Multi-Timeframe Regression Signals for EUR/USD

Summary

This EUR/USD strategy outline combines linear regressions over short, medium, and long lookback windows. The visible code calculates each regression’s current fitted value, slope, R-squared, correlation, and projected value at a future horizon. Inputs specify minimum statistical thresholds, optional adaptive thresholds based on a historical lookback, and optional performance-based weights for combining the horizons. The script also exposes position sizing, a daily loss limit, and a signal confidence threshold.

The supplied document is truncated within the adaptive-threshold function, before the complete signal construction, order logic, and results are shown. It therefore describes an intended statistical ensemble, but does not establish how the filters are combined or whether the proposed risk controls are enforced. Although the strategy is named for EUR/USD and includes backtest assumptions such as costs and slippage, no performance report or evidence of profitability is provided. The thresholds and lookbacks are configurable design choices, not validated findings in the material available.

Key ideas

• The design evaluates price trends using short, medium, and long regression windows.
• Each regression produces slope, fit quality, correlation, and a projected value.
• The script exposes adaptive thresholds and optional performance-based ensemble weights.
• Risk-related inputs include position size, a daily loss cap, and a confidence threshold.
• The truncated source omits complete signal logic and provides no performance results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.