Williams Vix Fix and StochRSI Entry and Exit Signals

Summary

This strategy combines Williams Vix Fix, a volatility proxy, with StochRSI and RSI readings. The source computes Williams Vix Fix from the gap between the recent highest close and the current low, then compares it with a Bollinger-style band and a rolling percentile threshold. Filtered long entries require a recovery in price action after a volatility signal; a more aggressive filter uses a weaker recovery condition. The strategy closes a long when StochRSI crosses above its smoothed signal while above the overbought threshold.

The document lists a BTC/USDT futures backtest configuration on hourly bars over roughly one month, but gives no performance results. Its prose describes thresholds and timeframes inconsistently with the source, which uses Williams Vix Fix and StochRSI for actual entries and exits; these differences make implementation details important to verify. It also warns that parameter choices can create false signals and that a single exit condition may miss reversals. No short-entry logic or quantified evidence is presented.

Key ideas

• Williams Vix Fix estimates stress using the distance between a recent high close and the current low.
• The volatility measure is compared with a standard-deviation band and a rolling high-percentile threshold.
• Long entries require filtered price recovery conditions after a volatility spike, with a separate aggressive filter.
• A StochRSI crossover above its overbought threshold closes the long position.
• The document supplies a backtest setup but reports no performance results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.