|
PureBytes Links
Trading Reference Links
|
<SPAN
class=665372813-11062003>Glenn,
<SPAN
class=665372813-11062003>linregslope is different from linreg, it is in fact the
slope calculation of the linear regression line.... from
help
<SPAN
class=665372813-11062003>
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 );
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Glenn
[mailto:glennokb@xxxxxxxxxxxx]Sent: Wednesday, June 11, 2003 7:38
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
linear regression slopeHi,Could someone please
tell me what the result is from linregslopeie: 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 ChlopekSend
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|