SAFeTRADE
644 posts
msg #144722
- Ignore SAFeTRADE
modified |
9/21/2018 12:45:54 PM
/*Important Please read https://sixfigureinvesting.com/2010/12/volatility-tickers/*/
/*In February 2018 Barclays added two new funds VXXB & VXZB, to replace VXX & VXZ which will mature in January 2019 and there was one subtraction with the unexpected and dramatic termination of VelocityShares’ XIV due to the violent moves on February 5th, 2018.*/
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davesaint86
725 posts
msg #144729
- Ignore davesaint86 |
9/22/2018 10:42:39 AM
Two thumbs up!
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Cheese
1,374 posts
msg #144732
- Ignore Cheese |
9/22/2018 1:31:38 PM
@ SAFeTRADE
Thank you for showing the use of OR in stockfetcher, and for the Vance Harwood's link.
Honest question: If the purpose is to better trade SPY, why would we want to detour
through volatility when your three chosen indicators macd, %b and rsi did an excellent
job in giving the same (or even faster) signals than the derived volatility-based signals?
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SAFeTRADE
644 posts
msg #144738
- Ignore SAFeTRADE |
9/22/2018 4:37:36 PM
Because SPY and volatility as represented by VXX are so inextricably linked that I like to see
when volatility is at a safe level for an entry point into SPY or SPXL I did not mention a good
EXIT is when RSI(2) crosses below 40. Can add a Column for Reversersi(2,40) to see at what
price that would be.
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Cheese
1,374 posts
msg #144739
- Ignore Cheese
modified |
9/22/2018 10:24:34 PM
@ SAFeTRADE
Thank you !
More newbie follow-up questions: How do you handle witching days, and the few days before and after witching?
For example, last Friday Sep 21 Quad Witching day, when both SPY and $VIX futures contango dropped
for their own reasons, did you still rely on the same filter, or did you look at additional ratios like $spx:$vix and spy:vxx ?
Glad to have you as a resident $VIX expert with StockFetcher forum.
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SAFeTRADE
644 posts
msg #144741
- Ignore SAFeTRADE |
9/23/2018 7:50:04 AM
Expert, NOT. Observer, YES. I try not to over think. ANALysis Paralysis is deadly.
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VenturaTrader
43 posts
msg #144745
- Ignore VenturaTrader |
9/23/2018 12:07:25 PM
Thank you very much! Larry Connors has a similar strategy using RSI2 on the VIX to trade the S & P 500.
I like what you have done! If you put SVXY on the chart you really have something. Caution: SVXY is about the same as XIV which as we all know blew up in early February. I will conduct some manual back-testing with SVXY in the next few days.
Mike
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SAFeTRADE
644 posts
msg #144748
- Ignore SAFeTRADE |
9/24/2018 12:03:18 AM
Yes on RSI(2) . One can buy SPY when the VXX RSI(2) crosses below 30 and the VXX close crosses below ma(5). Exit SPY trade when SPY RSI(2) crossed below 40.
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