[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Question on R2 indicator



PureBytes Links

Trading Reference Links

no picture at link
----- Original Message -----
From: droskill
Sent: Sunday, July 20, 2008 5:44 PM
Subject: [amibroker] Re: Question on R2 indicator

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!
>   >   >
>   >
>   >
>   >
>   >   ------------------------------------
>   >
>   >   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
>   >
>
>
>
>   ------------------------------------
>
>   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
>



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

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/


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


__._,_.___

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




Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___