Two Streams Ratio / MA Delta

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Two Streams Ratio / MA Delta

Postby Apprentice » Fri Sep 14, 2012 2:42 pm

Temp.png

This indicator has been written according to formula provided by sebgautier49.
TSRMD = ( (Stream 1 / Stream2) - MA(Stream 1 / Stream2) )*1000
Two Streams Ratio MA Delta.lua
(9.45 KiB) Downloaded 718 times


As for indicator name, I'm open to suggestions,
I was not creative in this part.

The indicator was revised and updated
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Apprentice
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Re: Two Streams Ratio / MA Delta

Postby Apprentice » Sun Sep 16, 2012 3:44 am

I am working on pair trading between FR40 et GER30

When the indicator is above +12 you have to buy two FR40 and sell one DAX30
when the indicator is above 15 you have to stop loose

When the indicator is under -12 you have to sell two FR40 and buy one DAX30
when the indicator is under -15 you have to stop loose


For more info about this strategy ask sebgautier49.
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Apprentice
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Posts: 36476
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Re: Two Streams Ratio / MA Delta

Postby sebgautier49 » Thu Oct 18, 2012 8:59 am

Dear People,

I would like to developp a strategy based on this indicator.
IF the indicator is egal 10.8 : Buy two FR40 and sell 1 GER30
IF the indicator is egal 21 : Buy two FR40 and sell 1 GER30
IF the indicator is egal 29.5 : Buy two FR40 and sell 1 GER30
When the indicator is egal 0 close all positions

IF the indicator is egal -10.8 : Sell two FR40 and buy 1 GER30
IF the indicator is egal -21 : Sell two FR40 and buy 1 GER30
IF the indicator is egal -29.5 : Sell two FR40 and buy 1 GER30
When the indicator is egal 0 close all positions

IBest regards,

Sébastien
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