regarding the VIX Bollinger Band system (VIX is outside it's
upper bands and closes back inside, or outside it's lower bands and
closes back inside). gives nice trades.
however after putting it to code as a strategy so that I can see
the statistics vs just a visual - the stats come out far better of
I use wider settings such as 20 for Bollinger Bands Length but
wider standard deviations above the default 2. and 2.8 STV
Deviation for the long entries instead the default 2, and
-2.4 for shorts
PF difference is a profit factor of 2 using the standard
Bollinger Band settings of 2 and 2/-2 for the Std Dev, while jumps
up to 19 if I use the Bollinger Bands with the wider standard
dev
the image shows MES over 20 years. using SPY actually has
slightly better stats of PF of 28
VIX Bollinger Band system
Posted by matt on 13th of Apr 2023 at 04:43 pm
regarding the VIX Bollinger Band system (VIX is outside it's upper bands and closes back inside, or outside it's lower bands and closes back inside). gives nice trades.
however after putting it to code as a strategy so that I can see the statistics vs just a visual - the stats come out far better of I use wider settings such as 20 for Bollinger Bands Length but wider standard deviations above the default 2. and 2.8 STV Deviation for the long entries instead the default 2, and -2.4 for shorts
PF difference is a profit factor of 2 using the standard Bollinger Band settings of 2 and 2/-2 for the Std Dev, while jumps up to 19 if I use the Bollinger Bands with the wider standard dev
the image shows MES over 20 years. using SPY actually has slightly better stats of PF of 28
That is really cool. Do
Posted by simple_million on 13th of Apr 2023 at 05:47 pm
That is really cool. Do other timeframes have even better profit factors, weekly/4-hr etc?