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DTI strategy help needed

Posted: 07 Sep 2008
by Tresor
Hello Guys,

Could someone please have a look at the below and possibly try to code the simple buy and sell signals in line with the screenshot.

I attach:

(i) DTI indicator (xml)
(ii) DTI signal (jpg) a screenshot with buy and sell signals

Thanks

Posted: 16 Sep 2008
by fs
This is not very clear what you want. Are you always long or short, meaning do you go long with every cross of any line from below and you go short with every cross of any line from above?

Or are some arrows just exits and then you wait for another cross before you go long or short?

Posted: 16 Sep 2008
by fs
Ok, assuming you want to go short with every cross of any line from above and you want to go long with every cross of every line from below, the code is below. You should have no problem changing it for your requirements.

Posted: 16 Sep 2008
by Tresor
fs,

Excellent. That's what I was after :D Thank you very much.

Regards

Posted: 16 Sep 2008
by TJ
Ok, assuming you want to go short with every cross of any line from above and you want to go long with every cross of every line from below, the code is below. You should have no problem changing it for your requirements.
Can you switch the Buy with Sell, and vise versa?

The equity curve might look better.

;-)

Posted: 16 Sep 2008
by Tresor
Ok, assuming you want to go short with every cross of any line from above and you want to go long with every cross of every line from below, the code is below. You should have no problem changing it for your requirements.
Can you switch the Buy with Sell, and vise versa?

The equity curve might look better.

;-)
Hi TJ,

I already found one strategy (enormously unprofitable) which traded opposite might provide substatial profits. :lol:

Posted: 16 Sep 2008
by fs
Ok, assuming you want to go short with every cross of any line from above and you want to go long with every cross of every line from below, the code is below. You should have no problem changing it for your requirements.
Can you switch the Buy with Sell, and vise versa?

The equity curve might look better.

;-)
Well, what do you know... this is what happens when you flip the buys and sells.

Posted: 17 Sep 2008
by Tresor
And this is what happens if you optimize it :mrgreen:

Posted: 01 Dec 2008
by RWDickinson
Pardon a question from a newbie: what is this DTI indicator and where did it come from? Is this the S&P Diversified Trends Indicator? Where did you get the indicator code?
The optimized inverted method looks promising.

Posted: 01 Dec 2008
by Tresor
If I can remember DTI can be found in the TSS knowledgebase. This strat has already undergone some changes; it uses dynamic overbought / oversold levels calculated on Bollinger Bands of Bollinger Bands of ....some other sophisticated stuff ..., which resulted in even smoother equity line.

Regards

Posted: 01 Dec 2008
by RWDickinson
Sorry, TSS Knowledgebase? I don't know where to find that....

Posted: 02 Dec 2008
by Tresor
Sorry, TSS Knowledgebase? I don't know where to find that....
Here you are: www.tssupport.com/support/base/

Posted: 02 Dec 2008
by RWDickinson
TY, VM