TFI 2.0 (Triple function Indicator) Strategy

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

  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

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  // 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

   

  

  Zigo

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  04/01/2020 at 8:51 AM #124203
  Nicolas

  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 😉

   

  

  Nicolas

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

  Change line 14 and 15

  11. once p=8 14. c1=SMI[p,3,5](close)>40 15. c11=SMI[p,3,5](close)>-40

  1 2 3 4

  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.

  

  Zigo

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  04/01/2020 at 1:05 PM #124238
  Fran55

  thats incredible in 10m and 200000 bars.

  

  Fran55

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

  Fran55 wrote:

  thats incredible in 10m and 200000 bars.

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

   

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  Zigo

  

  GraHal

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

  Hi,

  Incredible with wich parameters regarding n,m,p ?

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  Zigo

  

  MAKSIDE

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