Trading Idea....See if someone can make it happen or if you think this is useless.

So I have been messing around with Rizm(they are lacking the features) and think I have found a very good trading idea but I just lack the knowledge to program it. Here it is

When the VIX close is > or = to 5% above its 10SMA you buy the SPY till the VIX is 5% below its 10SMA or 5days what ever comes first
When the VIX close is > or = to 5% below its 10SMA you sell the SPY till the VIX is 5% above its 10SMA or 5days what ever comes first

I have data to show that since 1989 when you follow this simple rule you will return have a 2.5 to 1 return on the weeks this set up takes place.

I think this would be best setup on a 1 day time frame.

Can anyone make this happen or have any experience with this type of system?

A variation using VXX.
Tested on the last two years, performs adequately. Prior to this, not so much.
Note that the original logic had apparent issues. This version attempts to rectify those.

'''
 Contrarian style:  
 Long Entry: VXX close >= 5% above 10SMA  
  Long Exit: VXX <= 5% below 10SMA  
Short Entry: VXX close <= 5% below 10SMA  
 Short Exit: VXX >= 5% above 10SMA  
       Exit: 5 days

 Momentum style:  
 Long Entry: VXX close < 5% below 10SMA  
  Long Exit: VXX >= 5% above 10SMA  
Short Entry: VXX close > 5% above 10SMA  
 Short Exit: VXX >= 5% above 10SMA  
       Exit: 5 days

Original:  
When the VIX close is > or = to 5% above its 10SMA you buy the SPY  
    till the VIX is 5% below its 10SMA or 5days what ever comes first  
When the VIX close is > or = to 5% below its 10SMA you sell the SPY  
    till the VIX is 5% above its 10SMA or 5days what ever comes first  
'''

import numpy  
import talib

periodsToConsider = 4  
positionDuration = 4  
minimumPercentDeltaThreshold = .04

def initialize(context):  
    context.target = symbol('SPY')  
    context.signal = symbol('VXX')  
    context.openPositionDuration = -1  
    set_benchmark(symbol('SPY'))  
    set_commission(commission.PerTrade(cost=2))  
    schedule_function(func=HandleDataScheduled,  
                      date_rule=date_rules.every_day(),  
                      time_rule=time_rules.market_open(hours=0, minutes=1))

def handle_data(context, data):  
    pass

def HandleDataScheduled(context, data):  
    prices      = history(periodsToConsider, '1d', 'price')  
    targetPrice = prices[context.target][-1]  
    signalPrice = prices[context.signal][-1]  
    sma         = prices.apply(talib.SMA, timeperiod=periodsToConsider).iloc[-1]  
    signalSMA   = sma[context.signal]  
    pctDelta    = (signalPrice - signalSMA) / signalSMA

    isLong  = context.portfolio.positions_value > 0.0  
    isShort = context.portfolio.positions_value < 0.0  
    isBuyLongCondition    = False  
    isSellLongCondition   = False  
    isSellShortCondition  = False  
    isCoverShortCondition = False

    ### Contrarian style:  
    #if (pctDelta >= minimumPercentDeltaThreshold):  
    #    isBuyLongCondition = True  
    #if (pctDelta <= -minimumPercentDeltaThreshold):  
    #    isSellLongCondition = True  
    #if (pctDelta <= -minimumPercentDeltaThreshold):  
    #    isSellShortCondition = True  
    #if (pctDelta >= minimumPercentDeltaThreshold):  
    #    isCoverShortCondition = True

    ### Momentum style:  
    if (pctDelta <= -minimumPercentDeltaThreshold):  
        isBuyLongCondition = True  
    if (pctDelta >= minimumPercentDeltaThreshold):  
        isSellLongCondition = True  
    if (pctDelta >= minimumPercentDeltaThreshold):  
        isSellShortCondition = True  
    if (pctDelta <= -minimumPercentDeltaThreshold):  
        isCoverShortCondition = True

    if (isLong or isShort):  
        ### Period exit  
        context.openPositionDuration -= 1  
        if (context.openPositionDuration < 0):  
            order_target_percent(context.target, 0)  
            print("<<<  Time exit: {0} @ {1:<7.2f}".format(context.target.symbol, targetPrice))  
        ### Long exit  
        elif (isLong and isSellLongCondition):  
            order_target_percent(context.target, 0)  
            print("<<<  Long exit: {0} @ {1:<7.2f}".format(context.target.symbol, targetPrice))  
        ### Short exit  
        elif (isShort and isCoverShortCondition):  
            order_target_percent(context.target, 0)  
            print("<<< Short exit: {0} @ {1:<7.2f}".format(context.target.symbol, targetPrice))

    ### Long entry  
    if (not isLong and isBuyLongCondition):  
        order_target_percent(context.target, 1)  
        context.openPositionDuration = positionDuration  
        print("    Long entry: {0} @ {1:<7.2f} >>>".format(context.target.symbol, targetPrice))

    ### Short entry  
    elif (not isShort and isSellShortCondition):  
        order_target_percent(context.target, -1)  
        context.openPositionDuration = positionDuration  
        print("   Short entry: {0} @ {1:<7.2f} >>>".format(context.target.symbol, targetPrice))

    record(Target=targetPrice, Signal=signalPrice, SignalSMA=signalSMA, PctDelta=pctDelta)