Is there already somewhere a strategy which goes Long in the VIX future one day before an important event? Like yesterday the FED decision?
Rename
You can build one for trading (but not backtest capable) with the "Market Moving News Ahead" condition block from the PowerPack.
For backtesting, use the Fed (FOMC) indicator that comes with Data Extensions (Historical FOMC meetings to backtest Fed rate decisions).
For backtesting, use the Fed (FOMC) indicator that comes with Data Extensions (Historical FOMC meetings to backtest Fed rate decisions).
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