I've studied the recent posts on the board searching for "
vix systems" as my search term to educate myself.
For the VIX instruments posted
here,
I've used the following Bollinger Band settings: Length: 22, Long
Dev: 2.8, Short Dev -2.2. For the parent company / index, I
am measuring the 9 SMA. I also acknowledge the deviation on
the close times and the need to use 1440 minute charts as a
result.
The basic rule seems to be to short when the respective
volatility index closes back within the lower band OR buy when it
closes back inside the top band and you close the trade when the
parent instrument closes below or above the 9EMA.
I am looking at the long trigger on GOOGL on 5/31 and it's
always been inside its upper bollinger band. Why did this
trigger long then?
I must have missed something and look forward to your help on
what I am missing. Thanks!
Posted by DigiNomad on 5th of Jun 2023 at 07:27 pm
Patelle - I pay for this subscription and
stockcharts.comso that Matt &
Steve can do this stuff for me. If I'm tracking a specific thing, I
bookmark the live chart link they provide and follow it that way. I
could do it myself, but there's only so much time in the day!
It does seem like when you're cutting things really close,
like bollinger band crosses, different data feeds can have slightly
different results e.g. that spike on stockcharts SPX data recently
that forced Matt & Steve to use SPY instead. Imagine the
difference between say TradingView and Stockcharts when you're
trying to be very granular? Anyway, I'm sure Matt will get
back to you - just throwing my two cents in.
because I'm using different settings for each instrument for the
Bollinger Band Length and Stev, those settings you listed were for
SPY, for GOOGL and other instruments I'm using different settings -
and I use different settings for longs and short as well
I examined the attached chart as well and it wasn't popping
there either. It looks like it may be on the MA but not sure.
Here is the chart I was staring at. I like to study
what Matt/Steve tell us so I can be a good student.
Unless you change the settings for the indicator as well as in
the strategy, it will display the BB default 20,2. (I’ve run into
that situation before- LOL!)
Newsletter
Subscribe to our email list for regular free market updates
as well as a chance to get coupons!
I've studied the recent posts
Posted by patellee on 5th of Jun 2023 at 07:14 pm
I've studied the recent posts on the board searching for " vix systems" as my search term to educate myself.
For the VIX instruments posted here, I've used the following Bollinger Band settings: Length: 22, Long Dev: 2.8, Short Dev -2.2. For the parent company / index, I am measuring the 9 SMA. I also acknowledge the deviation on the close times and the need to use 1440 minute charts as a result.
The basic rule seems to be to short when the respective volatility index closes back within the lower band OR buy when it closes back inside the top band and you close the trade when the parent instrument closes below or above the 9EMA.
I am looking at the long trigger on GOOGL on 5/31 and it's always been inside its upper bollinger band. Why did this trigger long then?
I must have missed something and look forward to your help on what I am missing. Thanks!
Patelle - I pay for
Posted by DigiNomad on 5th of Jun 2023 at 07:27 pm
Patelle - I pay for this subscription and stockcharts.comso that Matt & Steve can do this stuff for me. If I'm tracking a specific thing, I bookmark the live chart link they provide and follow it that way. I could do it myself, but there's only so much time in the day! It does seem like when you're cutting things really close, like bollinger band crosses, different data feeds can have slightly different results e.g. that spike on stockcharts SPX data recently that forced Matt & Steve to use SPY instead. Imagine the difference between say TradingView and Stockcharts when you're trying to be very granular? Anyway, I'm sure Matt will get back to you - just throwing my two cents in.
because I'm using different settings
Posted by matt on 5th of Jun 2023 at 07:27 pm
because I'm using different settings for each instrument for the Bollinger Band Length and Stev, those settings you listed were for SPY, for GOOGL and other instruments I'm using different settings - and I use different settings for longs and short as well
I examined the attached chart
Posted by patellee on 5th of Jun 2023 at 08:03 pm
I examined the attached chart as well and it wasn't popping there either. It looks like it may be on the MA but not sure. Here is the chart I was staring at. I like to study what Matt/Steve tell us so I can be a good student.
the BB settings on the
Posted by pep8261 on 5th of Jun 2023 at 10:06 pm
the BB settings on the lower window study may not match the settings coded in the above strategy.
Ya, that may be it.
Posted by patellee on 6th of Jun 2023 at 12:30 am
Ya, that may be it. I'll keep an eye on the board for future triggers and compare notes.
Unless you change the settings
Posted by pep8261 on 6th of Jun 2023 at 06:32 am
Unless you change the settings for the indicator as well as in the strategy, it will display the BB default 20,2. (I’ve run into that situation before- LOL!)