This strategy is based off of Chris Moody's Vix Fix Indicator. I simply used his indicator and added some rules around it, specifically on entry and exits.
Rules:
Enter upon a filtered or aggressive entry
If there are multiple entry signals, allow pyramiding
Exit when there is Stochastic RSI crossover above 80
This works great on a number of stocks. I am keeping a list of stocks with decent Profit Factors and clean equity curves here.
Possible ways to use this:
Modify this script and setup alerts around the various entries
Use as is with different stocks or currency pairs
Modify entry / exit points to make it more profitable for even more symbols and currencies
thanks for sharing such a great thing!
by the way, what period you use to trade with that strategy? did you try to mix VIX signals from different periods to make better Winning Percentage?
@timj Which alert should be used if you would like to receive the "long" signals?
brandonlongo0
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or how would you go about setting this up in the code?
timj
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@brandonlongo0, look at the code around aggressive and filtered long signals.
jordanovitch
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This is a nice version of the VixFix, is there a reason why I can't put any alerts ? I tried to turn it into a "study" and wrote some alert conditions, but not sure it works adequately...
I have backtested almos all of the strategies here. All the best coders they have just the coding skils. Yours is the one that metters most at leat for me. The most universal one and no losses for a year backtesting on almost all usdt pairs. With a little twinkle ofcourse. I managed to make it work best for 1h. It worth trying it on live. Thank you very much for sharing!
Hi, thank you for this piece of work, can I ask you what is the logic behind? when does the indicator print the long and the short? it's basically buying when the rsi is 30 and sell when rsi is 70? thank you
by the way, what period you use to trade with that strategy? did you try to mix VIX signals from different periods to make better Winning Percentage?