'Strengthening = initiate & stay long until it's weakening = initiate & stay short until the opposite starts developing.' = 'a mathematical interpretation of price actio'?? i think you be amazed at true math interp of price action. i have no clue what you try do here?
Could you paraphrase that please, I didn't get the question. A stop is a reverse trade or do you mean a trailing stop?
The amount you using for your stop and reverse entries not based on volatility but on chart pattern based? so until pattern is made you using Catastrophic stops(beyond recent highs/lows) and that based on volatility? If it same thing I am seeing, I do on one minute charts, pretty cool it works on all timeframes.
I must say that I do keep an eye in VIX too, but only as a precautionary measure (range expansion forecasting).
Ideally it will have to be implemented into what B1S2 keeps talking about, incorporation of smaller and larger time frames, that would potentially increase win ratio, as setups that do not line up on those few frames would be negated.
Also, I am not too keen on automating this on multiple frames, I prefer going down the route of hiring a person to do "night watch" .