Multi-Instrument TSI Strategy

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Multi-Instrument TSI Strategy

Based on request.
viewtopic.php?f=27&t=68449
Multi-Instrument TSI Strategy.lua

Apprentice
FXCodeBase: Confirmed User

Posts: 25373
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: Multi-Instrument TSI Strategy

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.
* 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.

* 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: 17
Joined: Thu Aug 22, 2019 11:44 am

Re: Multi-Instrument TSI Strategy

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: 17
Joined: Thu Aug 22, 2019 11:44 am

Re: Multi-Instrument TSI Strategy

Try this version.
viewtopic.php?f=31&t=68870
I hope I understand your request.

Apprentice
FXCodeBase: Confirmed User

Posts: 25373
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: Multi-Instrument TSI Strategy

Thank you, I'll try this version and I'll come back if I need to add something !
Infime

Posts: 17
Joined: Thu Aug 22, 2019 11:44 am

Re: Multi-Instrument TSI Strategy

Hi Apprentice,

The TSI strategy is good but not exponential well I'm trying something new and always based on the TSI and more simple
Let's explain the indicators :
1) RLW (14)
2) TSI (7;14)
3) DONCHIAN CHANNEL OF RSI (MA period 14)
- Period of trading in M1.

So, Trading in buy : I need my RLW is under the level -80, my TSI under the level 0 and the middle line of my Donchian Channel of RSI is touching the low line. If these condition are united, I wait the TSI line finish to go down and then I buy when it's just go up.

Trading in sell : I need my RLW is upper the level -20, my TSI upper the level 0 and the middle line of my Donchian Channel of RSI is touching the top line. If these condition are united, I wait the TSI line finish to go up and then I sell when it's just go down.

When close the positions ? When the TSI finish to go up till it go down (for the buy position) and when the TSI finish to go down till it go up (for the sell position).

That's all

But if you can add an option where a second position can be buy or sell in the D1 period trading with the same conditions that the M1 period trading, it's perfect. And only for this, add a stop loss with 150 pip's. I'm scared if the loss is more than ..

Thank you for your attention and I hope it will works well !
Infime

Posts: 17
Joined: Thu Aug 22, 2019 11:44 am

Re: Multi-Instrument TSI Strategy

Sorry Apprentice I need to correct something...

In buy : "...the middle line of my Donchian Channel of RSI is touching the low line" -> The correction is "the middle line of my Donchian Channel of RSI has touched the low line".

In sell : "...the middle line of my Donchian Channel of RSI is touching the top line" -> The correction is "the middle line of my Donchian Channel of RSI has touched the top line".

Thanks a lot !
Infime

Posts: 17
Joined: Thu Aug 22, 2019 11:44 am

Re: Multi-Instrument TSI Strategy

Development reference 140.

Apprentice
FXCodeBase: Confirmed User

Posts: 25373
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: Multi-Instrument TSI Strategy

Infime_Strategy.lua

Try this version.

Apprentice
FXCodeBase: Confirmed User

Posts: 25373
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: Multi-Instrument TSI Strategy

Hi,

I checked the strategy but there is a fault (sorry it's mine)...
Look the picture to understand.
In 1 : It's this "In buy : "the middle line of my Donchian Channel of RSI has touched the low line"."
In 2 : It's this "In sell : "the middle line of my Donchian Channel of RSI has touched the top line"."
So, the low and top lines are not the lines that determine the levels (Look the pink lines) ; it's not this. I would like that the middle line (my current course) of my DC of RSI has touched the variation of the DC of RSI (Look the number 1 and 2).

If it has touched these lines, if there was oversold or overbought (Look the I and II), wait that my TSI finish to go down or up (Look the A and B), to buy in A' and close the position to sell in B'.

I think there was just the problem of my DC of RSI

Thanks Apprentice !
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Infime

Posts: 17
Joined: Thu Aug 22, 2019 11:44 am

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