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Hello,
It is descibed in the Read Me.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxx
href="">Jayson
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, October 16, 2002 5:56
AM
Subject: RE: [amibroker] Re: linear
regression
It
is there , it is just not documented. there is new documentation due out with
version 4.2
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: doedau
[mailto:doed@xxxx]Sent: Tuesday, October 15, 2002
11:28 PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Re: linear regressionMaybe Im ready for
the 'knackers yard' - approaching 60 years old and probably about thesame
IQ but even now I remember the equation to a straight line.Putting it
into afl is another matter. What I dont appear to have in my version
(4.02) is LinRegIntercept - as far as I can see.I downloaded V4.19 but
didnt see it there either. I will have another look when I get home from
work. Can anyone confirm its there?Sorry to be a nuisance to you
experts.--- In amibroker@xxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:> ....> 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@xxxx]> > Sent: 14 October,
2002 7:13 AM> > To: amibroker@xxxx> > 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@xxxx>> > 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@xxxx]> > > > Sent: 14 October, 2002 2:05
AM> > > > To: amibroker@xxxx> > > > 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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