Polynomial regression strategy

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Polynomial regression strategy

Postby Alexander.Gettinger » Wed May 04, 2011 1:39 am

Strategy based on the polynomial regression indicator (viewtopic.php?f=17&t=3715).

BUY condition:
Price moves below the bottom line more than [Distance] pips.

SELL condition:
Price moves above the top line more than [Distance] pips.

PolynomialRegressionStrategy.png


Download strategy:
PolynomialRegression_Strategy.lua
(12.49 KiB) Downloaded 1198 times



For this strategy must be installed polynomial regression indicator (viewtopic.php?f=17&t=3715).
Last edited by Alexander.Gettinger on Sun Jul 24, 2011 10:28 pm, edited 1 time in total.
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Re: Polynomial regression strategy

Postby lisa_baby_xx » Wed May 04, 2011 4:55 am

Hi Alex,

I absolutly love this stratagy! :D

Can you add the following two parameters to this excellent stratagy please:

1) "Allow Multiple Positions in the same direction", and:
2) "Allow Short/Long/Both Positions"

:?: Is this stratagy automated?

Many thanks and much love to all those at fxcodebase! :D :lol: ;)
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Re: Polynomial regression strategy

Postby mfoste1 » Wed May 04, 2011 12:23 pm

ahh yes fantastic work alexander!! :D 8-)

i agree with lisa, it does needs trend filter and allow multiple pos.
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Re: Polynomial regression strategy

Postby mfoste1 » Wed May 04, 2011 12:30 pm

also, could it be added that for entry criteria (close, high, low, open, typical, weighted) could tick also be one of the options? :D

thanks, much appreciated!
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Re: Polynomial regression strategy

Postby Apprentice » Wed May 04, 2011 12:31 pm

Request added to list.
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Re: Polynomial regression strategy

Postby Exolon » Thu Jul 07, 2011 10:34 pm

Apparently it also needs a "Logarithmic Regression" indicator.
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Re: Polynomial regression strategy

Postby Apprentice » Fri Jul 08, 2011 3:36 am

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Re: Polynomial regression strategy

Postby Alexander.Gettinger » Fri Jul 22, 2011 3:55 am

In strategy added parameter "Allow Short/Long/Both Positions".

Download:
PolynomialRegression_Strategy2.lua
(13.51 KiB) Downloaded 734 times
Last edited by Alexander.Gettinger on Sun Jul 24, 2011 11:29 pm, edited 2 times in total.
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Re: Polynomial regression strategy

Postby Alexander.Gettinger » Fri Jul 22, 2011 4:00 am

lisa_baby_xx wrote:Can you add the following two parameters to this excellent stratagy please:

1) "Allow Multiple Positions in the same direction", and:
2) "Allow Short/Long/Both Positions"


I don't understand what add parameter "Allow Multiple Positions ...", because polynomial regression is based on each bar on the new and will be a lot of unnecessary orders.
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Re: Polynomial regression strategy

Postby lisa_baby_xx » Sun Jul 24, 2011 7:21 am

Hi Alex,

I don't understand what add parameter "Allow Multiple Positions ...", because polynomial regression is based on each bar on the new and will be a lot of unnecessary orders.


Yeah, thats my fault. I am seven months pregnant.. I must have got over emotional and/or enthusiastic at the time of writing my last post on this page. A rush of blood to the head, probably. :D

Much love to everyone and happy pipping. X-X. ;) :)
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