PureBytes Links
Trading Reference Links
|
Maybe I'm not understanding what you are suggesting ...
However, if via AFL you have identified a beginning and ending point
that you want to perform a least squares fit over and then apply
standard error/deviation to points in between then what's the
problem ?
--- In amibroker@xxxxxxxxxxxxxxx, "Charles J. Dudek" <trader@xxx>
wrote:
>
> Exactly! This is why all of the solutions that have been suggested
so
> far won't work because I want to look at periods where the start and
> end points are both in the past. Conceptually it's a very simple
> thing, but programming it using AmiBroker is something else. I
> thought about doing the same thing as you are considering, but HOLY
> MACKERAL, what a headache! I cannot believe there isn't a quick and
> dirty way to get what I want without a Cray computer and a PhD in
> information technology. I just want to be able to specify a start
and
> end point for the regression and standard deviation calculations,
but
> from a calculation elsewhere in the code and not from manual input.
> That doesn't seem like an impossible dream, but MAN what a hassle!
> Using LastValue I can get this no problem. But I don't always want
to
> use the last value in the array and that's the problem I have. I'm
> absolutely sure there is a simple answer to this and I'm just
missing
> it because my brain is so fried from thinking about it.
>
> Chuck
>
> --- In amibroker@xxxxxxxxxxxxxxx, Robert Nemeth <rjnemeth@> wrote:
> >
> > Interesting you are trying to solve this problem at this time. I
am
> trying to find the STDERR function between two points of my choseing
> in the past.
> >
> > The only thing I have thought of, outside of rolling my own, is
to
> create an array for each possible period # I might use to fit my
> conditions of start and stop points. Then code would have to be
> written to chose the appropriate array and its value to build the
> final solution array. I'm still thinking about it and am interested
in
> the topic. Hope you find a solution.
> > Robert
> >
> > "Charles J. Dudek" <trader@> wrote:
> > And how do I fix it. I'm getting a type mismatch error,
> but I can't
> > see where I'm trying to put an entire array into one cell.
> >
> > aL[i] = LinRegIntercept( C [i] , Longcount[i] );
> >
> > Does LinRegIntercept create an array? If so, how do I get around
> > that? I'm trying to create trendlines at various points throughout
> > the history that start and end based on other calculations. This
is
> > driving me CRAZY!!!
> >
> > Are there any examples of this kind of thing I could refer to? I
know
> > I could use LineArray, but I also need to calculate standard
> > deviations based on the same periods, so I don't think that will
help
> > me, will it?
> >
> > Chuck
> >
> >
> >
> >
> >
> >
> > ---------------------------------
> > Sponsored Link
> >
> > Mortgage rates as low as 4.625% - $150,000 loan for $579 a
month.
> Intro-*Terms
> >
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.1.409 / Virus Database: 268.14.11/542 - Release Date: 11/20/2006
|