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I haven´t reverse engineered your vol indicator yet but its at the top of my list :-)

Thats true thought I was looking at weekly screen but it was actually my monthly :banghead:

Despite this recent decline I am still anticipating higher prices. The whole market still seems very strong and I am not seeing any serious breakdown of internal strength. Today most of my stock indexes have thus far failed at the A down and quite a few of my sector ETF´s are actually managing...

Is that traditional market breadth or ACD market breadth?

I know the feeling but IMHO this is the best way to learn. If its any help to you, its best to start with R using only a small part of dataset/variables so that your code can run quickly when initially testing. In R Studio you can do File -> New File -> R Script. I then start to build my code...

Only single model up until now.

Always spoilt for choice with R :-)

Have you tried Stackoverflow or Quantstackexchange? If you can create a reproducible example of the problem then maybe I can help you. There is also a function on this page that will allow you to create an example. As ingl posted R does have multivariate Garch packages ready to go mgarch is...

With respect to coding? Or implementation?

With regard to the scoring its working perfectly apart from being a little slow importing the data, which is currently stored in csv files. The better way of doing this is to store and run the code directly from a database. So I am in the process of planning a move to postgres. Once processed...

Lol. Always here lurking in the shadows :-)

Hi Guys, Shan posted this video with Charlie Di Francesca sometime back but the audio was quite poor. Somebody has now uploaded the whole video with remastered sound. Even though its old it still quite interesting and he also talks spreads during the first half hour. Here it is for those of...

Shush Mav, I am sure the top can't be that far away :-)

I have it at 20.

Not right now but I can run it through tomorrow if that's any good for you?

Maybe this is what Greenpeace really mean when they say "Alternate Energy Sources". :-)

Think you need to throw a little more KOL on the fire :-)

Is there anyway to identify basing rather than a trap? I would assume that this more depends on what's going on under the hood, in relation to number lines and related asset classes. Thanks.

Thanks for clearing that up Mav great examples.

Thanks for that, guess we will have to see what happens over the coming days.