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If it is not the slope how do you interpret
"slope=LinRegSlope(C,r2pds);" in the code?
----- Original Message -----
Sent: Sunday, July 20, 2008 3:53 PM
Subject: [amibroker] Re: Question on R2
indicator
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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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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