Update: slightly cleaned up code and buy mechanism
This is the one I am using now. It is still a bit rough and it is definitely a work in progress.
Credit goes to many people I reckon.
Thanks Peter Bakker for apparently resurrecting noko.csv and my Robin Hood VIX Mix Rogue Trader.
Huge thanks to everyone especially Kory Hoang who contributed to Ballistic XIV.
Huge thanks to those that contributed to the VIX MoreSignals aka BigSignal. That is what I call it. It is probably known by something else in other threads. I do not remember who did the most work on that, but it is much appreciated.
If you get a chance, take a look at Kory Hoang algo noted above. It did very well!
Kory's algo already is comfortable to sit in cash while still making nice profits. I think combining it with MoreSignals makes a slightly improved buying, selling, and sitting in cash mechanism.