|
PureBytes Links
Trading Reference Links
|
dbtg wrote:
> FWIW, the 15-day & 5-day VIX reversal should kick in if , IF, the
> closing VIX today is greater than 30.80 (VIX OHLC so far today is
> 30.80/30.93/29.14/30.00).
And indeed it did, closing at 32.8. Here's hoping it's right, since
I'm short. :-)
But the VIX Reversal gets killed in extended trends, e.g. February of
this year. Has anybody written this up in TradeStation ELA for
experimentation? I'd like to take a look at it but I really don't
have time to whip it up, and if someone else has already done it and
is willing to share...
Thanks,
Gary
|