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no picture at link
----- Original Message -----
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
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>
> 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
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>
Yahoo! Groups Links
>
>
>
>
> No
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> Checked by AVG - http://www.avg.com
> Version:
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7/20/2008 12:59
PM
>
------------------------------------
Please
note that this group is for discussion between users only.
To get
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SUPPORT {at}
amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check
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For
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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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