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



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Joe, thanks,
but I am not able to get the attachment. could you send to 
jnz88@xxxxxxxxx?

--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxx> wrote:
>
> 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 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   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,
> 
> 
> 
> 
> 
>   Please note that this group is for discussion between users only.
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>   To get support from AmiBroker please send an e-mail directly to 
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