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



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Well, clearly the gradient of the slope will depend on the time
interval you are looking at for the price move.

But the basic formula is,

Change in Y (price) / Change in X (Time)

It's very simple... If you are asking for what I think you are asking for.

Look at this,

http://www.teacherschoice.com.au/Maths_Library/Gradient/gradient_-_two_fixed_points.htm



--- In amibroker@xxxxxxxxxxxxxxx, "Louis P." <rockprog80@xxx> wrote:
>
> 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@xxx>
> 
> >   Louis,
> >
> > you mean you want the 'gradient' of the slope...?? Straight lines
> > can't be 'smooth' or otherwise.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
"Louis P."
> > <rockprog80@> 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@>
> > >
> > > > 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@>
> > > > *To:* amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> > > > *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@>
> > > >
> > > >> 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@>
> > > >> *To:* amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> > > >> *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@>
> > > >> *To:* amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> > > >> *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@>
> > > >>
> > > >>> %slope = (variable - Ref(Variable,-x) ) / Ref(Variable,-x) *
100;
> > > >>>
> > > >>> ----- Original Message -----
> > > >>> *From:* Louis P. <rockprog80@>
> > > >>> *To:* amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> > > >>> *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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