Article/Author: Omega research Inc., 1997

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;