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Regress Slope/Money Flow
Index/Time Series Forecast
MetaStock Trading System
A series of four trading systems, using the Regress Slope as
basis and combining with other indicators.
| 1. Regress Slope: Signal
Formulas |
|
Enter
Long:
|
Alert(RSquared(C,21) <
0.15,21) AND
LinRegSlope(C,34) > opt1 AND
HHV(LinRegSlope(C,34),5) =
HHV(LinRegSlope(C,34),13) AND
HHV(MFI(55),5) = HHV(MFI(55),13) AND
HHV(TSF(C,55),5) = HHV(TSF(C,55),13) |
| Close
Long: |
LLV(TSF(C,55),5) =
LLV(TSF(C,55),13) AND
LinRegSlope(C,34) < opt1 |
Enter
Short:
|
Alert(RSquared(C,21) <
0.15,13) AND
LinRegSlope(C,34) < opt2 AND
LLV(LinRegSlope(C,34),5) =
LLV(LinRegSlope(C,34),13) AND
LLV(MFI(55),5) = LLV(MFI(55),13) AND
LLV(TSF(C,144),5) = LLV(TSF(C,144),13) |
| Close
Short: |
HHV(TSF(C,144),5) =
HHV(TSF(C,144),13) |
|
| Optimization Variables |
|
| OPT1: Min = -0.10
Max = 0.00 Step = 0.10 |
| OPT2: Min = -0.20
Max = 0.00 Step = 0.10 |
| STOPS: ALL OFF |
|
| 2. Regress Slope/CMO -
All: Signal Formulas |
|
Enter
Long:
|
Alert(RSquared(C,21) <
0.15,21) AND
LinRegSlope(C,34) > opt1 AND
HHV(LinRegSlope(C,34),5) =
HHV(LinRegSlope(C,34),13) AND
CMO(C,55) > 0 AND
C = HHV(C,5) |
| Close
Long: |
LinRegSlope(C,34) < opt1 AND
CMO(C,55) < 0 AND
C = LLV(C,5) |
Enter
Short:
|
Alert(RSquared(C,21) <
0.15,13) AND
LinRegSlope(C,34) < opt2 AND
LLV(LinRegSlope(C,34),5) =
LLV(LinRegSlope(C,34),13) AND
CMO(C,55) < 0 AND
C = LLV(C,5) |
| Close
Short: |
LinRegSlope(C,34) > opt2 AND
CMO(C,55) > 0 AND
C = HHV(C,5) |
|
| Optimization Variables |
|
| OPT1: Min = -0.10
Max = 0.00 Step = 0.10 |
| OPT2: Min = -0.20
Max = 0.00 Step = 0.10 |
| STOPS: ALL OFF |
|
| 3. Regress Slope/Qstick
- (OHLC Rqd): Signal Formulas |
|
Enter
Long:
|
Alert(RSquared(C,21) <
0.15,21) AND
LinRegSlope(C,34) > opt1 AND
HHV(LinRegSlope(C,34),5) =
HHV(LinRegSlope(C,34),13) AND
Qstick(55) > opt1 AND
HHV(Qstick(55),5) = HHV(Qstick(55),13)
AND C=HHV(C,5) |
| Close
Long: |
LinRegSlope(C,34) < opt1 AND
Qstick(55) < opt1 AND
C = LLV(C,5) |
Enter
Short:
|
Alert(RSquared(C,21) <
0.15,13) AND
LinRegSlope(C,34) < opt2 AND
LLV(LinRegSlope(C,34),5) =
LLV(LinRegSlope(C,34),13) AND
Qstick(55) < opt2 AND
LLV(Qstick(55),5) = LLV(Qstick(55),13)
AND C = LLV(C,5) |
| Close
Short: |
LinRegSlope(C,34) > opt2 AND
Qstick(55) > opt2 AND
C = HHV(C,5) |
|
| Optimization Variables |
|
| OPT1: Min = -0.10
Max = 0.00 Step = 0.10 |
| OPT2: Min = -0.10
Max = 0.00 Step = 0.10 |
| STOPS: ALL OFF |
|
| 4. Regress Slope/CCI/TSF
- All: Signal Formulas |
|
Enter
Long:
|
Alert(RSquared(C,21) <
0.15,21) AND
LinRegSlope(C,34) > opt1 AND
HHV(LinRegSlope(C,34),5) =
HHV(LinRegSlope(C,34),13) AND
HHV(CCI(55),5) = HHV(CCI(55),13) AND
CCI(55) > 0 AND
HHV(TSF(C,55),5) = HHV(TSF(C,55),13)
AND C = HHV(C,5) |
| Close
Long: |
LLV(TSF(C,55),5) =
LLV(TSF(C,55),13) AND
LinRegSlope(C,34) < opt1 AND
CCI(55) < 0 AND
C = LLV(C,5) |
Enter
Short:
|
Alert(RSquared(C,21) <
0.15,13) AND
LinRegSlope(C,34) < opt2 AND
LLV(LinRegSlope(C,34),5) =
LLV(LinRegSlope(C,34),13) AND
LLV(CCI(55),5) = LLV(CCI(55),13) AND
LLV(TSF(C,144),5) = LLV(TSF(C,144),13)
AND C = LLV(C,5) |
| Close
Short: |
HHV(TSF(C,144),5) =
HHV(TSF(C,144),13) AND
C = HHV(C,5) |
|
| Optimization Variables |
|
| OPT1: Min = -0.10
Max = 0.00 Step = 0.10 |
| OPT2: Min = -0.20
Max = 0.00 Step = 0.10 |
| STOPS: ALL OFF |
|
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