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01_R2/Regress Slope/MFI/TSF - (Vol Rqd)

01_R2/Regress Slope/MFI/TSF - (Vol Rqd)

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




from "Jim Greening"
Source / From: TOP

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