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If you are setup as I am then Value is simply the
value of the cursor on the y-axis scale.
Bill
----- Original Message -----
Sent: Sunday, July 20, 2008 1:06 PM
Subject: [amibroker] Re: Question on R2
indicator
Looking at the graph, there is the actual colored graph of
green and
red. When you mouse over the chart at any point in time,
you'll see
that there are three
parameters:
Value
R-Squared
Slope
The chart appears to be
showing the value, but it does not appear in
the upper left-hand corner of
the indicator window - just R-Squared
and Slope.
So where is the
Value coming from that actually appears on the chart?
In terms of
whether it's worth considering - I'm still playing around
with it. If
I can get the value parameter, then I can backtest to see
if holds any
merit.
Thanks for responding!
--- In amibroker@xxxxxxxxxxxxxxx, "Joe
Landry" <jelandry@xxx> wrote:
>
> Are you referring to your
variable R2 that you can't see? Then I'll
bet your chart background
is white. Try this. As I move the cursor
it selects the
value displays it in my title area. Or you can use the
function in a
title statement selectedvalue( ARRAY )
> Hope this helps JOE
>
> BY THE WAY, is this indicator worth considering?
>
>
Plot(r2,"R Squared",colorBlack,1);
>
>
Plot(slope,"Slope",IIf(slope<0,4,5),2|styleOwnScale);
>
>
Plot(Crit,"",7,1);
>
>
> ----- Original
Message -----
> From: droskill
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, July 20, 2008 10:16 AM
>
Subject: [amibroker] Question on R2 indicator
>
>
> A quick question for the group. There is an indicator in
the library
> called R2 - it displays a graph - but the
value of the actual graph is
> not shown on the chart - I'd
like to show it but can't figure out how
> to do it - the
code is below - any thoughts appreciated:
>
>
R2PDS=30; /*for automatic adjustments to the r2 critical value
line
> use one of the periods listed above*/
>
> R2=Correlation(Cum( 1 ),C,r2pds)*Correlation(Cum( 1
),C,r2pds);
> slope=LinRegSlope(C,r2pds);
>
>
Crit=IIf(R2PDS==5,.77,IIf(R2PDS==10,.40,IIf(R2PDS==14,.27,IIf(R2PDS==20,.20,IIf(R2PDS==25,.16,IIf(R2PDS==30,.13,IIf(R2PDS==50,.08,IIf(R2PDS==60,.06,IIf(R2PDS==120,.03,0)))))))));
>
> Plot(r2,"R Squared",2,1);
>
Plot(slope,"Slope",IIf(slope<0,4,5),2|styleOwnScale);
>
Plot(Crit,"",7,1);
>
>
Thanks!
>
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