V. 21:6 (100-117,127-129): Traders’ Tips by Technical Analysis, Inc.

V. 21:6 (100-117,127-129): Traders’ Tips by Technical Analysis, Inc.
Item# \V21\C06\136TIPS.PDF
Availability: In Stock

Product Description

Traders’ Tips by Technical Analysis, Inc.


Scott Castleman’s article in this issue, “Using Implied Volatility And Volume,” describes a market-adaptive channel breakout system in which the channel lookback period is a function of implied volatility and volume. The core strategy’s EasyLanguage code can be found in the sidebar of the article itself.

We have elaborated on Castleman’s code by creating two new indicators. The first displays the “LookBack” calculations producing his trading “thresholds.” The second plots the thresholds themselves. We have named them “IVV Lookback” and IVV Thresholds.”

The IVV Thresholds indicator is fairly straightforward, looking something like a Bollinger Band or Keltner channel. The IVV LookBack is probably most useful as an aid for understanding how the implied volatility and volume scheme works. The thresholds are based on a lookback window of variable length (displayed as a magenta line; see Figure 1). The length is a function of the VIX range (cyan line) and data1 volume range (yellow line). The higher the VIX and volume range, the shorter the lookback for determining the breakout threshold.

*Note: $2.95-$5.95 Articles are in PDF format only. No hard copy of the article(s) will be delivered. During checkout, click the "Download Now" button to immediately receive your article(s) purchase. STOCKS & COMMODITIES magazine is delivered via mail. After paying for your subscription at store.traders.com users can view the S&C Digital Edition in the subscriber's section on Traders.com.

Take Control of Your Trading.
Professional Traders' Starter Kit
All these items shown below only $299.99!
  • 5-year subscription to Technical Analysis of STOCKS & COMMODITIES, The Traders' magazine. (Shipping outside the US is extra. Washington state addresses require sales tax based on your locale.)
  • 5 year access to S&C Archive
  • 5 year access to S&C Digital Edition
  • 5-year subscription to Traders.com Advantage.
  • 5-year subscription to Working Money.
  • Free book selection.
  • Click Here to Order