Re: getting back on track....

[Timothy Morge <tmorge@xxxxxxxxxxxxxxx>]

ZooBoy...

Thanks for some instructive-constructive thoughts. Can anyone give me a short
commentary that explains what this system and function[s] are doing or trying to
do? [or if not, maybe someone can point to the original articles? Being
code-stupid, it's hard for me visualize just what raw code is trying to do].

Best,

Tim Morge

ZooKeeper wrote:
> 
> 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]);