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--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@xxx> wrote:
>
> no picture at link
> ----- Original Message -----
> From: droskill
> To: amibroker@xxxxxxxxxxxxxxx
> 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@> 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
>
>
>
>
> 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:
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For other support material please check also:
http://www.amibroker.com/support.html
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