I made a simple signal line just by duplicating the first one within a period decay in the past, to make those 2 lines cross. You can add more periods decay to made signal smoother with less false entry.

//parameters : 
//MOM = 10
//LR = 14
//decay = 1

MOMENT = Momentum[MOM](Close) 
LRMOM = LinearRegression[LR](MOMENT) 
LRMOMDECAY = LRMOM[DECAY]

RETURN LRMOM,LRMOMDECAY

Download

Filename: Linear-Regression-of-Momentum.itf

Downloads: 328

Nicolas Master

I created ProRealCode because I believe in the power of shared knowledge. I spend my time coding new tools and helping members solve complex problems. If you are stuck on a code or need a fresh perspective on a strategy, I am always willing to help. Welcome to the community!

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