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Re: [amibroker] Another question about how to use LinearReg()



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Hello JNZ
Here's an example of the use of Linregslope and LinRegIntercept imbedded in a relative strength routine.
Somewhere in there is a "pony" if you remember the old joke.
 
It shows how to calculate relative strength for a fixed time span, then fits a
linear regression equation over the last N days of the relative strength array with standard deviation bands. 
 
It's a combination of the work of two authors Bruce R. who's work is the RS section was adapted 
and Dimitris Tsokakis for the use of Linear Regression functions.  As you can tell totally
different styles. 
 
The routine plots the relative strength of the current issue against the Russell 2000
index !RUT and S&P500 index !SPX with Quotes Plus symbols.  Substitute your own symbols by
using the Parameters function or this won't work if the tickers aren't valid (this should go without
saying but I do that all the time)
The routine also plots for the bars visible in the chart window and does a linear regression on the
last N days defined in the parameter also, now at 63 or 3 months of daily bars.
 
So somewhere in there is the key that may help you in fitting a linear regression.  Note it starts
at the Right edge and does not shift as you change the window,  although the RS curves handles
the shifting or scaling windows with the bars visible function.
 
Hope this helps.

JOE LANDRY
 
A plot as it stands with RS of SPX and RUT shows the small/midcaps started a very nice uptrend at beginning
of the year and has hardly looked back. 
 
----- Original Message -----
 
From: jnz88
Sent: Saturday, February 04, 2006 10:55 AM
Subject: [amibroker] Another question about how to use LinearReg()

There is a library item in AFL libreary showing how to draw linear reg
line without using LinearReg() function.

Could anybody show me how to use LinearReg() to do the same thing. This
could help me to understand further about this function

thanks,





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