For the ES system I'm using a 1440 min bar and have it closing
at 4:00 pm every day at the cash market instead of the 5 pm. VIX
starts trading at 2:30 am and stops trading at 4:15 every day BUT I
also have it it set to the same custom time session with the daily
bar closing at 4:00 pm as well - that means the signal would be at
the same time as the SPY close
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Matt, my vote is to
VIX Bollinger Band Strategy - I may be adding this to the SPY and ES systems
Posted by dzurek2 on 21st of Apr 2023 at 03:31 pm
Matt, my vote is to add the VIX system. Thanks Don
For the ES system I'm
Posted by matt on 21st of Apr 2023 at 03:36 pm
For the ES system I'm using a 1440 min bar and have it closing at 4:00 pm every day at the cash market instead of the 5 pm. VIX starts trading at 2:30 am and stops trading at 4:15 every day BUT I also have it it set to the same custom time session with the daily bar closing at 4:00 pm as well - that means the signal would be at the same time as the SPY close