S&C 2012-12 | Using VIX To Forecast The S&P 500 (Gardner) by Eugene

This strategy was featured in the December 2012 issue of Stocks & Commodities magazine.

Counting how many times a DataSeries was above/below another DataSeries (e.g. a moving average) can be performed using the SeriesIsAbove/SeriesIsBelow indicators available in our "Community Indicators" library. Considering this, when building Wealth-Lab 6 code for this month's trading strategy we decided to concentrate on the pure charting side of things. Situations when the VIX's Low price was staying above or below its moving average for 11 trading sessions straight were highlighted in bluish and reddish color

Author: Eugene
Category: Intermarket
Creation Date: 11/8/2012
Licence: Freeware
Availability: Globally
Instructions for Script Download
  1. In Wealth-Lab client software, open the Strategy Explorer (Ctrl+O)
  2. Click the "Download..." button
  3. Click "Begin Download"
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