|
PureBytes Links
Trading Reference Links
|
Using a related technique, the attached gif also shows a low pivot
signal on 1/5/00 when using implied volatility reversal as the signal
trigger.
Ned Markson
http://www.erols.com/cnedgo
Dennis Holverstott wrote:
>
> Clyde's posts reminded me to take another look at Doc OEX's thingy...
> buy when the historic volatility goes above the implied volatility. I
> wasn't on RT when the original posts were done but someone forwarded me
> the thread which prompted me to join. The gif shows the code I'm using.
> You get a buy signal when the indicator goes above 0. We got one last
> Wednesday.
>
> --
> Dennis
>
> ---------------------------------------------------------------
> [Image]
Attachment Converted: "f:\eudora\attach\CURRENT.gif"
|