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Re: ROR Rate of return indicator



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LinReg and LinRegSlope are not the same.

Try this.

Period=52;
X=Close;
LinReg=( Period * Sum( Cum( 1 ) * X,Period ) - 
Sum( Cum( 1 ),Period) * Sum( X,Period) ) / 
(Period * Sum(Cum( 1 )^2,Period ) - 
Sum( Cum( 1 ),Period )^2 ) * Cum( 1 ) + (MA(X,Period) - 
MA( Cum(1 ),Period) * (Period * Sum( Cum( 1 ) * X,Period) - 
Sum( Cum( 1 ),Period ) * Sum( X,Period) ) / (Period * 
Sum( Cum(1 )^2 ,Period) - Sum( Cum( 1 ),Period )^2 ) );

Graph1 = 200*(LinReg-Ref(LinReg,-26))/C;


Ed


--- In amibroker@xxxx, "dtholz" <dtholz@xxxx> wrote:
> After Taking to Alan her is the ms Version when I convert it to AB 
> the dont seem to plot the same ..
> also how do i plot a line for the 25 % and 40 % postions on the 
chart
> my AB version 
> Graph1 = 200*(LinRegSlope(C,52)-Ref(LinRegSlope(C,52),-26))/C;
> 
> 
> MS version 
> 200*(LinearReg(C,52)-Ref(LinearReg(C,52),-26))/C
> 
> David
> 
> 
> 
> --- In amibroker@xxxx, "dtholz" <dtholz@xxxx> wrote:
> > Hi some asked re Alan Hulls ROR indicator 
> > im sure it could be done but i cant get the indicator to look 
> > correct .. 
> > 
> > the formuala is 
> > Value of 52 week lin regression today = $11.67
> > Value of 52 week linear regression six month ago = $9.06
> > current share price = $ 12.37
> > Annual rate of return = (11.67 - 9.06)/12.37 = 0.21
> > Annualised and converted to a % = 42 %
> > 
> > so this 42 % is ploted and changes each day with price movements 
> > the is also a static line at 25 % and 40 % ..
> > 
> > I hope someone can create it cause my efforts are not working :(
> > 
> > David