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I spoke with support about this. If you are using 7.2, there is a bug with the Linear Regression indicators. It should be fixed in the 7.21 maintenance release.
---
Joe
On Wed, 25 Jul 2001 13:42:52
Yarroll wrote:
>Hello again on the subject.
>
>
>To sum up your views on the matter, it's the divergence function that's
>responsible for the formula weird behavior...
>
>Does it mean that we might as well completely forget the divergence function
>because of it? Well, what's the use for it then, (if any)? (I would
>understand why some people would use ZigZag function - outside of systems
>testing).
>
>It really irks me to say the least. I've done a lot of testing on
>divergences... Now it turns out to be rubbish.
>
>All the best,
>Yarroll
>
>(I snipped your posts for brevity; here's my original one which Outlook
>keeps... hope everyone followed the matter)
>I wrote
>Hello List,
>
>Please have a look at the formulas:
>
>Buy long: divergence(C,LinRegSlope(C,2),0.01)=-1
>Sell short: divergence(C,LinRegSlope(C,2),0.01)=1
>
>They are very profitable in tests, just too good to be true. That's because
>it is... Tests results back-adjust themselves (ie, you know you should have
>gone long 3 bars after the fact, just like the ZigZag indicator).
>
>My question is: what's wrong with the formula?? For all I know LinRegSlope
>indicator doesnt change its apperance on the chart going back. MS Help says
>the divergence function uses ZigZag ... is that it?
>
>Thanks,
>Yarroll
>
>
>
>
>
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