DTI strategy help needed

Studies that have been contributed to the community by other users. If you’ve got something useful to share, that’s great!
Tresor
Posts: 1104
Joined: 29 Mar 2008
Has thanked: 12 times
Been thanked: 51 times

DTI strategy help needed

Postby Tresor » 07 Sep 2008

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
Attachments
DTI.xml
(7.25 KiB) Downloaded 149 times
DTI signal.jpg
DTI signal.jpg (168.07 KiB) Viewed 457 times

fs

Postby fs » 16 Sep 2008

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?

fs

Postby fs » 16 Sep 2008

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.
Attachments
Equity curve.png
Equity curve.png (107.89 KiB) Viewed 401 times
DTI Screenprint.png
DTI Screenprint.png (117.2 KiB) Viewed 410 times
DTI_Signal.xml
(7.09 KiB) Downloaded 137 times

Tresor
Posts: 1104
Joined: 29 Mar 2008
Has thanked: 12 times
Been thanked: 51 times

Postby Tresor » 16 Sep 2008

fs,

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

Regards

User avatar
TJ
Posts: 6523
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 957 times
Been thanked: 1883 times

Postby TJ » 16 Sep 2008

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.

;-)

Tresor
Posts: 1104
Joined: 29 Mar 2008
Has thanked: 12 times
Been thanked: 51 times

Postby Tresor » 16 Sep 2008

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:

fs

Postby fs » 16 Sep 2008

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.
Attachments
Equity curve flipped.png
Equity curve flipped.png (116.42 KiB) Viewed 419 times

Tresor
Posts: 1104
Joined: 29 Mar 2008
Has thanked: 12 times
Been thanked: 51 times

Postby Tresor » 17 Sep 2008

And this is what happens if you optimize it :mrgreen:
Attachments
Equity curve.jpg
Equity curve.jpg (121.2 KiB) Viewed 419 times

RWDickinson
Posts: 43
Joined: 01 Dec 2008
Has thanked: 2 times
Been thanked: 2 times

Postby RWDickinson » 01 Dec 2008

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.

Tresor
Posts: 1104
Joined: 29 Mar 2008
Has thanked: 12 times
Been thanked: 51 times

Postby Tresor » 01 Dec 2008

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

RWDickinson
Posts: 43
Joined: 01 Dec 2008
Has thanked: 2 times
Been thanked: 2 times

Postby RWDickinson » 01 Dec 2008

Sorry, TSS Knowledgebase? I don't know where to find that....

Tresor
Posts: 1104
Joined: 29 Mar 2008
Has thanked: 12 times
Been thanked: 51 times

Postby Tresor » 02 Dec 2008

Sorry, TSS Knowledgebase? I don't know where to find that....


Here you are: www.tssupport.com/support/base/

RWDickinson
Posts: 43
Joined: 01 Dec 2008
Has thanked: 2 times
Been thanked: 2 times

Postby RWDickinson » 02 Dec 2008

TY, VM


Return to “User Contributed Studies and Indicator Library”