PureBytes Links
Trading Reference Links
|
<SPAN
class=227472923-12062003>Glenn,
This
was very recently discussed by Graham. See <A
href="">http://groups.yahoo.com/group/amibroker/message/42331
As you will read, for a variety of reasons, the calculation is hard to
accomplish because the scale is changing from chart to chart and as you zoom
in/out...
<SPAN
class=227472923-12062003>
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Glenn
[mailto:glennokb@xxxxxxxxxxxx]Sent: Thursday, June 12, 2003 6:45
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
linear regression slopeJayson,Thanks for your
help, would you know how to convert this to degrees?Cheers
Glenn--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx>
wrote:> Glenn,> linregslope is different from linreg, it is in
fact the slope calculation of> the linear regression line.... from
help> >
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 => astValue( 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> -----Original
Message-----> From: Glenn [mailto:glennokb@xxxx]> Sent: Wednesday,
June 11, 2003 7:38 AM> To: amibroker@xxxxxxxxxxxxxxx> Subject:
[amibroker] Re: linear regression slope> > > 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
=> tValue( > 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> >
> Yahoo! Groups Sponsor
> >
> > Send BUG REPORTS to bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx> -----------------------------------------> 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 Yahoo! Terms of
Service.Send
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.
|