How to reference the VIX for testing?

December 2nd, 2019, 10:44 AM

Because my strategy does best during periods of high volatility I was curious about testing using the VIX as an input. My strategy is focused on the emini.

Is there any way to reference the VIX using easylanguage for backtesting in TS?

December 2nd, 2019, 10:56 AM

Yes open a chart with the ES then go to symbol add symbol and add $vix.x then in your code refer to it with a data2 always. Like C data2 O data2 etc

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December 2nd, 2019, 11:03 AM

numberjuani

Yes open a chart with the ES then go to symbol add symbol and add $vix.x then in your code refer to it with a data2 always. Like C data2 O data2 etc

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Thank you so much!

How to reference the VIX for testing?

Discussion in TradeStation

How to reference the VIX for testing?