Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=23419
Forum: 17 · Topic 23419 · 6 post(s)
Apprentice · Fri Sep 14, 2012 2:42 pm

This indicator has been written according to formula provided by sebgautier49. TSRMD = ( (Stream 1 / Stream2) - MA(Stream 1 / Stream2) )*1000
Two Streams Ratio MA Delta.lua
As for indicator name, I’m open to suggestions, I was not creative in this part.
The indicator was revised and updated
Apprentice · Sun Sep 16, 2012 3:44 am
I am working on pair trading between FR40 et GER30
When the indicator is above +12 you have to buy two FR40 and sell one DAX30 when the indicator is above 15 you have to stop loose
When the indicator is under -12 you have to sell two FR40 and buy one DAX30 when the indicator is under -15 you have to stop loose
For more info about this strategy ask sebgautier49. memberlist.php?mode=viewprofile&u=187798
sebgautier49 · Thu Oct 18, 2012 8:59 am
Dear People,
I would like to developp a strategy based on this indicator. IF the indicator is egal 10.8 : Buy two FR40 and sell 1 GER30 IF the indicator is egal 21 : Buy two FR40 and sell 1 GER30 IF the indicator is egal 29.5 : Buy two FR40 and sell 1 GER30 When the indicator is egal 0 close all positions
IF the indicator is egal -10.8 : Sell two FR40 and buy 1 GER30 IF the indicator is egal -21 : Sell two FR40 and buy 1 GER30 IF the indicator is egal -29.5 : Sell two FR40 and buy 1 GER30 When the indicator is egal 0 close all positions
IBest regards,
Sébastien
Apprentice · Fri Oct 19, 2012 4:14 pm
Your request is added to the development list.
Apprentice · Tue Sep 30, 2014 1:03 pm
Update
Apprentice · Mon Jun 26, 2017 4:20 am
The indicator was revised and updated.