TFI 2.0 (Triple function Indicator) Strategy

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04/01/2020 at 8:44 AM #124078 quote
Zigo
Participant

Master
This strategy is very useful in trending markets. This strategy is only tested on a ten min graphic.
```
// Definitie van code parameters
DEFPARAM CumulateOrders = False // Opstapelen posities gedeactiveerd
Defparam flatbefore = 000000
Defparam flatafter = 000000
// Condities om long posities te openen

// Settings

once n = 5
once m= 29

// Parameters for the StochasticMomentumIndicator

c1=SMI[14,3,5](close)>40
c11=SMI[14,3,5](close)>-40

// Parameters for the CommodityChannelIndex

c2= CCI[n](typicalPrice)>100
c21=CCI[n](typicalPrice)<-100

//Parameters for the Relative StrenghtIndex

c3=RSI[m](close)>60
c31=RSI[m](close)<40

//Test for each Indicator

if c1 then
ZLS1= 1
elsif c11 then
ZLS1=-1
endif

if c2 then
ZLS2=1
elsif c21 then
ZLS2=-1
endif

If c3 then
ZLS3=1
elsif c31 then
ZLS3=-1
endif

//Summary of the results

TFI = sin(atan(ZLS1+ZLS2+ZLS3))


K1= TFI CROSSES OVER 0


IF k1 THEN
BUY 1 CONTRACT AT market
ENDIF

// Condities om long posities te sluiten


IF TFI crosses under 0 THEN
SELL AT MARKET
ENDIF

// Condities om short posities te openen

k3 = TFI CROSSES UNDER 0

IF k3 THEN
SELLSHORT 1 CONTRACT AT market
ENDIF

// Condities om short posities te sluiten

IF TFI crosses over 0 THEN
EXITSHORT AT MARKET
ENDIF

// Stops en targets
SET STOP ploss 50
SET TARGET pPROFIT 1250
```
tfi-15856596114plc8.png tfi-15856596114plc81.png
04/01/2020 at 8:51 AM #124203 quote

Nicolas
Keymaster

Master

Hi Zigo, thanks a lot for sharing this strategy. I moved it from the library to the forum, hope you don’t mind. Mainly because I think that the settings are too much adapted for the current market situation and much more on a 10-minutes timeframe and for only less than a month. It doesn’t mean that the strategy is not of interested, but I think that users must be warned that it would need more Out-Of-Sample testing before using it. Thank you again for all the help and codes you provide on the website 😉

04/01/2020 at 10:49 AM #124223 quote
Zigo
Participant

Master
```
11. once p=8

14. c1=SMI[p,3,5](close)>40
15. c11=SMI[p,3,5](close)>-40
```
Thank you Nicolas for your good advice.

I tested the 2 hours graphic without (zonder) Walk Forward and once with WF for this year. As many other systems, it work well in very trending markets. But be aware in periods of consolidation.

WF.png ZonderWF.png
04/01/2020 at 1:05 PM #124238 quote

Fran55
Participant

Veteran

thats incredible in 10m and 200000 bars.

04/01/2020 at 3:01 PM #124248 quote

GraHal
Participant

Master

Fran55 wrote:

thats incredible in 10m and 200000 bars.

Post the equity curve and the performance stats so we can see please?

Zigo thanked this post

04/01/2020 at 3:54 PM #124252 quote

MAKSIDE
Participant

Veteran

Hi,

Incredible with wich parameters regarding n,m,p ?

Zigo thanked this post
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