[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Don's VIX Question



PureBytes Links

Trading Reference Links

Don, I set the o,h,l,c #'s for tomorrow at todays close for a start. (do
this with the oex and the vix). Look at your oex amoss #'s as you input
your trial oex # to see which ma# generates a crossover above or below
.5. Do this with the vix to see where you would get a move above or below
zero. It is a crude way of determining where the peak in the distribution
curve is at a point in time. You can also do this on an intraday basis as
you input the actual intraday o,h,l,last #'s. This has been very
effective for me in determining entry and exit levels. It acts similar to
Welles Wilder's stop and reverse system.

Ron McEwan