Re: [EquisMetaStock Group] Linear Regression Formula

["Roy Larsen" <rlarsen@xxxxxxxxxxxxxx>]

Thanks Corey and Preston.

I have been messing with the 'LinRegSlope' and a 'line slope' formula in an
effort to "reverse engineer" linear regression, but without success.

Thanks again Guys

Roy


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);
((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
  ----- Original Message -----
  From: Roy Larsen
  To: 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
Linear
  Regression. I'd like to rebuild it so that I can use my own composite data
  array. Alternatively I'd like to be able to create a data array that has a
  custom indicator value replacing one CLOSE. This replacement will always
  occur at the same relative position in the array (most recent bar), but
for
  backtesting purposes must be able to recalculate on every bar.

  Any thoughts would be very much appreciated.

  Roy



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