138 8 1
If was real time posted in the TV room. Self Explanitory.
Don't get all serious guys this was kind of a joke but I was emphasizing when vix is at a proper extreme you and just sell a vix product like uvxy or buy it depending on the extreme and walk away and wait for it to regress or cycle and it may just be one of the best trades available. I was feeeling it was about to turn this day and mentioned it ...and it turned on the spot and did its thing. You know the beta on uvxy moves compaared to the moved in the indexes is much higher...and sometimes vix regression is much better than many regular trades. Don't even bother with the strats..I change them often to suit the current conditions for heads up. I was just calling attention to vix regression trades from extremes.
FYI, I poked around in your code a bit and I believe there is a lookahead bias in your strategy. You're using the open and close value for a 720 minute window (using the security() method) so the script already knows the close value before the interval is over. So the strategy would only work well on historical data but not in realtime. This is my understanding of how this works as I have made the same mistake in the past. Feel free to correct me if I'm wrong.
JasonGrigsby JasonGrigsby
Now that I think about it, that would cause the "repainting" Algyros mentioned.
chartmojo JasonGrigsby
dont worry about the strats I change them frequently to suit the current conditon for a heads up. I was just calling a vix regression trade, half joking here..and it co my second comment above.
chartmojo chartmojo
I was calling an intraday scalp...that could possibly turn into a position.
One more thing, but, first, thank you for sharing this idea.

Second, could you tell me if I'm remembering correctly that an earlier version of the Vdub indicator tended to repaint? In other words, a buy or sell signal was placed by the strategy a number of bars earlier than realtime, often in a more profitable position. Has that bug been worked out in the current version?

If so, this would be an utterly amazing strategy.

yes dont worry about the strat I change them frequently to suit conditions..I was just sort of jokingly pointing out in real time a vix regression trade...sometimes a vix regression in a leveraged instrument is the best trade available, often over looked and mis understood.
Thanks for the heads up. What time frame are you using?
EN English
EN English (UK)
EN English (IN)
DE Deutsch
FR Français
ES Español
IT Italiano
PL Polski
SV Svenska
TR Türkçe
RU Русский
PT Português
ID Bahasa Indonesia
MS Bahasa Melayu
TH ภาษาไทย
VI Tiếng Việt
JA 日本語
KO 한국어
ZH 简体中文
ZH 繁體中文
AR العربية
Home Stock Screener Forex Signal Finder Cryptocurrency Signal Finder Economic Calendar How It Works Chart Features House Rules Moderators Website & Broker Solutions Widgets Stock Charting Library Feature Request Blog & News FAQ Help & Wiki Twitter
Profile Profile Settings Account and Billing My Support Tickets Contact Support Ideas Published Followers Following Private Messages Chat Sign Out