Always in Trading

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.
 
Originally posted by acrary
Here you go, from 1/1/86 - present.
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can you add this filter to this vix backtest.buy with dow change for day -100 or more and a -1000 tick.tia
 
Originally posted by acrary
Here you go, from 1/1/86 - present.
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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.
 

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Originally posted by m_c_a98


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.
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how did that change the p&l report.tia
 
Originally posted by vhehn


how did that change the p&l report.tia
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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.
 
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