Including VIX or VXN in my strategy.

[laurent]

Backtesting my strategy over the past 10 years , I realised my trending systems performs much better when volatility is higher let's say for exemple than 30 ( 30% VIX or VXN are very similar ).
My idea would be to stay out of the market when the volatily is lower than 30.
Is there a way to "easily" add this to my strategy so I could backtest this idea more precisely ?
Have a nice day all
Laurent

[NinjaTrader_JoshP]

Laurent,

You will want to try and make a multi-instrument strategy using the VIX index. Please see this article: http://www.ninjatrader-support.com/H...ameInstruments

[laurent]

A little more help please.

Thanks for the link Josh but the topic refers to a lot of things
Can you be more precise about my question.
I really need a bit of help to start finding how to rewrite my strategy.
French trader need help

[NinjaTrader_JoshP]

laurent,

You need to make a multi-instrument strategy with the VIX index. To do this you need to review the information in the link to see how this is done.

[laurent]

OK I'll read it slowly again then...


Laurent