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No, because in this case end will be a different value for each of
the bars in the lookback period; a new endpoint of a different
regression line. You want to calculate the difference between the
previous 40 closes and the current bars 40-bar regline. Hope I'm
making sense;)
Johan
--- In amibroker@xxxxxxxxxxxxxxx, "timgadd" <timgadd@xxx> wrote:
>
> Johan,
>
> I may have been over-enthusiastic in thinking that your code
worked
> as I had planned. The numerator (Direction) is fine. I'm not sure
> that the denominator (Volatility) is working as planned. It's
> definitely close.
>
> Assuming that the calculation for the "scatter" at the last point
on
> the linear regression line should be abs(Close - End), shouldn't
the
> following line return the same value for "Volatility" (the sum of
the
> scatter) at the last/end point?
>
> AddColumn(Sum(abs(Close-end),40),"Volatility Check");
>
>
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