from my post this morning regarding the volatility systems -
here's EFA for example - it's not done but showing trade examples -
it uses the VXEFA.X - which is the like the VIX but for ETF, and
Bollinger Bands
there's 2 more new ones, one for FXE (uses $EVZ.X and BB's) and
VFMV, which uses VFMV
I like finding ones that are not really correlated to the major
US indexes like SPY, QQQ, DIA etc.
with 15 of them - should provide us with a 100 trades a year,
lot of activity - well more than the SPY/ES mean reversion
systems
Posted by crossharry on 13th of Feb 2025 at 09:43 am
Hey Matt, I was messing about on TradeStation and noticed there
appears to be a volatility index for TLT: $VXTLT.X - might be
worthwhile backtesting the BB Volatility system on it?
Volatility systems 3 more for a total of 15
Posted by matt on 18th of Nov 2024 at 09:29 am
On the weekend I looked and found 3 more volatility instruments I can add to the mix, increasing the number from 12 to 15.
EFA, FXE, VFMV
James is trying to finishing some things up, then will move on to start these
from my post this morning
Posted by matt on 18th of Nov 2024 at 10:56 am
from my post this morning regarding the volatility systems - here's EFA for example - it's not done but showing trade examples - it uses the VXEFA.X - which is the like the VIX but for ETF, and Bollinger Bands
there's 2 more new ones, one for FXE (uses $EVZ.X and BB's) and VFMV, which uses VFMV
I like finding ones that are not really correlated to the major US indexes like SPY, QQQ, DIA etc.
with 15 of them - should provide us with a 100 trades a year, lot of activity - well more than the SPY/ES mean reversion systems
Hey Matt, I was messing
Posted by crossharry on 13th of Feb 2025 at 09:43 am
Hey Matt, I was messing about on TradeStation and noticed there appears to be a volatility index for TLT: $VXTLT.X - might be worthwhile backtesting the BB Volatility system on it?
cool thx, I'll check that
Posted by matt on 13th of Feb 2025 at 11:35 am
cool thx, I'll check that out
Hey, Looking forward to seeing
Posted by rmoore100 on 18th of Nov 2024 at 11:30 am
Hey, Looking forward to seeing those out there, as well. Thanks so very much Matt !!!!!!!!!!!!!!!!
fantastic!
Posted by morton7 on 18th of Nov 2024 at 09:29 am
fantastic!