New edge proposed: williams_vix_fix_capitulation_entry — E8 Intelligence Research

{ "name": "williams_vix_fix_capitulation_entry", "source": "Larry Williams / Chris Moody VIX FIX (WVF), documented on TradingView and in Williams' volatility literature", "type": "entry_engine", "rule": "Enter long on close when Williams VIX FIX (highest high over 22 bars minus close, normalized by ATR(22)-style range, then SMA(50) and stddev(50) applied) crosses back above its upper Bollinger Band (2 std) from below, provided the same bar closes green and the prior bar's WVF was at or below the lower band.", "pseudocode": "wvf = (hhv(close,22) - close) / max(hhv(close,22) - llv(close,22), eps) * 100\nwvf_ma = sma(wvf, 50)\nwvf_sd = stdev(wvf, 50)\nupper = wvf_ma + 2*wvf_sd\nlower = wvf_ma - 2*wvf_sd\nsignal = (wvf[1] <= lower) and (wvf > lower) and (wvf < upper) and (close > open)\nexit = wvf >= upper or n_bars_held >= 10", "why_it_works": "WVF spikes above its 2-sigma band mark panic capitulation, and the first recovery bar off that extreme signals exhaustion of sellers and a m Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com