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....> Excuse me but this is elementary school math...
Right you are Tomasz :-) but for me that is almost half a century
ago....ooops, now I gave my age away :-(
Thanks for the refresher though! It is much appreciated.
Herman.
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@x...]
> Sent: 14 October, 2002 7:13 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: linear regression
>
>
> Excuse me but this is elementary school math.
>
> y = a + b * x
>
> a is a intercept (in AFL LinRegIntercept)
> b is a slope (in AFL LinRegSlope)
>
> The AFL formula:
>
> x = Cum(1);
> lastx = LastValue( x );
>
> Daysback = 10;
>
> aa = LastValue( LinRegIntercept( Close, Daysback) );
> bb = LastValue( LinRegSlope( Close, Daysback ) );
>
> y = aa + bb * ( x - (Lastx - DaysBack) );
>
> Plot( Close, "Close", colorBlack, styleCandle );
> Plot( y, "LinReg", colorRed );
>
>
> If you want only the last bar display you can use:
>
> x = Cum(1);
> lastx = LastValue( x );
>
> Daysback = 10;
>
> aa = LastValue( LinRegIntercept( Close, Daysback) );
> bb = LastValue( LinRegSlope( Close, Daysback ) );
>
> y = Aa + bb * ( x - (Lastx - DaysBack) );
>
> Plot( Close, "Close", colorBlack, styleCandle );
> Plot( IIf( x >= (lastx - Daysback), y, -1e10 ), "LinReg", colorRed );
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Herman van den Bergen" <psytek@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, October 14, 2002 8:49 PM
> Subject: RE: [amibroker] Re: linear regression
>
>
> > Hello,
> >
> > I think Don is looking for the straight line LinReg equation, there have
> > been a few versions posted but they all had some problems under certain
> > conditions.
> >
> > It would be nice to have a straight line LinReg from point A to
> B formula,
> > anybody good in math?
> >
> > Best regards,
> > Herman.
> >
> > > -----Original Message-----
> > > From: gillesdeprez [mailto:gillesdeprez@x...]
> > > Sent: 14 October, 2002 2:05 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: linear regression
> > >
> > >
> > > Hello,
> > > I think the function LinearReg (Array, Period) came with the 4.14
> > > version;
> > > Friendly,
> > > Gilles
> > >
> > >
> > > --- In amibroker@xxxx, "doedau" <doed@xxxx> wrote:
> > > > Hi,
> > > > My version of AB (4.02)has slope of linear regression line
> > > > (linregslope) not the line of linear regression itself. Have I
> > > missed
> > > > it, has anyone written afl for it, or is it in a later version? I
> > > see
> > > > references to regression in latest version but my maths not up to
> > > > knowing if this is the same thing as conventional linear regression.
> > > > Many thanks for any help in advance. Regards, Don.
> > >
> > >
> > >
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>
>
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