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SMA on RSI and STDDEV
 Post subject: SMA on RSI and STDDEV Post rating: 0   New post Posted: Wed 24 Aug, 2016, 14:06 
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hello there,
how can I implement a moving average of another indicator, in this case RSI. and I cant really get it how a standard deviation works in visualJF.
I am trying to create a strategy based on TradersDynamicIndex, and I can't create this indicator out of blocks.
any insights into this woud be very welcome. thanks


 
 Post subject: Re: SMA on RSI and STDDEV Post rating: 0   New post Posted: Sun 04 Sep, 2016, 03:59 

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TDI is actually 3 MAs of the RSI data. The default parameters are:
the TDI Price Line (PL green line) is a SMA(2) of the RSI(13,C).
the TDI Trade Signal Line (TSL red line) is a SMA(7) of the PL green line.
the TDI Market Base Line (MBL yellow line) is a SMA(34) of the PL green line.

I think you may be able replicate these using the Visual JForex.

You might have to use the Calculate Expression block to get the SMA(2) of the RSI(13,C,0) and RSI(13,C,1).

I'm not sure of the SMA(7) and SMA(34) of the PL green line. Are they the SMA(7) of the SMA(2) of the RSI(13,C)?

For STDDEV you might have to enter values into the VAR block and calculate the SQRT of this.


 
 Post subject: Re: SMA on RSI and STDDEV Post rating: 0   New post Posted: Sun 18 Sep, 2016, 18:27 
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Thanks for the answer,
I tried to replicate the last month. and it just doesnt seem to work. SMA(7) and SMA(2) and SMA(34) are all of the RSI(13).
so far the system just produces loss where there should be none. I am trading manually with the indicator and so far so good. I just cant get it to work automated.
I am still trying to improve.
thanks


 
 Post subject: Re: SMA on RSI and STDDEV Post rating: 0   New post Posted: Tue 20 Sep, 2016, 13:29 

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bistolis wrote:
Thanks for the answer,
I tried to replicate the last month. and it just doesnt seem to work. SMA(7) and SMA(2) and SMA(34) are all of the RSI(13).
so far the system just produces loss where there should be none. I am trading manually with the indicator and so far so good. I just cant get it to work automated.
I am still trying to improve.
thanks
Have you shifted the RSI(13)? All the way from 0 to 34? That's a lot of blocks I know but I'm not sure you do can traditional looping with an index variable as you can in most languages.

Also check the output of the average calculation. It should be double not integer or anything else.

Are you trading the TDI the Dean Malone way?

I too have had my own problems like my code being corrupted and now I am running a 1 month backtest that seems to go on forever. I think everything will sort itself out though.


 
 Post subject: Re: SMA on RSI and STDDEV Post rating: 0   New post Posted: Fri 23 Sep, 2016, 13:53 
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hi
yes i created all 34 blocks.
no not Dean Malone strategy.
I use HA candles to get a clear picture of the trend.
the system is not easy to automate, since I am passing on some trades if i dont like the price action, or if too close to res/sup.
I gave up trying to automate it. I hope someone else has more success with it :)


 
 Post subject: Re: SMA on RSI and STDDEV Post rating: 0   New post Posted: Sun 25 Sep, 2016, 12:44 

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Joined: Mon 01 Sep, 2014, 13:39
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bistolis wrote:
hi
yes i created all 34 blocks.
no not Dean Malone strategy.
I use HA candles to get a clear picture of the trend.
the system is not easy to automate, since I am passing on some trades if i dont like the price action, or if too close to res/sup.
I gave up trying to automate it. I hope someone else has more success with it :)
I think automating some strategies is near impossible, but I like to try to see if a strategy can at least be successful in back testing. Mind you I haven't been very good at that!


 
 Post subject: Re: SMA on RSI and STDDEV Post rating: 0   New post Posted: Tue 16 Oct, 2018, 00:12 

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This strategy must escape the news!


 

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