Test this. here is my idea for tradestation, data1 SPX weekly, data2 VIX weekly If high of data2 > 40 then buy; If low of data2 < 25 then sell; Someone please test this further back than 1997 for me please.
can you add this filter to this vix backtest.buy with dow change for day -100 or more and a -1000 tick.tia
Thanks. check out the attached image for a visual. It definetely needs some filters but the underlying idea is there. I'm way to short term for this but it was just an idea I had.
That image is just the original idea. I don't have all the data at the moment for your filters. This weekend I might work on that and I'll let you know what happened.