|
发表于 2009-8-19 08:15 PM
|
显示全部楼层
本帖最后由 ppteam 于 2009-8-19 20:18 编辑
anyone knows about this? from evil trader.
For a $VIX confirmed signal you need 3 things:
1. a close outside of the 2.0 Bollinger Band (20 day, SMA
2. a close back inside the 2.0 Bollinge ...
ppteam 发表于 2009-8-19 11:41 AM 
Update:
"BTW, the VIX buy signal is officially unconfirmed - despite a positive candle in the SPX Mr. VIX closed above yesterday’s close."
unconfirmed? Do I miss anything? 
The "signal" is:
For a $VIX confirmed signal you need 3 things:
1. a close outside of the 2.0 Bollinger Band (20 day, SMA
2. a close back inside the 2.0 Bollinger Band - this issues the signal
3. a higher close (sell) or lower close (buy) than the close of the day back inside the 2.0 Bollinger Band - this confirms the signal. |
|