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<FONT face=Arial color=#0000ff
size=2>Jayson...
<FONT face=Arial color=#0000ff
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<FONT face=Arial color=#0000ff
size=2>Perhaps you missed another posting on the subject.
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size=2>
Here
is an example using R-Squared that you might have in a trading
system:
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size=2>
<FONT face=Arial color=#0000ff
size=2>#INCLUDE
"........................./crMathLib.afl";
<FONT face=Arial color=#0000ff
size=2>..
Buy =
LinRegSlope > 0 and crRSquared(20) > 0.80;
Sell =
LinRegSlope < 0 and crRSquared(20) > 0.80;
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size=2>
<FONT face=Arial color=#0000ff
size=2>
or,
you might just want to graph R-Squared:
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<FONT face=Arial color=#0000ff
size=2>graph(0) = crRSquared(20);
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size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]Sent: Wednesday, May 07, 2003 9:01
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
New math functions added to AFL library (AmiBroker.com)
<SPAN
class=666545812-07052003>Chuck,
<SPAN
class=666545812-07052003>Thanks for sharing this. Could perhaps post an
example afl showing the use of one or both?
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]Sent: Tuesday, May 06, 2003
3:57 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
New math functions added to AFL library (AmiBroker.com)
I've
just uploaded a (very) small library of math functions to the AFL library at
AmiBroker.com. It is a "work in progress" library and this first
posting is purely to get things going. More functions will be added
regularly. Users may cut and paste functions into their own code.
The name of the file is crMathLib.afl and the current version only
includes:
<FONT face=Arial color=#0000ff
size=2>crLinearCorrelation (bars)
<FONT face=Arial color=#0000ff
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