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Re: [EquisMetaStock Group] Linear Regression Formula



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Greetings Roy,
 
LinReg is:
<FONT 
size=2>T1:=Input("TimePeriods",1,200,10);(T1*Sum(Cum(1)*C,T1)-Sum(Cum(1),T1)*Sum(C,T1))/(T1*Sum(Pwr(Cum(1),2),T1)-Pwr(Sum(Cum(1),T1),2))*Cum(1)+(Mov(C,T1,S)-Mov(Cum(1),T1,S)*(T1*Sum(Cum(1)*C,T1)-Sum(Cum(1),T1)*Sum(C,T1))/(T1*Sum(Pwr(Cum(1),2),T1)-Pwr(Sum(Cum(1),T1),2)));
 
Is this what you are looking for?
 
BTW, LinRegSlope is:
 
T1:=Input("LinRegSlope periods",2,250,13);
<FONT 
size=2>((T1*(Sum(Cum(1)*C,T1)))-(Sum(Cum(1),T1)*(Sum(C,T1))))/((T1*Sum(Pwr(Cum(1),2),T1))-Pwr(Sum(Cum(1),T1),2));
 
 
-Corey Saxe
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Roy 
  Larsen 
  To: <A 
  title=equismetastock@xxxxxxxxxxxxxxx 
  href="">equismetastock@xxxxxxxxxxxxxxx 
  
  Sent: Thursday, February 20, 2003 2:16 
  PM
  Subject: [EquisMetaStock Group] Linear 
  Regression Formula
  Hi All,Does anyone know the MetaStock formula (not 
  the function syntax) for LinearRegression. I'd like to rebuild it so that 
  I can use my own composite dataarray. Alternatively I'd like to be able to 
  create a data array that has acustom indicator value replacing one CLOSE. 
  This replacement will alwaysoccur at the same relative position in the 
  array (most recent bar), but forbacktesting purposes must be able to 
  recalculate on every bar.Any thoughts would be very much 
  appreciated.RoyTo 
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