- Katılım
- 23 Eki 2020
- Mesajlar
- 1,828
02_R2/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
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
from "Jim Greening" JimGinVA@msn.com | |
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