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Two Regression Lines MACD Strategy

Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=65626
Forum: 31 · Topic 65626 · 2 post(s)


Two Regression Lines MACD Strategy

Apprentice · Fri Jan 12, 2018 7:24 am

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Open Long • RLFast is Rising (Green) • RLFast > RLSlow • RLSlow is Rising (Green) • Price Close > RLSlow • MACD > Signal

Exit Long: RLFast < RLSlow AND RLFast is Falling (Red)

Vice versa for Short

Regression_Line.lua is available here. viewtopic.php?f=17&t=2342&p=5004#p5004

Two Regression Lines MACD Strategy.lua


Re: Two Regression Lines MACD Strategy

AussieOz · Mon Jan 15, 2018 8:49 am

Thank you for doing this so promptly Apprentice. I have tested the strategy a number of times. The Regression Line cross over appears to be working well but whilst I can generate a positive result for the strategy with some inputs, the reference to the MACD/Signal for trend appears to be offering minimal benefit. Back to the drawing board I think. Thanks again. Mike