guspenskiy13 976 posts msg #120624 - Ignore guspenskiy13 modified | 
6/10/2014 3:15:51 PM
  daily time-frame?
 
 I will compare the results of 100/200 ema to VXX/SPY as a signal; I think that time-frame of 30 or 60 minutes would be interesting
 
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shillllihs 6,101 posts msg #120625 - Ignore shillllihs | 
6/10/2014 3:49:17 PM
  Daily, but you can do more if you want.
 
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guspenskiy13 976 posts msg #120626 - Ignore guspenskiy13 modified | 
6/10/2014 4:19:05 PM
  Didn't work with EMA for some reason, but I think that I'm just bad at scripting. 
 
  	    
 
 Useless
 ___
 
 VXX/SPY 5 year daily TOS ema(100)&(200)
 
  
 
 Useless
 ___
 
 VIX/SPX 5 year daily TOS ema(100)&(200):
 
  
 
 
 
 
 
 
 
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guspenskiy13 976 posts msg #120628 - Ignore guspenskiy13 | 
6/10/2014 4:24:30 PM
 
  
 
 Interestingly, 1 minute chart with same ema's would give us a sell at 10:25 today, TVIX @3.52.
 
 TVIX ended up closing 5% lower EOD.
 
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shillllihs 6,101 posts msg #120629 - Ignore shillllihs | 
6/10/2014 4:37:25 PM
  So shorting TVIX under 100/200 & bailing & waiting when it encroaches is useless?
 
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guspenskiy13 976 posts msg #120631 - Ignore guspenskiy13 | 
6/10/2014 5:03:22 PM
  charts for VXX/SPY do not show the data we want.
 
 $VIX and $SPY do. that's what I meant.
 
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shillllihs 6,101 posts msg #120632 - Ignore shillllihs | 
6/10/2014 5:31:50 PM
  Ok. I got my kids little league game to go to 
 & i'll be out of town til the 18th so work on a comparison & keep up the good work.
 
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guspenskiy13 976 posts msg #120654 - Ignore guspenskiy13 | 
6/11/2014 12:43:22 AM
 
  
 
 simple yet profitable.
 
 might need to adjust the length of the ratio.
 
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shillllihs 6,101 posts msg #120695 - Ignore shillllihs | 
6/11/2014 6:12:35 PM
  I tested 120 minutes going back to 2011 march and even  with a 40% loss it still made 285℅ over 3 years. Nice n simple,
 
 
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guspenskiy13 976 posts msg #120697 - Ignore guspenskiy13 | 
6/11/2014 7:45:09 PM
  120 minutes VIX/SPX with ema(100)/(200) ?
 
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