|
To understand what is happening I suggest that you
walk through the code line by line and be certain that you understand what
each line is doing. You will find the Users Guide and Help quite
helpful for this exercise.
Bill
----- Original Message -----
Sent: Sunday, July 20, 2008 8:04 PM
Subject: [amibroker] Re: Question on R2
indicator
Sorry - service was down - now back up.
--- 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}
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> > >
>
> > For NEW RELEASE ANNOUNCEMENTS and other news
always check
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> > >
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:
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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
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> > http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
> >
> >
> >
> >
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> > 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
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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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