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Thanks, Ed. I was hoping to find something that was not quite as
jumpy as a linear regression line. I had typed Closing prices into
Excel and charted Poly Lines and it looks like it has SOME promise.
I also checked out the threads on Sigma Bands and they too SEEM to
have some viability. I am not sure how helpful it would truly be to
have either. I'm just after the cat and looking for other ways to
skin it. Thanks again for your input.
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@xxx>
wrote:
>
> I have written a least squares fit to a quadratic equation. It was
> quite difficult due to the computation of the coefficient of the
x^2
> term. The problem is that AB uses single precision math, and the
> computation would 'blow up' every so often because the coeff of
x^2 is
> the difference between two very large numbers.
>
> I used the technique of Gaussian Elimination and had to create a
> separate time base to prevent the 'blow up's.
>
> Then, if you want to do backtesting, it is necessary to extract
arrays
> of price data n-days back, then align and load them in with the
> artificial time base array before you start the Gauss. It is really
> quite messy, but I was able to make it work eventually.
>
> So of course the REAL question is if it works better than - say - a
> linear regression which Tomasz has kindly pre-programmed for us.
> Being slightly 'bendy' because it is a section of a parabola,
entries
> occur a bar or two earlier, and exits are similarly. Whipsaws are
> also a little increase because of the flexability. In all, it
works
> better than a linear regression, but not a lot better.
>
> The code is not available - as it is used commercially.
>
> ReefBreak
>
> --- In amibroker@xxxxxxxxxxxxxxx, "d_hanegan" <dhanegan@> wrote:
> >
> > Hello All:
> >
> > Sigma Bands aside, has anyone seen or done any work on nth order
> > Polynomial Trendlines?
> >
> > Thanks.
> >
> > Dan
> >
>
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