EasyLanguage for Volatility Filtered RSI
Download the Tradestation Volaility workspace here
{6 total data series, SPX, V9, V30, V3M, V6M, V1Y
Not a recommendation. For educational purposes only.}
Inputs:
Size(10000),
Model(1);
Vars:
V9D(0),
V1(0),
V3(0),
V6(0),
V12(0),
RS(0);
V9D = c data2;
V1 = c data3;
V3 = c data4;
V6 = c data5;
V12 = c data6;
RS = RSI(C,14);
If Model = 1 then Begin
If V9D < V1 and RS crosses above 50 then buy (100000) /c shares next bar market; if V9D > V1 or RS crosses below 50 then sell next bar market;
end;
If Model = 2 then Begin
If V1 < V3 and RS crosses above 50 then buy (100000)/c shares next bar market; if V1 > V3 or RS crosses below 50 then sell next bar market;
end;
If Model = 3 then Begin
If V3 < V6 and RS crosses above 50 then buy (100000)/c shares next bar market; if V3 > V6 or RS crosses below 50 then sell next bar market;
end;
If Model = 4 then Begin
If V6 < V12 and RS crosses above 50 then buy (100000)/c shares next bar market; if V6 > V12 or RS crosses below 50 then sell next bar market;
end;
If Model = 5 then Begin
if V9D < V1 and V1 < V6 and RS crosses above 50 then buy (100000)/c shares next bar market; if V9D > V1 and V1 > V6 or RS crosses below 50 then sell this bar close;
end;
If Model = 6 then Begin
if V9D < V1 and V1 < V3 and RS crosses above 50 then buy (100000)/c shares next bar market; if V9D > V1 and V1 > V3 or RS crosses below 50 then sell this bar close;
end;
Notes on MBT:
MBT (or BTC) futures benefits
Automation through tradestation !!!
(GBTC has failed us)
Low cost (.0005 — half of a tenth percent)
Regulation (CME futures market)
Futures tax rate
Stacked RSI – MBT (3 positions)
Or
RSI Angles – MBT (4 positions)
I will be leaving some at BlockFI for interest…
and MAY short on the exchange instead of selling
the blockfi position.