В метастоке есть одна стратегия - Chande Forecast Oscillator. На вид - простейшая. а как в велсе ее организовать ума не приложу. Дело в том, что в метасе используется Forecast Oscillator. Вроде бы распространенный такой... А в велсовских индикаторах не нашел.
Как эту стратегию перевести в велс?
EL: ForecastOsc(C,14)>0 AND Cross(Mov(ForecastOsc(C,14),3,S),ForecastOsc(C,14))
CL: ForecastOsc(C,14)<0 AND Cross(ForecastOsc(C,14),Mov(ForecastOsc(C,14),3,S))
ES: ForecastOsc(C,14)<0 AND Cross(ForecastOsc(C,14),Mov(ForecastOsc(C,14),3,S))
CS: ForecastOsc(C,14)>0 AND Cross(Mov(ForecastOsc(C,14),3,S),ForecastOsc(C,14))
Гугление в инете на тему дало вот что... Может, поможет как-то:
[QUOTE]10.17 Forecast Oscillator
The %F forecast oscillator by Tushar Chande shows deviation between today's closing price and an N-day linear regression forecast (see Linear Regression) of that close. The deviation is expressed as a percentage of the close, so the formula is
close - forecast
%F = ---------------- * 100
close
forecast = linear regression of previous N days, at today
The N days prices for the linear regression start from yesterday's close, and the forecast value is the line extended out to today. This forecast line is like the EPMA (see Endpoint Moving Average), but going out one day further. Chande suggests using a 5 day regression for short term trading, and that's the default in Chart.
Chande's Forecast Oscillator I
{from jseed}
Pds:=Input("Time Periods",1,1000,5);
Fld:=Input("Price Field 1=C 2=O 3=H 4=L",1,4,1);
PFld:=If(Fld=1,C,If(Fld=2,O,If(Fld=3,H,L)));
Sig:=Input("Signal MA Periods",1,200,3);
ForO:=((Pfld-(Ref(LinearReg(Pfld,Pds),-1)+
Ref(LinRegSlope(Pfld,Pds),-1)))*100)/Pfld;
ForO;
Mov(ForO,Sig,E);
{end}[/QUOTE]