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how to code help with Vix and SP500


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how to code help with Vix and SP500

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  #1 (permalink)
wallsteetking
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Posts: 25 since Feb 2011
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Can anyone help me code this

All I want ninjatrader to do is
If the Vix is above 30 enter a long position on E-mini 5 min chart, when 5ema crosses over 15ema OR enter Short when 5ema crosses bellow 15ema

If the vix is bellow 29 then dont trade at all.

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 Fat Tails 
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wallsteetking View Post
Can anyone help me code this

All I want ninjatrader to do is
If the Vix is above 30 enter a long position on E-mini 5 min chart, when 5ema crosses over 15ema OR enter Short when 5ema crosses bellow 15ema

If the vix is bellow 29 then dont trade at all.

That approach will keep you off the market on trading days when the VIX is below 30. You just need to load a secondary bar series into your indicator and check for the condition and then use it as a filter.

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wallsteetking
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Yes, I want to check if my strategy works better in volitle markets. Longer time frame from 2000 -2010 .
how can i make the vix as an indicator??????

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 Big Mike 
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 Big Mike 
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wallsteetking View Post
Yes, I want to check if my strategy works better in volitle markets. Longer time frame from 2000 -2010 .
how can i make the vix as an indicator??????

Assuming you are using Kinetick or IQFeed, you simply add a second dataseries to your strategy with the symbol name of the VIX, then monitor its closing price.

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