Hi, thank you for posting your strategy code. It's always good to have some example scripts for learning.

I would like to test it on my computer, however I have a problem with the historical data of VIX index. It would be great if you could push me in the right direction.

I have SPY historical data, but I am not able to download VIX historical data.

I am trying to download the data from Google, but it doesn't work. I don't know which ticker to use. I tried VIX and INDEXCBOE:VIX, but neither of them works.

VIX is also not available at Quandl WIKI.

It is possible to download VIX historical data on CBOE website:
http://www.cboe.com/products/vix-index-v...historical-data

But I don't know how to transfer the file to the Zorro format.

Any idea?

Or maybe can you post a link to your .t6 historical data files?

Thanks!