Please create strategy from this code:

strategy("Regression", overlay=false)

src = input(defval=close, title="Source")

per = input(defval=50, minval=0, title="Sampling Period")

smper = input(defval=10, minval=1, title="Smoothing Period")

RS(x, t)=>

indx1 = n

indx2 = pow(n, 2)

a1 = sum(indx2, t) - pow(sum(indx1, t), 2)/t

a2 = sum(indx1*indx2, t) - (sum(indx1, t) * sum(indx2, t))/t

a3 = sum(pow(indx2, 2), t) - pow(sum(indx2, t), 2)/t

y1 = sum(x*indx1, t) - (sum(x, t)*sum(indx1, t))/t

y2 = sum(x*indx2, t) - (sum(x, t)*sum(indx2, t))/t

avindx1 = sma(indx1, t)

avindx2 = sma(indx2, t)

avsrc = sma(x, t)

b2 = ((y1*a3) - (y2*a2))/(a3*a1 - pow(a2, 2))

b3 = ((y2*a1) - (y1*a2))/(a3*a1 - pow(a2, 2))

b1 = avsrc - b2*avindx1 - b3*avindx2

qr = b1 + b2*indx1 + b3*indx2

RS = qr - qr[1]

RS

rs = ema(RS(src, per), smper)

Take_Profit = input(80)

Stop_Loss = input(80)

longCondition = crossover(rs, 0)

if (longCondition)

strategy.entry("LongEntry", strategy.long)

strategy.exit("LongExit", "LongEntry", profit = Take_Profit, loss = Stop_Loss)

shortCondition = crossunder(rs, 0)

if (shortCondition)

strategy.entry("ShortEntry", strategy.short)

strategy.exit("ShortExit", "ShortEntry", profit = Take_Profit, loss = Stop_Loss)