Vix FIX / StochRSI Strategy by timj
By timj
Performance Metrics
- Author: timj
- Symbol: NYSE:PEP
- Timeframe: 1 day
- Net P&L: +3,639.63 USD (0.00%)
- Win Rate: 80.0%
- Profit Factor: 5.03
- Max Drawdown: 768.29 USD
- Total Trades: 255
Description
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 80This 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