Trading System based on the Linear Regression of the RSI Indicator

Trading System based on the Linear Regression of the RSI Indicator

mdmd
2011-07-31 18:06:42

I don't have facebook - so I can't comment directly on this object (that requirement should be removed).

What are you trying to do with SetSimLongRank(-close*sma(volume, 5)); ?

So you are overriding the sorting/ranking and using -price*volume.

How did you come about with this ranking and what exactly does it accomplish?

Preference for smaller priced stocks with decent volume?

Trading System based on the Linear Regression of the RSI Indicator (by QuantShare, uploaded several months ago)

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QuantShare
2011-08-01 09:45:30

Best Answer

Yes right, it is to instruct the application to buy stocks with the lowest trading volume in dollars. Note that there is a buy rule that prevents the trading system from buying illiquid stocks.

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