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In a message dated 4/30/02 12:16:22 PM Pacific Daylight Time,
ianwaugh@xxxxxxxxxxxxxxxxxxx writes:
<< Has anyone got the Connors VIX book and tried the ideas with intraday
data?
I've been watching the VIX vs the S&P and emini and while the inverse
relationship is easy to see I struggle to see any patterns in the VXI
that could be used for trading. But that's probably just me...
Thoughts and comments appreciated. Please email direct if you wish.
Cheers,
Ian >>
Ian,
Some time ago, something somebody had posted to a message borad got me
looking at using the macd on the sp (or the e-mini). I found that a pretty
simple macd system produced a reasoanble trading system with 30 minute bars.
Heck, it was so good that some months it even beat Oddball! But it didn't
work so well on daily data ..... or even 60 minute bars. I had just set up a
stop and reverse system using simple macd crossover trading rules. I didn't
do a thorough look at modifications to improve the system ... but at the time
I thought it might be worth the effort to look for ways to improve the basic
rules. But other things came up (don't they always?) and I didn't pursue it
further.
Regards,
Lee Scharpen
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