Please allow the use of the VIX level (multiplied by a constant) as the percentage in the "VIX moves up" / "VIX moves down" exit conditions. For example: For "Exit when VIX moves up," use 0.5 times the VIX level from the entry moment as a percentage. So, if the VIX is at 15% at entry, exit when the VIX moves up 7.5%. Or, for example, if the VIX is at 40, then exit when the VIX moves up 20%. This could take into account the dynamics of the VIX, since a 7.5% rise in the VIX from 15 points might take days, while a 7.5% rise in the VIX from a high level of 40 points might take only minutes, so a 20% move up (0.5 times the VIX at entry) in this high vol environment could make more sense.