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Two Instrument Strategy

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Two Instrument Strategy

Postby Apprentice » Fri Apr 21, 2017 6:59 am

1.png

2.png


Prerequisite for trade
1)
Instrument 1 > MA of Instrument 1
Instrument 2 < MA of Instrument 2
or
2)
Instrument 1 < MA of Instrument 1
Instrument 2 > MA of Instrument 2

If we have 1) or 2) we can enter into new trade

If Instrument 1 CrossOver MA of Instrument 1
Open Long in Instrument 1
Open Short in Instrument 2
If Instrument 1 CrossUnder MA of Instrument 1
Open Short in Instrument 1
Open Long in Instrument 2
Optional exit
3)
Instrument 1 > MA of Instrument 1
Instrument 2 > MA of Instrument 2
or
4)
Instrument 1 < MA of Instrument 1
Instrument 2 < MA of Instrument 2

Two Instrument Strategy.lua
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Apprentice
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