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[amibroker] Re: linear regression slope



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Hi,

Could someone please tell me what the result is from linregslope
ie: how it is calculated.

Plot(LinRegSlope( C, 20 ),"LinReg",colorBlue,1);
Plot(0,"0",colorRed,1);

Thanks Glenn

--- In amibroker@xxxxxxxxxxxxxxx, Marek Chlopek <mchlopek@xxxx> 
wrote:
> On Saturday 31 May 2003 18:09, mleonsprint wrote:
> > Does anyone have a formula for linear regression slope they would 
be
> > willing to share?
> 
> LINREGSLOPE
> - linear regression slope Statistical functions
> (AFL 1.4)
>  
> 
> SYNTAX  linregslope( ARRAY, periods )  
> RETURNS ARRAY  
> FUNCTION  Calculates linear regression line slope from the ARRAY 
using periods 
> range.  
> EXAMPLE 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 );
>  
> SEE ALSO 
>  
> 
> -- 
> Marek Chlopek


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