jhar3
23 posts
msg #106123
- Ignore jhar3
modified |
5/6/2012 7:38:38 PM
I am reading david landry's swing trading book,In one chapter, finding explosive moves, he is using a method from connor-haywood using hv. how can we code this . the relationship can be expressed as a ratio : divide the shorter term hv (6 days) by the longer term (100 day)volatility reading.When the ratio drops below 50% the market has the potential to make a large move.It also states that it expects a large move, but not which direction.Another example In this book, using hv , as trader we don't have time to wait for trades to happen, we need to trade what's moving.All of the examples in chapter 9 use a 50 day hv reading of at least 40% and most had reading of 80% and above.Any thoughts would be welcome.
|