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Hello,
They are also included in the S&C tips available in
http://www.traders.com/Documentation/FEEDbk_docs/TradersTips/TradersTips.html
and AMiBroker member's zone:
http://www.amibroker.com/members/traders/12-2003.html
Hope this helps.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "palsanand" <palsanand@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 23, 2003 5:03 AM
Subject: [amibroker] Linear Regress Reversal Indicator
> Functions written for the Traders' Tips section of "Technical
> Analysis of Stocks and Commodities" magazine.
>
> FUNCTION: Linear Regression Reversal Indicator
> FORMULA: LinRegReverse
> DESC: Return 1 if the Linear Regression of a value is increasing or
> unchanged and -1 if it is decreasing.
> NOTES: This function returns 1 if the Linear Regression of a value
> is increasing or unchanged and -1 if it is decreasing.
>
> Parameters
> ------------------
> Data The data to use in the regression. This is typically a
> field in a data series or a calculated value.
>
> Period The number of bars of data to include in the
> regression, including the current value. For example, a period of 3
> includes the current value and the two previous values.
>
> Function Value
> ------------------------
> The linear regression indicator is calculated by fitting a linear
> regression line over the values for the given period, and then
> determining the current value for that line. A linear regression
> line is a straight line which is as close to all of the given values
> as possible. The linear regression indicator at the beginning of a
> data series is not defined until there are enough values to fill the
> given period.
>
> This function returns 1 if the Linear Regression of a value is
> increasing or unchanged and -1 if it is decreasing.
>
> Source
> ------------
> This function is based on the article "Trade The Price Swings" by
> Barbara Star in the December 2003 issue of "Technical Analysis of
> Stocks and Commodities".
>
> iff(GE(Change(LRI(Data,Period),1),0),1,-1)
>
> END OF NOTES
> HASBUFFER
>
> INPUT: Data
> TYPE: series
>
> INPUT: Period
> TYPE: integer
> DEFAULT: 5
>
> STEP: 1
> PERFORM: LRI
>
> INPUT COLUMN: 1
>
> INPUT COLUMN: 2
>
> STEP: 2
> PERFORM: Change
>
> INPUT COLUMN: -1
>
> INPUT VALUE: 1
>
> STEP: 3
> PERFORM: GE
>
> INPUT COLUMN: -2
>
> INPUT VALUE: 0
>
> STEP: 4
> PERFORM: If
>
> INPUT COLUMN: -3
>
> INPUT VALUE: 1
>
> INPUT VALUE: -1
>
> END OF FUNCTION
>
>
>
> 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
>
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>
>
>
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Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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