karennma
8,057 posts
msg #122195
- Ignore karennma |
12/10/2014 2:55:04 PM
SET{SPY, IND(SPY,CLOSE)}
SET{VXX, IND(VXX,CLOSE)}
SET{RATIO, VXX / SPY}
SET{RATIOMA13, CMA(RATIO,13)}
SET{VXX_LONG, COUNT(RATIO ABOVE RATIOMA13,1)}
SET{SP500_LONG, COUNT(RATIO BELOW RATIOMA13,1)}
SET{TRIGGER,0}
DRAW RATIO ON PLOT RATIOMA13
DRAW VXX_LONG ON PLOT TRIGGER
DRAW SP500_LONG ON PLOT TRIGGER
SYMLIST(SPY,VXX)
ADD COLUMN SP500_LONG
ADD COLUMN VXX_LONG
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Kevin_in_GA
4,599 posts
msg #122198
- Ignore Kevin_in_GA |
12/10/2014 8:15:58 PM
A blast from the past. You are welcome. Glad if it makes you some money!
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durgin
60 posts
msg #122200
- Ignore durgin |
12/10/2014 8:53:28 PM
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fotchstecker
304 posts
msg #122201
- Ignore fotchstecker |
12/10/2014 10:18:26 PM
Funny. I was just reading this.
You call it a "blast from the past", Kevin, but much of its thinking is rational and very useful. What kinds of thinking on it have you evolved to since then?
Thanks.
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Kevin_in_GA
4,599 posts
msg #122212
- Ignore Kevin_in_GA |
12/11/2014 9:40:03 PM
None really. This was more of an observation that I put into SF code - I never really used it nor have I evolved it since the original post a long while back.
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