Multi-Instrument TSI Strategy

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Re: Multi-Instrument TSI Strategy

Postby Infime » Thu Aug 22, 2019 1:13 pm

Hi Apprentice,

I visited the all site and I don't find my happinness cause it doesn't exist my (all or a small) strategy code using TSI. :?
Could you create a new code with my strategy uses TSI and others indicators ? I think and I hope I'm on the good board ...
I explain what I have :
- The TSI (units 7 / 14)
- One MVA (period unit 200 on the 1m time unit)
- One MVA (period unit 250 on the 5m time unit)
- One RLW (unit 14)
The strategy is simple to understand.
1) Trading in buy
* First condition : My MVA (period 250 on the 5m time unit) is increasing.
* Second condition : My MVA (period 200 on the 1m time unit) is broken by the current course in the purchase. So when the course go up.
* Third condition : The TSI is under the level 0
* Fourth condition : My RLW is under the level -80.
BUT before to trade I need one confirmation of the current course. I need to wait the second oversold defined by my TSI (The TSI is under the level 0) et RLW (My RLW is under the level -80).
-> If everything is good, I open a buy position only if the TSI go on to down till it will go up. When it go up, I open a buy position. Only in this case.
-> When I close the position ? I have two imaginary limits and one stop on my TSI : my course of TSI cross the level 15. Good. If the current course go on to purchase, let it increase till the level 34.
If the course don’t reach the level 15 and it go down, close the position at the level 0.
If the course reach the level 15 but don’t reach the level 34 and it go down, close the position at the level 15.
If the course reach the level 34 close the position when the TSI (always) course go down.






2) Trading in sell
* First condition : My MVA (period 250 on the 5m time unit) down.
* Second condition : My MVA (period 200 on the 1m time unit) is broken by the current course in the sell. So when the course down.
* Third condition : The TSI is upper the level 0 and go on to up till it will go down.
* Fourth condition : My RLW is upper the level -20.
BUT before to trade I need one confirmation of the current course. I need to wait the second overbought defined by my TSI (The TSI is upper the level 0) et RLW (My RLW is upper the level -20).
-> If everything is good, I open a sell position only if the TSI go on to up till it will go down. When it go down, I open a sell position. Only in this case.
-> When I close the position ? I have two imaginary stops and one limit on my TSI : my course of TSI cross the level -15. Good. If the current course go on to down, let it down till the level -34.
If the course don’t reach the level -15 and it go up, close the position at the level 0.
If the course reach the level -15 but don’t reach the level -34 and it go up, close the position at the level -15.
If the course reach the level -34 close the position when the TSI (always) course go up.

I hope you’ll understand et could create this new strategy. Thank you for your job !
Infime
 
Posts: 2
Joined: Thu Aug 22, 2019 11:44 am

Re: Multi-Instrument TSI Strategy

Postby Infime » Fri Aug 23, 2019 6:52 am

Hi again,

I need to add an explain about the open and close position ;
When I open a position ?
- In buy, when the TSI (under level 0) and the RLW (under level -80) are in the oversold. I buy when the TSI finish to go down and I wait that it just go up to open a position.
I close the position in the cases explained but I wait that the TSI finish to go up and I wait the TSI course just go down then I close the position.
- In sell, when the TSI (upper level 0) and the RLW (under level -20) are in the overbought. I sell when the TSI finish to go up and I wait that it just go down to open a position.
I close the position in the cases explained but I wait that the TSI finish to go down and I wait the TSI course just go up then I close the position.

It's hard to explain the all of strategy.

Thanks a lots !
Infime
 
Posts: 2
Joined: Thu Aug 22, 2019 11:44 am


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