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this is a TM system, is this doable in AB.....
1. The market (S&P 500) closes down 3 consecutive days in a row.
2. The VIX closes more than 5% above its 10-period moving average on
the day the market has its 3rd consecutive down close.
3. Buy the market at the close.
4. Exit when the market closes above its 10-period moving average
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