StockFetcher Forums · Filter Exchange · coding for SPY based on the vix<< >>Post Follow-up
athrasher
11 posts
msg #97280
Ignore athrasher
11/1/2010 3:04:56 PM

I wanted to create a filter that is based on the following:

1. The SPY must close higher than the prior day’s close.
2. The VIX must close higher than the prior day’s close by more than 5%.

This seems simple enough but the VIX part is what I'm having trouble with.

Symlist(spy)
close above 1 day ago
VXX close > 5% 1 day ago

????

wantonellis
161 posts
msg #97286
Ignore wantonellis
modified
11/1/2010 7:43:05 PM



athrasher
11 posts
msg #97296
Ignore athrasher
11/2/2010 1:20:09 PM

Thanks!

StockFetcher Forums · Filter Exchange · coding for SPY based on the vix<< >>Post Follow-up

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