Price and VixFix

//@version=4
strategy(title="S&P Bear Warning", shorttitle="Bear Warning", pyramiding=0,
 currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=100,
 initial_capital=10000, commission_value=0.1)

//Momentum
len = input(50, minval=1, title="Length")
src = input(close, title="Source")
bandUpper = input( 5)
bandLower = input(-5)
pivotLegs = input(10)

// ————— Control plotting of each signal. You could use the same technique to be able to turn acc/dist on/off.
showVixFix = input(true)
showMomentum = input(false)

mom = src - src[len]
momPivotLo = pivotlow(mom, pivotLegs, pivotLegs)
myAtr = atr(14)
momBull = mom > myAtr
plot(showMomentum ? mom : na, color=mom > 0 ? color.blue : color.maroon, title="MOM")
plot(showMomentum ? 0 : na, color=color.silver, title="MOM Zero line", style=plot.style_circles)
plot(showMomentum ? myAtr : na, color=color.orange, title="ATR")

priceMaLen = input(25, minval=1, title="Length")
priceMaFast = ema(close, priceMaLen)
priceMaSlow = ema(close, priceMaLen * 6)
priceBull = priceMaFast > priceMaSlow

//VIX
VIXFixLength = input(22,title="VIX Fix Length")
VIXFix = (highest(close,VIXFixLength)-low)/(highest(close,VIXFixLength))*100
vixMaFast = ema(VIXFix, VIXFixLength * 2)
vixMaSlow = ema(VIXFix, VIXFixLength * 6)
vixBull = vixMaFast < vixMaSlow
plot(showVixFix ? VIXFix : na, "VIXFix", color.lime, 1)
plot(showVixFix ? vixMaFast  : na, "VIXFix MA", color.green, 1)
plot(showVixFix ? vixMaSlow  : na, "VIXFix MA", color.purple, 1)
band1 = plot(showVixFix ? bandUpper : na, "Upper Band", color.maroon, 1, plot.style_circles, transp = 70)
band0 = plot(showVixFix ? bandLower : na, "Lower Band", color.maroon, 1, plot.style_circles, transp = 70)
fill(band1, band0, color=color.red, transp=90, title="Background")

priceAndVixBull = vixBull and priceBull
priceAndVixBear = not vixBull and not priceBull
bgcolor(priceAndVixBull ? color.green : priceAndVixBear ? color.red : na)
//Identify Triggers
//Back Test Range
start = timestamp("America/New_York", 2000, 1, 1, 9,30)
end   = timestamp("America/New_York", 2020, 7, 1, 0, 0)

//Momentum
// Long1  = mom > myAtr
enterLong = not na(momPivotLo) and priceAndVixBull
// exitLong  = crossover(VIXFix, ema(VIXFix, 100))
exitLong  = priceAndVixBull[1] and not priceAndVixBull
Short = mom < myAtr

// Debugging code to visualize your conditions.
plotchar(enterLong, "enterLong", "▲", location.bottom, color.green, size = size.tiny)
plotchar(exitLong, "exitLong", "▼", location.top, color.red, size = size.tiny)

//Entry and Exit
if time >= start and time <= end
    strategy.entry("Long", true, when = enterLong)

strategy.close("Long", when = exitLong)