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They are probably close enough to not worry about. Within a
tick value so could likely be rounding errors. Thanks
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
<span
>-----Original Message-----
From: Corey Saxe
[mailto:res1wgwl@xxxxxxxxxxx]
Sent: Tuesday, July 27, 2004 2:25
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Raff
Regression channels
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">Graham,
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">A bee's whisker is a
little difficult to quantify. Usually the difference between the hardcoded
indicators and custom coded indicators are due to differences in coding order
and rounding differences. The version that I use is so close that I ignore the
differences.
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">Are all 3 lines off?
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">-CS
<span
>----- Original Message -----
<font
size=2 face=Arial>From: <a
href="" title="gkavanagh@xxxxxxxxxxxxx">Graham
<span
>To:<font
face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
<span
>Sent:<font
face=Arial> Monday, July 26, 2004 4:12 AM
<span
>Subject:<font
face=Arial> [amibroker] Raff Regression
channels
<font size=2
face="Times New Roman">
<font size=2
face="Courier New">I am attempting to
automatically include the Raff Regression channel on a<font
face="Courier New">
chart.
I have been able to approximate the manually drawn
channel, but am off by a
bee's whisker.
I am using the LinearReg and LinRegSlope of close
price at the end point
based on the length (num bars) of the intended
line, and transferring that
slope back to the first point to create the middle
line.
I then calculate the largest divergence of the
High and Low prices from that
line to plot the channel lines.
As I said this gets very close to the built-in
manual lines, but can be off
by a very small margin.
Does anyone know what I am missing?
Sorry I cannot post my code here as it is a part
of an overall strategy I am
working on.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
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