Simple Trend Following Strategy Improved With ML


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Hi, I have attached a little paper I wrote on using Logistic Regression (Machine Learning Algorithm) for the improvement of a simple systematic market timing strategy.

I have included the basic market timing strategy and the code for it as well. The strategy is written using sierra charts spreadsheet trader but should able to be easily copied into other proprietary code since the logic of it is also included.

I hope people may find this interesting or useful in any sort of way.


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