einok
msg #91832
- Ignore einok
modified |
4/30/2010 11:22:08 AM
Kevin,
I added the following to my backtesting, but it doesn't work. I scanned from 7/2009 to present day:
set{VIX, ind(^VIX, close)}
set{VIXMA, cma(vix,10)}
set{upperlimit, VIXMA * 1.1}
set{lowerlimit, VIXMA * 0.9}
set{BUYTRIGGER, count(VIX above upperlimit,1)}
set{SELLTRIGGER, count(VIX below lowerlimit,1)}
set{BUYTRIGGER, count(VIX above upperlimit,1)}
set{SELLTRIGGER, count(VIX below lowerlimit,1)}
buytrigger above 0.5
It doesn't work, so what am I not doing right?
Thanks
|