability of OHLC data, how important is that redefinition to its use as a
trading indicator? Is it more or less comparable to the old version, or has its
behavior changed sigificantly? Hard to tell by eye.
<SPAN
class=054125412-12022004>
<SPAN
class=054125412-12022004>Dave
<BLOCKQUOTE
>An
intriguing system by Larry Connors - <A
href="">http://biz.yahoo.com/tm/040204/11209_2.html
- reminded me of something I'd like to backtest: using extremes in the VIX
to trade SPY.How could I program a backtest of this in AmiBroker?
In general, I'd like to try trading SPY using overbought/oversold levels
in the VIX for buy/sell signals.Thanks for any help on
this!
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|