I tried below, didnt affect results (attached) but still got Rejected!
//https://www.prorealcode.com/topic/linear-regression-universal-strategy-how-to-improve-it/#post-199478//Linear Regression Universal Strategy
// instrument: CNHJPY
// timezone : europetime, berlin
// timeframe : Daily
// Spread: 0.7
// created and coded by davidelaferla
//————————————————————————-
defparam cumulateorders=false
DEFPARAM PRELOADBARS = 10000
//***********************************************************************************************************
N = 1
//------------------ VARIABILI DEL SISTEMA---------------------------------------
//CNHJPY Values: -------------------------------------------- Ottimization info
Volatilityperiod=A15 //15// different fixed value for each currency pair: range=3-20, with step=1
Regression1period=A16 //18// Linear Regression Imput Signal: range=6-100 with step=1
Regression2period=A17 //1.3//Linear Regression Output Signal: range=1-2, with step=0.01
//***********************************************************************************************
//------------------ INDICATOR ---------------------------------------
if barindex>=10000 then
hv=Max(0.1,HistoricVolatility[VolatilityPeriod](close))
hv2=Max(0.1,HistoricVolatility[VolatilityPeriod](typicalprice))
endif
if barindex>=10000 then
lr=linearregression[max(1,ROUND(Regression1Period*Regression2Period*hv2))](typicalprice)
st=linearregression[max(1,ROUND(Regression1Period*hv))](close)
endif
//st=linearregression[ROUND(Regression1Period*hv)](close)
//lr=linearregression[ROUND(Regression1Period*Regression2Period*hv2)](typicalprice)
// Condizioni per uscire da posizioni short e entrare su posizioni long
IF st<lr THEN
BUY n contract AT lr stop
ENDIF
// Condizioni per uscire da posizioni long e entrare su posizioni short
IF st>lr THEN
SELLshort n contract At st stop
ENDIF
GRAPH HV
GRAPH HV2
Maybe Linearregression doesn’t like the easy job of having just 1 point to look at, and wants 2 points at least before deeming it acceptable to play with us pleb…
so: max(2,ROUND(… (to modify twice) (worked without rejection this time)
defparam cumulateorders=false
DEFPARAM PRELOADBARS = 10000
//***********************************************************************************************************
ONCE A15 = 25.0
ONCE A16 = 10.0
ONCE A17 = 0.8
N = 1
//------------------ VARIABILI DEL SISTEMA---------------------------------------
//CNHJPY Values: -------------------------------------------- Ottimization info
Volatilityperiod=A15 //15// different fixed value for each currency pair: range=3-20, with step=1
Regression1period=A16 //18// Linear Regression Imput Signal: range=6-100 with step=1
Regression2period=A17 //1.3//Linear Regression Output Signal: range=1-2, with step=0.01
//***********************************************************************************************
//------------------ INDICATOR ---------------------------------------
hv=HistoricVolatility[VolatilityPeriod](close)
hv2=HistoricVolatility[VolatilityPeriod](typicalprice)
if barindex>=VolatilityPeriod then
lr=linearregression[max(2,ROUND(Regression1Period*Regression2Period*hv2))](typicalprice)
st=linearregression[max(2,ROUND(Regression1Period*hv))](close)
endif
//
IF st<lr THEN
if close<lr then
BUY n contract AT lr stop
elsif close>lr then
BUY n contract AT lr limit
ENDIF
//
IF st>lr THEN
if close>st then
SELLshort n contract At st stop
elsif close<st then
SELLshort n contract At st limit
endif
ENDIF
Genius JC! Thank You!
I have a 1 hour TF and 12 min TF version running, both have run through a ‘first full bar’ and neither have been rejected!