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Steve Duval wrote:
<BLOCKQUOTE TYPE=CITE> <FONT SIZE=-1>Does anyone have, or know where
to obtain, a system (ELA for SuperCharts 4.0) that can be applied to the
VIX to trade the S&P500. I am not looking to trade intraday, just on
a daily basis. Thanks for your reply.</FONT> <FONT SIZE=-1>Steve</FONT></BLOCKQUOTE>
<BR>
<P>input:len1(21),len2(15),avg1(12),avg2(3);
<BR>vars:vix(0),hvol(0),btest(false);
<BR>vix=Average(c of data2,avg1);
<BR>hvol=Average(((stddev(c,len1)*len2)/c)*100,avg2);
<BR>btest=hvol>hvol[1]and vix<vix[1];
<BR>
<P>if hvol crosses above vix then buy market;
<BR>if hvol<hvol[1]and hvol[1]>hvol[2]then begin exitlong;
<BR>btest=false;end;
<P>--
<BR> TC
<BR>
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</x-html>From ???@??? Sat Jun 20 07:04:52 1998
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Date: Fri, 19 Jun 1998 20:45:51 EDT
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To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Subject: Re: VIX Trading System
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For the person who wanted an .ela file.
> Does anyone have, or know where to obtain, a system (ELA for SuperCharts
4.0) that can be applied
> to the VIX to trade the S&P500. I am not looking to trade intraday, just on
a daily basis. Thanks
> for your reply. Steve
input:len1(21),len2(15),avg1(12),avg2(3);
vars:vix(0),hvol(0),btest(false);
vix=Average(c of data2,avg1);
hvol=Average(((stddev(c,len1)*len2)/c)*100,avg2);
btest=hvol>hvol[1]and vix<vix[1];
if hvol crosses above vix then buy market;
if hvol<hvol[1]and hvol[1]>hvol[2]then begin exitlong;
btest=false;end;
--
TC
--------------------
Steve Duval wrote:
<BLOCKQUOTE TYPE=CITE> Does anyone have, or know where
to obtain, a system (ELA for SuperCharts 4.0) that can be applied to the
VIX to trade the S&P500. I am not looking to trade intraday, just on
a daily basis. Thanks for your reply. Steve</BLOCKQUOTE>
input:len1(21),len2(15),avg1(12),avg2(3);
vars:vix(0),hvol(0),btest(false);
vix=Average(c of data2,avg1);
hvol=Average(((stddev(c,len1)*len2)/c)*100,avg2);
btest=hvol>hvol[1]and vix<vix[1];
if hvol crosses above vix then buy market;
if hvol<hvol[1]and hvol[1]>hvol[2]then begin exitlong;
btest=false;end; >>
Attachment Converted: "c:\eudora\attach\VIX.ELA"
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