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VixFixLinReg-Strategy

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This idea came up while discussing about strategies with one of the trading enthusiast from tradingview community.

Strategy basically uses existing script of Vix Fix by Chris Moody:

CM_Williams_Vix_Fix Finds Market Bottoms


VixFix is a great indicator for finding the market bottoms. But, sometimes it generates signal too early. But, we can apply linear regression on vix fix to find vix fix top to make timing much better.

Entry condition:
  • Wait for Vix fix bar to turn lime.
  • Once vix fix is turned lime, then wait for linear regression (shown below 0) to turn lime from green. This indicates VIX-Fix has started declining.
  • Go long once above two conditions are satisfied


Exit Condition:
  • ATR Based Stop
  • Applied only if linear regression is green - which means VixFix rising.


Note: This is ideal for identifying market bottom. May not yield good results on individual stocks.

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또한 다음에서도:
Average True Range (ATR)Linear RegressionTrend Analysisvixfix

면책사항

해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
Average True Range (ATR)Linear RegressionTrend Analysisvixfix
Trendoscope
Wizard
Trial - trendoscope.com/trial
Subscribe - trendoscope.com/pricing
Blog - docs.trendoscope.com
또한 다음에서도:

면책사항

해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.