Re: linear regression slope line

["Walter Lake" <wlake@xxxxxxxxx>]

Thanks Glen

Some interesting ideas to try.

Am trying to find the encyclopedic post by one of the regulars about a year
and a half ago on 50 ways to love your BB's <G>. If I find it, I'll post it.
It's probably time BB's made the rounds again.

Someone asked me, who was having a great time with Pro 7.0 ... I referred
them to you. Hope that I was right.

Thanks again for your help

Walter


----- Original Message -----
From: Glen Wallace <gcwallace@xxxxxxxx>
To: MetaStock listserver <metastock@xxxxxxxxxxxxx>
Sent: Monday, November 22, 1999 2:11 PM
Subject: Re: linear regression slope line


| Walter:
|
| I assume BB = Bollinger Bands.  I tried something similar once with a
| recursive moving trendline, but the trendline was too responsive for the
| envelope or Bollinger Bands to apply.  Standard Bollinger Bands need a
very
| broad (slow?) smoothing.
|
| Perhaps a tighter-than-normal envelope around a more responsive moving
| average would be an interesting (although curve-fitted) breakout entry
| system to test.  Because it's volatility-based, a volatility-based exit
| system might be in order.
|
| Regards
|
|
| ----- Original Message -----
| From: Walter Lake <wlake@xxxxxxxxx>
| To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
| Sent: November 22, 1999 09:56
| Subject: Fw: linear regression slope line
|
| > Anybody ever used this concept of Linear Regression and BB's?
| >
| > Best regards
| >
| > Walter
| >
| > ----- Original Message -----
| > From: d jameson <magnatizer@xxxxxxxxxxx>
| > To: <EnsignList@xxxxxxxxxxx>
| > Sent: Monday, November 22, 1999 12:29 PM
| > Subject: linear regression slope line
| >
| >
| > | EnsignList - http://www.ensignsoftware.com
| > |
| > | Was wondering if anyone had worked up the ensign custom formula for
| linear
| > | regression slope (this is metastocks label, I also call it moving
linear
| > | regression).  I do not have the formula nor can i find it anywhere.
| > |
| > | My use for it is to plot it (8 period) with BBs (20 period).  When it
| > breaks
| > | through bbs either direction I tighted stops (i.e. over top bb and i
am
| > long
| > | I tighten to low of prior bar of whatever time frame i am trading...
| vise
| > | versa for short and break below bottom bb)
| > |
| > | Have not had a chance to backtest it yet as I was on a two week CQG
| trial
| > | but it did appear promising from visual scan.
| > |
| > | ht
| > | Magnatizer
|