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03_R2/Regress Slope/Qstick - (OHLC Rqd)
 

03_R2/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

 

e-st-03_R2_Regress_Slope_Qstick.gif
from "Jim Greening" JimGinVA@msn.com
Source / From: TOP
http://www.guppytraders.com

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