time series strategy

["john Davis" <buglywugly@xxxxxxxxxxx>]

This strategy worked great today! However I had to use the indicator
with the alert because the strategy omits some entry signals. I don't
understand why because the signal is made from the indicator. It
should give a buy and sell signal each time the alert is triggered.
It doesn't work every time! Does anyone understand this?  Could this
be a tweek? or a software problem? It makes me wonder about the
accuracy of some of the other strategies I have backtested. If anyone
has a clue here I would appreviate it! 

                                                                            
             Thanks  John
inputs: Length(5), BarsPlus(7);
vars:    TSF(0);

TSF = TimeSeriesForecast(Length, BarsPlus);

if CLOSE < TSF and TSF < TSF[1] and TSF[1] >TSF[2] then
   Buy MARKET;

if CLOSE > TSF and TSF > TSF[1] and TSF[1] < TSF[2] then
   Sell Market;