Vix FIX / StochRSI Strategy by timj
By timj
Performance Metrics
- Author: timj
- Symbol: CME_MINI:ES1!
- Timeframe: 2 hours
- Net P&L: +78,287.50 USD (+7.83%)
- Win Rate: 74.8%
- Profit Factor: 1.784
- Max Drawdown: 27,650.00 USD (2.50%)
- Total Trades: 115
- Sharpe Ratio: 0.028
Description
Jun 6, 2022 Updated to Pine V5 Enter upon a filtered or aggressive entry If there are multiple entry signals, allow pyramiding Exit when there is Stochastic RSI crossover above 80 Work with some futures and futures timeframes Based on Chris Moody's Vix FixJun 6, 2022Release Notes Added filtering for using either filtered entries, aggressive entries, or bothJun 6, 2022Release Notes Changed title Added ASCII Art Removed other chart indicatorsJul 8, 2022Release Notes Changed name of script Description: This script uses both filtered and aggressive signals from Chris Moody's original Vix Fix in order to enter trades. Closes on overbought conditions (using RSI)