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RE: [amibroker] Some Math Help Please



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Graham,
 
I am trying to determine the angle of the Linereg and Ema lines at a particular point in time. For instance, if you draw a 90 degree horizontal and vertical line and the Linereg comes through the intersection of that 90 degree, what angle is the linereg relative to the 90 degree base. If I could include an image I could probably express it a little better.
 
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|  /  need the angle of this.
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Thank you
Tom
 
 
 
 
 
 
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Graham
Sent: Wednesday, July 20, 2005 6:15 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Some Math Help Please

In what way are you getting wrong numbers?
Are you wanting the angle of the linreg line?

The results look ok to me after plotting. 

You have to remember that slope is an arbitrary number in charts. You
must calculate it to suit the scaling factors that affect it if you
want to gtet the answer similar to what you see on the screen. The
screen drawn angle will change as you zoom in/out of the chart and may
possibly be the same as calculated figure if yuo get lucky.
I have stated this before some time ago, angle means absolutely
nothing by itself as you have no reference in which to base it.




On 7/21/05, mymail <grpmail@xxxxxxxxxxxxxxxx> wrote:
> Graham,

> I read the thread as it went on. Unfortunately, I am doing something wrong,
> as I am not getting the correct numbers.

> Here is my code snippet. Did I miss something obvious?

>
>
> LSMA = LinearReg(C, 25 );
>
> EMA34 = EMA(C,34);
>
> a=atan(LinRegSlope(LSMA,3));
>
> b=atan(LinRegSlope(EMA34,3));
>
> RAD_TO_DEG = 180/3.1415926; // radians to degrees
>
> Angle = RAD_TO_DEG * a;
>
> Angle1 = RAD_TO_DEG * b;
>
> "LSMA ANGLE IS: "+ WriteVal(Angle);
>
> "EMA34 ANGLE IS: "+ WriteVal(Angle1);

> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf
> Of Graham
> Sent: Wednesday, July 20, 2005 5:44 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Some Math Help Please
>
> just had that discussion here this week re slopes calculation
>
> slope = (value2 - value1) / (bar2 - bar1);
> angle_rad = atan(slope);//radians
> angle_deg = angle_rad * 180/3.1416;//degrees
>
> On 7/21/05, mymail <grpmail@xxxxxxxxxxxxxxxx> wrote:
> > Thank you Joe, good advice. Unfortunately, I was trying to get Math help
> > rather than AFL help. It has been so long that I studied Trig that I
> forgot
> > how to calculate the angle of a line.
> > So for instance, how would I calculate the angle in degrees of a line such
> > as a moving average?
> > 
> > thank you
> > Tom
> > 
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
> Behalf
> > Of Joe Landry
> > Sent: Monday, July 18, 2005 8:27 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Some Math Help Please
> >
> >
> >
> > AN EXAMPLE:
> >
> > I don't know why your codes doesn't work but building on what Graham wrote
> > here's a an example (since I had to fight through this at one time)
> >
> > This is a snippet from one of my indicators is based on Dimitris's work
> > ....BB is the slope of the line at the last bar.  I write it out on the
> > chart
> >
> > as follows
> >
> > Title= FullName()+" "+ Date()+"\n"+ "Slope of Regression Line(X1000) = "+
> > WriteVal(10000*bb);
> >
> > If  you're new to this script, I'd recommend you take up one of the most
> > productive practices I've found and
> >
> > adapt for your work.  Find an information database(I use Infoselect)  for
> > your system and clip every interesting indicator or algorithm you
> >
> > see used in this forum for your own library.  This of course would be in
> > addition to what Graham recommended 2-3 weeks back...going through each
> > function and using the function in a test program .
> >
> > Searching the archives 2-3 years back for Graham's and Dimitris Tsokakis'
> > work would also pay off.
> >
> > Best regards
> >
> > JOE
> >
> > 
> >
> > 
> >
> > // Plot the slope of the relative strength line
> >
> > //
> >
> > Daysback = 126; // 6 months
> >
> > x = Cum(1); // the X axis, abscissa
> >
> > LastX = LastValue(X);
> >
> > C1 = Issue2Rel; // the Y axis, the ordinate
> >
> > aa = LastValue( LinRegIntercept( C1, Daysback) );
> >
> > bb = LastValue( LinRegSlope( C1, Daysback ) );
> >
> > yy = Aa + bb * ( x - (Lastx - DaysBack) ); // the algebraic equation for a
> > straight line
> >
> > yy=IIf( x >= (lastx - Daysback), yy, -1e10 ); // roll the plot forward and
> > show only the 6 months
> >
> > Plot( yy, "LinRegression Line", colorDarkRed,styleThick);
> >
> > UpperSEBand = YY + 2*StdErr(Issue2Rel,126);
> >
> > LowerSEBand = YY - 2*StdErr(Issue2Rel,126);
> >
> > Plot(UpperSEBand,"Upper 2 Sigma",colorBlue,styleLine);
> >
> > Plot(LowerSEband,"Lower 2 Sigma",colorBlue,styleLine);
> > ----- Original Message -----
> > From: valrox1
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Monday, July 18, 2005 12:36 AM
> > Subject: [amibroker] Some Math Help Please
> >
> > I am trying to calculate the angle of a plotted slope in degrees.
> > Below is the code I thought would work, but doesn't.
> >
> > Any thoughts?
> >
> > Thank you
> > Tom
> >
> > LSMA = LinearReg(C, 25 );
> >
> > a=atan(LSMA);
> >
> > RAD_TO_DEG = 180/3.1415926; // radians to degrees
> >
> > Angle = RAD_TO_DEG * a; //
> >
> > Plot( Angle, "LSMA", colorYellow, styleThick);
> >
> >
> > Title = "Angle=" + Angle +      EncodeColor(colorWhite) + " " + Date
> > ();
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> >
> >
> >
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> >  
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> >  
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> >
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
>
>
> ________________________________
> YAHOO! GROUPS LINKS
>
>  Visit your group "amibroker" on the web.
>  
>  To unsubscribe from this group, send an email to:
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>  
>  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
>  To unsubscribe from this group, send an email to:
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>  
>  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
>  Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
> ________________________________
>


--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html





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