Would it be possible to create a strategy that flips long / short based on what the VIX is at?
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VIX on demand?
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Awesome Sledge, that was a fast reply and thank you!
I used the search bar but couldn't find anything. Can you point anything out?
Also, shouldn't it stand to reason that if someone has a purely failing strategy, that if they ivnerted the Longs for Shorts and Shorts for Longs shouldn't it then be profitable in the MArket Replay? I've been toying around with this idea in Replay now for about 5 hours and it seems to be an absolutely false idea. I'm ust trying to figure out why....
All parameters are the same, everythings the same, I only switched Long / Short with each other in the Editor...
I look forward to your replies!!!
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Originally posted by SBMT17 View PostAwesome Sledge, that was a fast reply and thank you!
I used the search bar but couldn't find anything. Can you point anything out?
Originally posted by SBMT17 View PostAlso, shouldn't it stand to reason that if someone has a purely failing strategy, that if they ivnerted the Longs for Shorts and Shorts for Longs shouldn't it then be profitable in the MArket Replay? I've been toying around with this idea in Replay now for about 5 hours and it seems to be an absolutely false idea. I'm ust trying to figure out why....
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Hello SBMT17 ,
sledge is correct, you can add a secondary series to the script and make calculations with this series, pass this to an indicator that also calls this secondary series for calculations, place orders to this secondary series, etc.
No, a reverse strategy will not always be profitable.
To understand why, I recommend using prints to understand the behavior and output from the script.
Below is a public link to a forum post on using prints.
And a public link to the help guide on SystemPerformance.
Chelsea B.NinjaTrader Customer Service
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