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                                                   Trading System based on the Linear Regression of the RSI Indicator

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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

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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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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.