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Re: [EquisMetaStock Group] LinRegSlope



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Amibroker code:

//Penny Stock breakout Trading system 
//////////////////////////////// 
MACDH = MACD()-Signal(); 
SDC = StDev( C, 30 ) / MA( C, 30 ); 
Period = 14; 
Coeff = 0.1; 
intra = log( H ) - log( L ); 
Vintra = StDev( intra, Period ); 
inter = log( Avg ) - log( Ref( Avg, -1 ) ); 
Vinter = StDev( inter, Period ); 
Cutoff = Coeff * (Vinter+Vintra) * C; 
MF = C - (H+L)/2 + Avg - Ref( Avg, -1 ); 
MFV = IIf( MF > Cutoff, V, IIf( MF < -Cutoff, -V, 0 ) ); 
FVE = Sum( MFV, Period ) / MA(V,Period) / Period * 100; 

LC35 = 100* LinRegSlope( C, 35 ) / Ref( C, -35 ); 
LC70 = 100*LinRegSlope( C, 70 ) / Ref( C, -70 ); 
LC170 = 100*LinRegSlope( C, 170 ) / Ref( C, -170 ); 

StochSDC = 100 * Sum( SDC - LLV(SDC,150), 3 ) / 
           Sum( HHV( SDC, 150 ) - LLV( SDC, 150 ), 3 ); 

Buy =  FVE > -1 AND 
       LC35 > -0.35 AND 
       LC35 < 0.40 AND 
       LC70 > -0.40 AND 
       LC70 < 0.40 AND 
       LC170 > -0.20 AND 
       MACDH > -0.003 AND 
       StochSDC < 20 AND 
       C > EMA( C, 10 ) AND 
       SDC * ADX( 25 ) < 1.3 AND 
       StochK( 10, 3 ) > 30; 

Sell = C < (1 - 18/100) * HHV( C, 2 ); 
ApplyStop( stopTypeNBar, stopModeBars, 70, True ); 

Filter = Buy; 
AddColumn( FVE, "FVE" ); 
AddColumn( LC35, "LC35" ); 
AddColumn( LC70, "LC70" ); 
AddColumn( LC170, "LC170" ); 
AddColumn( MACDH, "MACDH", 1.5 ); 
AddColumn( StochSDC , "StochSDC" ); 
AddColumn( C , "C" ); 
AddColumn( EMA( C, 10 ), "EMA(C,10)" ); 
AddColumn( SDC * ADX( 25 ), "SDC * ADX( 25 )" ); 
AddColumn( StochK( 10, 3 )  , "StochK( 10, 3 )" ); 

--Tomasz Janeczko, AmiBroker.com 







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