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Three-Timeframe RSI Agreement Strategy Diagram

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This diagram waits for formed RSI values from five-, fifteen-, and thirty-minute candles, samples all three at each slow-timeframe close, and evaluates them as one synchronized group. Agreement below 30 enters or reverses long; agreement above 70 enters or reverses short.

schema

Strategy Overview

  • Three finished candle streams calculate independent RSI(14) values on five-, fifteen-, and thirty-minute time frames.
  • The thirty-minute RSI event samples the latest value from every stream. Sync groups those three samples with a thirty-minute interval and clears them after release.
  • A decision is made once per formed thirty-minute RSI value, only after all three synchronized outputs have updated their comparisons.
  • All three RSI values below the Buy Threshold produce a long setup. All three above the Sell Threshold produce a short setup.
  • Position gates prevent another order in the currently aligned direction. A setup against the held position submits a two-unit market reversal; a flat entry uses one unit.
  • There is no independent stop-loss, take-profit, timed exit, or cooldown. The next qualified opposite setup is the only exit and immediately establishes the new direction.

Entry and Exit Rules

  • Long entry: Require synchronized Fast RSI, Middle RSI, and Slow RSI values to be strictly below 30 and Position to be less than or equal to zero. Buy Base Volume + abs(sign(Position)) at market: one unit from flat or two units from the diagram's one-unit short.
  • Short entry: Require all three synchronized RSI values to be strictly above 70 and Position to be greater than or equal to zero. Sell the same calculated quantity at market: one unit from flat or two units from the diagram's one-unit long.
  • Exit: A long is closed only by a qualified short setup, and a short only by a qualified long setup. The reversal order both closes the one-unit exposure and opens one unit in the new direction.
  • Position scope: The normalized formula targets positions created by this diagram. If an external position has an absolute size greater than one base unit, a two-unit reversal order will not necessarily reach the intended target.

Parameters

Parameter Default Description
Fast Candles Series 00:05:00 Finished five-minute candles used by Fast RSI.
Middle Candles Series 00:15:00 Finished fifteen-minute candles used by Middle RSI.
Slow Candles Series 00:30:00 Finished thirty-minute candles that schedule synchronized decisions.
Fast RSI Length 14 Averaging length of RSI on the fast candle stream.
Fast RSI Source Not set No alternate indicator input field is selected.
Middle RSI Length 14 Averaging length of RSI on the middle candle stream.
Middle RSI Source Not set No alternate indicator input field is selected.
Slow RSI Length 14 Averaging length of RSI on the slow candle stream.
Slow RSI Source Not set No alternate indicator input field is selected.
Buy Threshold 30 Strict upper boundary for agreement that permits a long entry.
Sell Threshold 70 Strict lower boundary for agreement that permits a short entry.
Base Volume 1 Target exposure and flat-entry size; reversals use twice this default size.

Diagram Details

  • Each Candles block emits only finished values and can build its time frame from smaller stored candles. Each RSI block emits only after its own 14-value warm-up is complete.
  • Fast and Middle RSI become ready earlier than Slow RSI. Three indicator-value Variables are triggered by each Slow RSI event, so incomplete warm-up intervals cannot remain at the head of the Sync queue.
  • Sync has exactly three connected input/output pairs, Interval 00:30:00, and Clear Sockets enabled. Its outputs carry the latest fast, latest middle, and current slow RSI samples with one common decision time.
  • Six Comparison blocks apply strict < Buy Threshold and > Sell Threshold tests. A Boolean release reaches both five-input AND gates only after all six comparisons have processed the current group.
  • Current Position is compared with zero using <= for the long route and >= for the short route. These checks allow a flat entry or an opposite-position reversal and suppress repeated same-direction entries.
  • Formula evaluates Base Volume + abs(sign(Position)). With the maintained exposure, the result is 1 when flat and 2 when invested, while remaining bounded even when the position feed is reported more than once by multiple data subscriptions.
  • Buy and Sell Modify position blocks use NoCondition market actions because direction and eligibility are already established by the external gates. No protective or chart block is present.
  • Thresholds are deliberately separated from RSI lengths and candle series. Changing a time frame or length changes warm-up timing; Sync still waits for a fresh sampled triple before evaluating.

Usage

Import the .json file into Designer, run it in the backtester with enough history to form the thirty-minute RSI, and adjust the three candle series, RSI lengths, thresholds, and base volume for the instrument before live trading.