Bond Spread Index ETF's

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henry1224
Posts: 457
Joined: Wed Feb 24, 2016 12:04 pm

Bond Spread Index ETF's

Post by henry1224 »

Using a Bond spread index to trade Indices
https://imgur.com/IAwXhks


Here is a picture of the Parameters Tab
https://imgur.com/uwQNgI1

Create a symbol List:TLH,SHY,TLT,IEI,IEF,$XAX,SPUU,SPXL,DIA,HYG,$IUXX,$NASX,QQQ,IVW,IVV,SPY,IVE,SSO,TQQQ,UPRO,SQQQ

Here is the code :

DAHYG:=Fml(Sym1,'C');
DASHY:=Fml(Sym2,'C');
DAIEI:=Fml(Sym3,'C');
DAIEF:=Fml(Sym4,'C');
DATLH:=Fml(Sym5,'C');
DATLT:=Fml(Sym6,'C');
SP1:=DAHYG-DASHY;
SP2:=DAHYG-DAIEI;
SP3:=DAHYG-DAIEF;
SP4:=DAHYG-DATLH;
SP5:=DAHYG-DATLT;
IDX:(SP1+2*SP2+3*SP3+4*SP4+5*SP5)/15,Width2,ColorBlack;
UpperZone:MA(IDX,34)+(1.3185*Std(IDX,34)),width2,colorViolet;
LowerZone:MA(IDX,34)-(1.3185*Std(IDX,34)),width2,colorViolet;
MA1:EMA(Ref(IDX,RB1),N1)*pct1,Width2,ColorBlue;
MA2:EMA(Ref(IDX,RB2),N2)*pct2,Width2,ColorRed;
FILLRGN(MA1>MA2,MA1, MA2),Brush#300000FF;
FILLRGN(MA2>MA1,MA2, MA1),Brush#50FF0000;

the settings in the chart 10/0/1/10/3/1

A 10 period EMA vs a 10 Period EMA offset by 3 bars
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