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Big,
See if this helps.
Preston
Buy:= C <=LLV(C,7);
{close is less than or equal to lowest low value of close over 7 days}
Sell:= C >= HHV(C,7);
{close is greater than or equal to highest high value of close over 7
days}
A RSI(2) is of little value and I would suggest using the 3 day
lookback period for it.
You can sum for 2 days like this:
Sum(RSI(3),2)
Using Cum() would add the values going all the way back to the
beginning of the chart.
For the VIX, I have:
VIX: The average implied volatility of 8 OEX options with a 30 day
expiration reported as an index.
Volatility Spike: As defined by techies it is when the VIX rises
35% .
Saitta surmized that the volatility spike was useless in markets
that did not rise above 35%, therefore he standardized the measure by
using a 15% rise of the 20 day moving average. His definition is:
Saitta's Volatility Spike: The VIX minus 115% of its 20 day moving
average. In metastock terms the formula would be:
{Saitta Volatility Spike}
A:= P; {This must be dropped on VIX price plot}
B:= (mov(A,20,s) * 1.15)
X:= A ? B;
X;
You would need to open two charts. One with a price plot of the S&P
500 and another with the VIX. Click onto the VIX plot and move it
onto the same chart as the S&P. Call the Saitta Volatility Spike
(SVS) indicator from the indicator list and drop into its own window
when the VIX plot is highlighted. Use a horizontal line at 0.
Finally,
ref(C,-1)>Open
is correct.
--- In equismetastock@xxxxxxxxxxxxxxx, "Big Papa"
<denver69692002@xxx> wrote:
>
> Group,
>
> I need some quick checks on some coding.
>
> Buy: Close @ 7 day low, code - C<=(LLV(C,7))
>
> Sell: Close @ 7 day high, code - C>=(HHV(C,7))
>
> Correct?
>
> Next, I am looking for a cumulative value of RSI over a period of 3
> days.
>
> Cum(Sum(RSI(2),3)
>
> Correct?
>
> Next, I really need help on this one. Looking for a code if VIX >
5%
> or more above the 10 MA for 3 or more days.
>
> Lastly, today open > yesterday's close
>
> ref(C,-1)>Open
>
> Thank you and Happy Holidays.
>
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