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[amibroker] Re: Question on R2 indicator



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A picture is worth about $10 - less with inflation but there you go -
hopefully this will help in understanding what I'm saying.

http://dl.getdropbox.com/u/17693/Redline.png

Thanks!

--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@xxx> wrote:
>
> If it is not the slope how do you interpret
"slope=LinRegSlope(C,r2pds);" in the code?
> 
>   ----- Original Message ----- 
>   From: droskill 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   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@> 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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>   > 
>   >   No virus found in this incoming message.
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>   >   Version: 8.0.138 / Virus Database: 270.5.3/1563 - Release Date:
>   7/20/2008 12:59 PM
>   >
> 
> 
> 
>   ------------------------------------
> 
>   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
>   Yahoo! Groups Links
> 
> 
> 
> 
>   No virus found in this incoming message.
>   Checked by AVG - http://www.avg.com 
>   Version: 8.0.138 / Virus Database: 270.5.3/1563 - Release Date:
7/20/2008 12:59 PM
>



------------------------------------

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