[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Re: linear regression slope



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.