Comparing TDI, TCF, TTF, and TII Trend-Reversal Signals

Summary

This strategy collects four trend indicators—TDI, TCF, TTF, and TII—and lets the user select one to generate long entries and exits. TDI compares smoothed price momentum measures; TCF contrasts accumulated positive and negative price changes; TTF compares buying and selling pressure derived from highs and lows; and TII measures how prices sit relative to a major moving average over a shorter window. Each indicator uses its own crossover or threshold logic to enter or close a long position.

The document lists example indicator and risk settings, including ATR-based position sizing inputs, but the source ultimately submits entries and closes positions without attaching the described stop or limit offsets. It reports a separate test across 15 OMXS30 companies from 2016–2018, with average profit and standard deviation by indicator, but gives little methodological detail and the published BTC/USDT backtest window spans only about two days. These examples are not enough to establish robust performance; false signals, parameter sensitivity, and market noise remain key limitations.

Key ideas

• The strategy selects one of four indicators to determine long entries and exits.
• TDI uses smoothed momentum relationships, while TCF compares positive and negative price changes.
• TTF uses relative buying and selling pressure, and TII compares price with a major moving average over a shorter window.
• The document reports average profit and standard deviation for four indicators in a 2016–2018 test on 15 OMXS30 companies.
• Although ATR sizing and stop-related parameters are described, the shown order logic does not apply stop or limit exits.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.