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Yup - see that - but then what is the value of the Green or Red? It's
not the slope or the R2....
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@xxx> wrote:
>
> If you are setup as I am then Value is simply the value of the
cursor on the y-axis scale.
>
> Bill
> ----- Original Message -----
> From: droskill
> To: amibroker@xxxxxxxxxxxxxxx
> 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@> 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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