VIX Trigger (Python)

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