Download: tsf.ela
File Includes: Signal - TSF System
Category: Strategy > TSF System
Description: This is an example of trading system which uses Linear Regression.
Signal TSF System ELA Code:
VALUE1 = LINEARREGVALUE(C,9,0);
VALUE2 = LINEARREGVALUE(L,9,0);
VALUE3 = LINEARREGVALUE(H,9,0);
IF (VALUE3 - VALUE2[3]) * 100 > 0 THEN
VALUE12 = ( (VALUE1 - VALUE2[3] ) [3] ) / ( (VALUE3 - VALUE2[3]) * 100);
IF VALUE12 CROSSES UNDER VALUE12[1] THEN SELL ON C;
IF VALUE12 CROSSES OVER VALUE12[1] THEN BUY ON C;