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The strategy is based on the idea that when the VIX gets stretched above its simple moving average by a certain amount, and it stays stretched for a certain number of days, the statistical likelihood of a market advance increases, giving edge to people buying the market.

So if a stock opens at 9.

The same would be true on a down day, where the stock opens at 9. The retracement is expressed in terms of a percent of the stock's total movement for the day. So if it opens at 9. I've really been enjoying programming and testing some of the ideas presented in their book -- a lot of which seem to have some merit -- so I wanted to go ahead and share some of the work I've been doing with my readers.

Over the years I've read many, many trading books, and after reading many of these classical traders' books, pamphlets, and articles, I realized my current toolset for analyzing volume was insufficient.

That's one of the reasons why in trading, there's just something about whole numbers, round figures, fifties, hundreds, etc.

Say you're trading on a 5 minute chart, and you want to be aware of important nearby price levels. You can add the OHLC levels for the prior day, prior week, prior month, etc. You can also add the levels for the current day, week, month, etc.

Basically to trade in harmony with the larger forces that are at play. To accomplish this, I use multiple timeframe moving averages.