Re: ROR Rate of return indicator

["dtholz" <dtholz@xxxx>]

Thanks Guys that looks more like it :)

David


--- In amibroker@xxxx, "Sharps_45_70" <sharps_45_70@xxxx> wrote:
> 
> 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