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[amibroker] Re: Polynomial Trendlines



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The PolyFit & GaussianElimination Functions use only the data you 
pass it ... 

The Demo Main AFL was set up to use Beg & End Range markers but you 
can easily change those to whatever you like.

The extrapolations are only calculated once the fit as of some bar 
has been done.  If you click CHECK it will probably say that it does 
look forward but that is only because one the arrays is purposely 
down shifted so that extrapolation values can be calculated beyond 
the most current bar prior to plotting them shifted into the 
future ... It does not look forward at all.

--- In amibroker@xxxxxxxxxxxxxxx, "Chris DePuy" <cdepuy@xxx> wrote:
>
> Fred, 
> Thank you for sharing.
> To what extent does this code look forward, may i ask?
> Chris
> 
>   ----- Original Message ----- 
>   From: Fred Tonetti 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Tuesday, October 03, 2006 3:29 PM
>   Subject: [amibroker] Polynomial Trendlines
> 
> 
>   There seemed to be some interest in this sort of thing the other 
day ...
> 
>   This one I can publish since it's not tied to any copyrighted 
material I am
>   aware of ...
> 
>   It will calculate a nth ( 1 - 8 ) Order Polynomial Fit of 
whatever data you
>   toss it using Gaussian Elimination for simultaneous solution of 
multiple
>   linear equations. As demonstrated in the small contained main AFL 
It can
>   extrapolate forward and/or backwards
> 
>   <http://www.amibroker.com/library/detail.php?id=731>
>   http://www.amibroker.com/library/detail.php?id=731 
> 
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