#41 Rabbit Hole @VX_Short
[ ProfitFactor 2.50/ AvgTrade 409.90$/ #trades 210/ W% 68.57%]
Trading VIX futures helps you manage risk and profit from market volatility. The VIX, which reflects the implied volatility of S&P 500 options, serves as an accurate barometer of market fear and uncertainty, providing a valuable hedging tool.
The VIX future has special properties that offer profit opportunities in various market scenarios.
Today we introduce the intermarket concept, with this technique very simple but very powerful systems are obtained. I invite you to play around with it a bit. In this system you will have to use a second data, look carefully at the code header.
You know how it works... Next week it will be more expensive, so don't wait until it's too late.
Enjoy ;)
THE SYSTEM
**Backtest is tested with a single contract.
TradeStation Periodical Returns: Annual
********** Warning: The systems on this site showcase specific approaches or methods and are delivered solely as an illustrative coding exercise. Any mention of amounts or percentages of investment return is only indicative of the virtual performance of the strategy or system code over a specific data set and is not meant to signify any guaranteed return. The strategies discussed on this site should be considered speculative and contain a high degree of volatility and risk. The past performance of any trading system or methodology is not indicative of future results. You could lose all your money and even more than you have deposited. Do not trade with money you cannot afford to lose, or better yet, do not trade at all. The systems provided may contain errors or omissions of all kinds, and their accuracy, completeness, reproducibility, or functioning is not guaranteed in any way, nor is the content endorsed in any manner. Do not trade these systems.
Read the instructions and full disclaimer.
THE CODE for PAID SUSCRIBERS: