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

Re: [RT] VIX Daily Hurst 4 update



PureBytes Links

Trading Reference Links




As a TS4 user for my intraday day stuff only I haven't 
purchased this as I'd really prefer it for MS where I do all the longer term 
stuff. Any chance this is a simple do to write for MS?
<BLOCKQUOTE 
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
  ----- Original Message ----- 
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  Clyde Lee 
  
  To: <A title=realtraders@xxxxxxxxxxxxxxx 
  href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 
  
  Sent: Wednesday, August 28, 2002 9:11 
  PM
  Subject: Re: [RT] VIX Daily Hurst 4 
  update
  
  Everyone must realize that there are two stages 
  of recalculations
  involved in this type of Hurst 
  approximation.
   
  The first is the use of some type of analysis 
  which will give you an
  idea of what the important cyclic periods 
  are.
   
  This analysis if done carefully and major 
  consideration given to 
  fitting the current data which is past the point 
  of computation of
  the Centered Moving Averages, then the selection 
  of what periods
  to use in the final analysis may not change for 
  months or years.
   
  The reason these don't have to change if selected 
  properly is that
  every time you update a chart with a data point 
  the system recalculates
  the amplitude and phase characteristics for 
  WHATEVER YOU HAVE
  SPECIFIED AS THE SIGNIFICANT CYCLIC 
  ELEMENTS.  This
  is basically the same as a reoptimization of a 
  system on a day by day
  basis.
   
  I have some charts that I have not changed the 
  value of the cyclic
  elements since I first setup the charts.  It 
  is rare that you can "guess"
  that good or that the analysis is that perfect 
  BUT IT DOES HAPPEN.
   
   
  Clyde
   
   
  - - - - - - - - - - - - - - - - - - - - -  - - - - - - -Clyde 
  Lee   
  Chairman/CEO          (Home of 
  SwingMachine)SYTECH Corporation    
  email:clydelee@xxxxxxxxxxxxxxxxxxx  7910 Westglen, Suite 
  105       Office:    (713) 
  783-9540Houston,  TX  
  77063               
  Fax:    (713) 783-1092Details 
  at:                      
  www.theswingmachine.com- - - 
  - - - - - - - - - - - - - - - - -  - - - - - - - -
  <BLOCKQUOTE 
  style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
    ----- Original Message ----- 
    <DIV 
    style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
    Rhonda 
    Guilbeaux 
    To: <A 
    title=realtraders@xxxxxxxxxxxxxxx 
    href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 
    
    Sent: Wednesday, August 28, 2002 5:19 
    PM
    Subject: Re: [RT] VIX Daily Hurst 4 
    update
    
    Hi Bill,
     
    My experience has been on a daily
    time frame usually good for about
    3 weeks.   Clyde has used Hurst 4 
    much
    longer than I have as he's
    the developer so he can 
    probably
    answer that question better than I 
    can.  This
    has been my experience though. 
     
    I did the original  projection on the 
    16th
    of August.  It gave me  the 21st to 
    22nd time
    frame for a bottom on the VIX in 
    the 3rd length.  
     
    I redid it  last weekend (that was 
    the
    first gif) because the VIX did 
    reverse
    after a bottom  occurred on the 22nd. 
    
    I tweaked my settings just a little 
    bit
    to give me a better band fit for 
    price
    action. 
     
    This was my originial projection that 
    told
    me to look for a bottom in that 
    time
    frame from the projection I did 
    the 16th. (in conjunction with 
    topping
    in the indices) 
    Best,
    Rhonda
     
    <BLOCKQUOTE 
    style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
      ----- Original Message ----- 
      <DIV 
      style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
      <A title=wd78@xxxxxxxxxxxx 
      href="mailto:wd78@xxxxxxxxxxxx";>wavemechanic 
      To: <A 
      title=realtraders@xxxxxxxxxxxxxxx 
      href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 
      
      Sent: Wednesday, August 28, 2002 4:40 
      PM
      Subject: Re: [RT] VIX Daily Hurst 4 
      update
      
      Rhonda:
       
      Have you checked how long a projection is good 
      for without updating?
       
      Bill
      <BLOCKQUOTE 
      style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
        ----- Original Message ----- 
        <DIV 
        style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
        <A title=guilbear@xxxxxxxxxxxxx 
        href="mailto:guilbear@xxxxxxxxxxxxx";>Rhonda Guilbeaux 
        To: <A 
        title=realtraders@xxxxxxxxxxxxxxx 
        href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 
        
        Sent: Wednesday, August 28, 2002 
        5:08 PM
        Subject: [RT] VIX Daily Hurst 4 
        update
        
        This is the same  
        VIX Hurst
        4 chart  I posted last week.  
        
         
        So, far VIX is following the 
        projected path
        well.   High today
        in the VIX was 36.96 which is where 
        the
        top of the middle band envelope 
        is.  
        Larger upper band is in 41 
        area
         
        I added in a comparison coming off the 
        
        September lows with price action in the 
        
        S&P and VIX.  Ignore the dates in 
        October, just
        mainly looking for the rise 
        in the VIX then 
         in conjunction with the price drop in 
        the 
        S&P at that time. 
         
        We're entering the time and price 
        
        area here to where I'm looking 
        for
        an entry to go long in 
        conjunction
        with the indices.  <FONT 
        size=+0>  I closed my
        short 
        position today. 
        A break of todays lows tommorrow in 
        the S&P and looking
        for 898-910 to be strong support and 
        
        will see how price reacts in this 
        area.
         
        Best,
        Rhonda
         
         
         To 
        unsubscribe from this group, send an email 
        to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour 
        use of Yahoo! Groups is subject to the <A 
        href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of 
        Service. To unsubscribe from this 
      group, send an email 
      to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour 
      use of Yahoo! Groups is subject to the <A 
      href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service. 
      To unsubscribe from this group, send an email 
    to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour 
    use of Yahoo! Groups is subject to the <A 
    href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service. 
    To 
  unsubscribe from this group, send an email 
  to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour 
  use of Yahoo! Groups is subject to the <A 
  href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service. 







Yahoo! Groups Sponsor


  ADVERTISEMENT








To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx





Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.