tmanbone
124 posts
msg #83116
- Ignore tmanbone |
11/15/2009 9:18:36 PM
Kevin, Bar Tune
For your VIX/SPX strategy, are you using BB(9,2) or BB(10,2)? Thanks,
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BarTune1
441 posts
msg #83118
- Ignore BarTune1 |
11/15/2009 9:24:25 PM
I'm using 9,2 based on Kevin's backtesting .... the optimal setting ....
That being said, I still use the differential everyday to guage the overall market, whether overbought or oversold, to guide my stock trading (long and short) ....
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Kevin_in_GA
4,599 posts
msg #83120
- Ignore Kevin_in_GA |
11/15/2009 9:31:01 PM
If you look at the signals the VIX has been generating lately, either time frame gives the same result. My penchant for multiples of five makes me use the 10 day right now, but either one works fine.
Given the 9 day component of the stochastic(9,5,3), which seems to be a very good indicator as well, I might revert back to the 9 day for the BBs to keep the time frames the same.
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four
5,087 posts
msg #93726
- Ignore four |
6/11/2010 11:39:28 AM
http://www.optionszone.com/market-commentary/market-analysis/2010/06/can-the-vix-vxo-tell-you-when-to-buy-or-sell.html
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