INVITE-ONLY SCRIPT
Vix Trading System (VTS)
ที่อัปเดต:
Introduction
The Vix Trading System (VTS) is an algorithm designed specifically for trading the VIX index CFD. The system combines price action and trend analysis to identify optimal entry and exit points for trades. The system is designed to maintain a single position at any given time, ensuring focused and controlled trading activity.
The VIX
The VIX, also known as the "Fear Index," is a popular measure of market volatility. It reflects the market's expectations for volatility over the coming 30 days and is often used as a gauge of investor sentiment. The VIX index is not directly tradable, but there are various financial vehicles, such as VIX futures, options, and CFDs, that allow traders to capitalise on its movements. This strategy is designed to trade the VIX index CFD, a derivative product available through brokers like Capital (used in this backtest). CFDs allow traders to speculate on the price movements of the VIX without owning the underlying asset, offering the potential for profit in both rising and falling markets. The VTS is tailored to leverage the unique characteristics of the VIX, providing traders with a structured approach to navigating the often volatile and unpredictable nature of this index.
Design
The Vix Trading System employs a balanced approach with six long strategies and one short strategy. The long strategies are designed to capitalise on price action patterns that indicate potential price increases, while the short strategy focuses on patterns where the VIX is likely to decline.
While I cannot give you the exact patterns I used to protect my IP, I can give you an example of a price pattern.
Long Entry: close > close[1] and high[2] < low[3] and close >= sma200
These price patterns occur regularly to be traded but not too often to prevent overtrading. By using the price patterns to gauge price action, while using the moving averages to gauge the trend, the system is able to find entry and exit conditions for trading. This blend of price action and trend analysis ensures that the system is robust and adaptable, capable of responding to both short-term fluctuations and longer-term trends in the VIX.
How to Use It
The Vix Trading System is designed with notifications coded into all orders. Traders should set up alerts to notify them of long and short entries, as well as for take profit and stop loss orders for risk management and control. Since the strategy only holds one position at a time, traders can enter trades as soon as an alert is received. This system allows for efficient and timely execution, reducing the need for constant market monitoring.
Backtest
The backtest results for the Vix Trading System provide a valuable guide but should not be taken as a guarantee of future performance. To ensure realistic expectations, a starting capital of $200 was used, which produced a net profit of $18,000 over twelve years. The backtest included a commission of 1.05% of the order size and slippage of 3 ticks to model transaction costs. While these results are encouraging, traders should be aware that real-world trading conditions may differ, and ongoing risk management is essential.
The Vix Trading System (VTS) is an algorithm designed specifically for trading the VIX index CFD. The system combines price action and trend analysis to identify optimal entry and exit points for trades. The system is designed to maintain a single position at any given time, ensuring focused and controlled trading activity.
The VIX
The VIX, also known as the "Fear Index," is a popular measure of market volatility. It reflects the market's expectations for volatility over the coming 30 days and is often used as a gauge of investor sentiment. The VIX index is not directly tradable, but there are various financial vehicles, such as VIX futures, options, and CFDs, that allow traders to capitalise on its movements. This strategy is designed to trade the VIX index CFD, a derivative product available through brokers like Capital (used in this backtest). CFDs allow traders to speculate on the price movements of the VIX without owning the underlying asset, offering the potential for profit in both rising and falling markets. The VTS is tailored to leverage the unique characteristics of the VIX, providing traders with a structured approach to navigating the often volatile and unpredictable nature of this index.
Design
The Vix Trading System employs a balanced approach with six long strategies and one short strategy. The long strategies are designed to capitalise on price action patterns that indicate potential price increases, while the short strategy focuses on patterns where the VIX is likely to decline.
While I cannot give you the exact patterns I used to protect my IP, I can give you an example of a price pattern.
Long Entry: close > close[1] and high[2] < low[3] and close >= sma200
These price patterns occur regularly to be traded but not too often to prevent overtrading. By using the price patterns to gauge price action, while using the moving averages to gauge the trend, the system is able to find entry and exit conditions for trading. This blend of price action and trend analysis ensures that the system is robust and adaptable, capable of responding to both short-term fluctuations and longer-term trends in the VIX.
How to Use It
The Vix Trading System is designed with notifications coded into all orders. Traders should set up alerts to notify them of long and short entries, as well as for take profit and stop loss orders for risk management and control. Since the strategy only holds one position at a time, traders can enter trades as soon as an alert is received. This system allows for efficient and timely execution, reducing the need for constant market monitoring.
Backtest
The backtest results for the Vix Trading System provide a valuable guide but should not be taken as a guarantee of future performance. To ensure realistic expectations, a starting capital of $200 was used, which produced a net profit of $18,000 over twelve years. The backtest included a commission of 1.05% of the order size and slippage of 3 ticks to model transaction costs. While these results are encouraging, traders should be aware that real-world trading conditions may differ, and ongoing risk management is essential.
เอกสารเผยแพร่
Removed some redundant code to create a cleaner interface.สคริปต์เฉพาะผู้ได้รับเชิญเท่านั้น
การเข้าถึงสคริปต์นี้จำกัดเฉพาะผู้ใช้ที่ได้รับอนุญาตจากผู้เขียน และมักจะต้องชำระเงินก่อน คุณสามารถเพิ่มลงในรายการโปรดของคุณได้ แต่คุณจะสามารถใช้งานได้หลังจากขออนุญาตและขอรับจากผู้เขียนเท่านั้น ติดต่อ oluisrel สำหรับข้อมูลเพิ่มเติม หรือทำตามคำแนะนำของผู้เขียนด้านล่าง
TradingView ไม่แนะนำให้ชำระเงินสำหรับการซื้อสคริปต์และไม่แนะนำให้ใช้งานสคริปต์นั้นๆ จนกว่าคุณจะเชื่อมั่นในผู้เขียนสคริปต์ 100% และเข้าใจว่าสคริปต์ทำงานอย่างไร ในกรณีอื่นๆ คุณสามารถหาทางเลือกโอเพนซอร์สที่ดีได้ฟรีใน สคริปต์ชุมชน ของเรา
ต้องการที่จะใช้สคริปต์นี้บนชาร์ตใช่ไหม?
คำเตือน: กรุณาอ่าน ก่อนร้องขอการเข้าถึง
คำจำกัดสิทธิ์ความรับผิดชอบ
ข้อมูลและบทความไม่ได้มีวัตถุประสงค์เพื่อก่อให้เกิดกิจกรรมทางการเงิน, การลงทุน, การซื้อขาย, ข้อเสนอแนะ หรือคำแนะนำประเภทอื่น ๆ ที่ให้หรือรับรองโดย TradingView อ่านเพิ่มเติมที่ ข้อกำหนดการใช้งาน