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Re: [amibroker] Re: How to calculate a slope % with Rsquared without a loop?



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Hmm.. I am not sure...  But I want the data to be as close to possible to a straight line and the slope to be not too steep but enough...

2008/9/5 sidhartha70 <sidhartha70@xxxxxxxxx>

Louis,

you mean you want the 'gradient' of the slope...?? Straight lines
can't be 'smooth' or otherwise.



--- In amibroker@xxxxxxxxxxxxxxx, "Louis P." <rockprog80@xxx> wrote:
>
> Hi,
>
> @Joe Landry: Thanks for the tips. I'm not sure how the K-ratio can
help on
> this, but if it can help...
>
> @Ara: I'm sorry if what I said was not clear. What I want to do is to
> calculate a % pullback from a HHV of a stock but I want the slope to be
> "smooth", that is, I am not happy to see a 5 or 10% pullback but
would like
> to see a 5 or 10% pullback with a particular slope inclination.
That is:
> if the stock dropped 10% in a day is not the same as if it quietly
lost 0.5%
> for 20 days (would not be exactly 10%, but this is an image). You
> understand what I mean? I want the slope to be as smooth as
possible with a
> particular inclation %. Is this possible?
>
> Thanks,
>
> Louis
>
>
>
> 2008/9/5 Ara Kaloustian <ara1@xxx>

>
> > Louis,
> >
> > I am not quite sure what you mean by "a smooth slope".
> >
> > Do you want to have a plot of prices that are smoothed ... as you
would gt
> > with a filter??
> >
> > OR do you want a computed value of slope at some particular point?
... if
> > so at what point ... or do you want a plot of the slope ... etc
> >
> > If you can be moe specific that would be halpful!
> >
> > A
> >
> > **
> >
> >
> > ----- Original Message -----
> > *From:* Louis P. <rockprog80@xxx>
> > *To:* amibroker@xxxxxxxxxxxxxxx
> > *Sent:* Friday, September 05, 2008 8:41 AM
> > *Subject:* Re: [amibroker] How to calculate a slope % with Rsquared
> > without a loop?
> >
> > Hi,
> >
> > Linear function is my big problem. I'm so weak using that. What
is the
> > difference between using this and doing it the other way?
> >
> > BTW, how would you set the number of bars in the current:
> >
> > HHVBars(Var,period); // Find number of bars - distance from HHV to
current
> > bar
> > %slope = ((Highest high - currentclose) / Highest high) / number
of bars *
> > 100;
> >
> > Thanks,
> >
> > Louis
> >
> >
> > 2008/9/4 Ara Kaloustian <ara1@xxx>

> >
> >> You can also use linearray to draw a stright line from HHV to
current
> >> point.
> >>
> >> Look up LinearReg function
> >>
> >> ----- Original Message -----
> >> *From:* Ara Kaloustian <ara1@xxx>
> >> *To:* amibroker@xxxxxxxxxxxxxxx
> >> *Sent:* Thursday, September 04, 2008 10:37 AM
> >> *Subject:* Re: [amibroker] How to calculate a slope % with Rsquared
> >> without a loop?
> >>
> >> Try this:
> >>
> >> HHV(Var,period); // find value of highest high
> >> HHVBars(Var,period); // Find number of bars - distance from HHV
to current
> >> bar
> >> %slope = ((Highest high - currentclose) / Highest high) / number
of bars *
> >> 100;
> >>
> >> You may choose to define slope in a different way, but this is
the basic
> >> structure
> >>
> >> A
> >>
> >> ----- Original Message -----
> >> *From:* Louis P. <rockprog80@xxx>
> >> *To:* amibroker@xxxxxxxxxxxxxxx
> >> *Sent:* Thursday, September 04, 2008 9:34 AM
> >> *Subject:* Re: [amibroker] How to calculate a slope % with Rsquared
> >> without a loop?
> >>
> >> Hi,
> >>
> >> Thanks for your response. I should have said I want to calculate
a slope
> >> from a high point; I'd like to get a smooth slope from a HHV...
How would
> >> you do that?
> >>
> >> Thanks a lot!
> >> Louis
> >>
> >> 2008/9/4 Ara Kaloustian <ara1@xxx>

> >>
> >>> %slope = (variable - Ref(Variable,-x) ) / Ref(Variable,-x) * 100;
> >>>
> >>> ----- Original Message -----
> >>> *From:* Louis P. <rockprog80@xxx>
> >>> *To:* amibroker@xxxxxxxxxxxxxxx
> >>> *Sent:* Thursday, September 04, 2008 9:20 AM
> >>> *Subject:* [amibroker] How to calculate a slope % with Rsquared
without
> >>> a loop?
> >>>
> >>> Hi,
> >>>
> >>> I was wondering how to calculate the % of a slope without doing any
> >>> loop. Anybody has any idea?
> >>>
> >>> Thanks,
> >>>
> >>> Louis
> >>>
> >>>
> >>
> >
> >
>


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