DTI strategy help needed

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Tresor
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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 582 times
DTI signal.jpg
(168.07 KiB) Downloaded 1416 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
(107.89 KiB) Downloaded 1360 times
DTI Screenprint.png
(117.2 KiB) Downloaded 1369 times
DTI_Signal.xml
(7.09 KiB) Downloaded 538 times

Tresor
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Postby Tresor » 16 Sep 2008

fs,

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

Regards

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TJ
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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
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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
(116.42 KiB) Downloaded 1378 times

Tresor
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Postby Tresor » 17 Sep 2008

And this is what happens if you optimize it :mrgreen:
Attachments
Equity curve.jpg
(121.2 KiB) Downloaded 1378 times

RWDickinson
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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
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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
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Postby RWDickinson » 01 Dec 2008

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

Tresor
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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
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Postby RWDickinson » 02 Dec 2008

TY, VM


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