L Lorenzo Jan 27, 2007 #1 Not perfect.... However I have done some sort of backtesting, and It works well The same MACD applied to the SPX chart gives more whipsaws Attachments vix-signals.jpg vix-signals.jpg 133.4 KB · Views: 142
Not perfect.... However I have done some sort of backtesting, and It works well The same MACD applied to the SPX chart gives more whipsaws