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getting back on track....



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Clarification of a few points: I love my TradeStation, even with all of its
faults. I've run into situations with it that baffles me but I still think
it is the best of all the "retail" trading platforms out there. It allows me
to see/interpret  the market for a relative cheap price (relative to some
institutional platforms that can be over 5-6 figures). It also allows me to
implement trading ideas that have withstood backtesting and have worked in
going forward in "real time".

In light of that thinking, here's an old idea of mine that got blown away by
reality but perhaps it can serve as a genesis for someone's elses projects.
Take it apart, strip it apart and use some of its concepts as part of yours.
Let's get this list back on track.

All of the following is from the public domain: TASC, Futures mag or some
other websites.
------------------------------------------------------------
{System: Linear Time}
Inputs: TSFLen(12),BPlus(12),MaLen(10),Dsp(3);;
Vars: TSF(0),LRV(0),Ma(0);

TSF=TimeSeriesForecast(TsfLen,Bplus);
LRV=LinearRegValue(C,Tsflen,0);
Ma=Average(C,MaLen)[dsp];

If LRV crosses above TSF then buy on close;
If Close crosses below Ma then exitlong on close;
If LRV crosses below TSF then sell on close;
If Close crosses above Ma then exitshort on close;
------------------------------------------------------------
{Indicator: Linear Time.....scaling is set to price}
Inputs: TSFLen(12),BPlus(12);

Value1=TimeSeriesForecast(TsfLen,Bplus);
Value2=LinearRegValue(C,Tsflen,0);

Plot1(Value1,"TSF");
Plot2(Value2,"LRV");
------------------------------------------------------------
{Indicator: Displace Ma Stp.....scaling is set to price}
Inputs: MaLen(10),Dsp(3);
Plot1(Average(C,MaLen)[dsp]);