VIX Trigger (C#)

VIX Trigger reacts to changes in the Volatility Index. A rising VIX signals fear and possible reversals in the underlying instrument. The strategy compares VIX direction with price relative to a movin...

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NuGet 5.0.2 Install-Package StockSharp.Strategies.0037_VIX_Trigger -Version 5.0.2
VIX Trigger (C#)

VIX Trigger reacts to changes in the Volatility Index. A rising VIX signals fear and possible reversals in the underlying instrument. The strategy compares VIX direction with price relative to a moving average. When VIX increases and price is below the moving average, it buys expecting a recovery. Conversely, rising VIX with price above the average invites a short position. Positions close when VIX falls or the stop-loss percentage is reached.

  • Entry Criteria: VIX rising while price relative to MA triggers longs or shorts.

  • Long/Short: Both directions.

  • Exit Criteria: VIX falls or stop.

  • Stops: Yes.

  • Default Values:

  • MAPeriod = 20

  • StopLossPercent = 2.0m

  • CandleType = TimeSpan.FromMinutes(5) [*]Filters:

  • Category: Contrarian

  • Direction: Both

  • Indicators: VIX, MA

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Intraday

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium

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