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(2 * Sum(Cum(1) * C,2) - Sum(Cum(1),2)* Sum(C,2)) /
(2 * Sum(Pwr(Cum(1),2),2) - Pwr(Sum(Cum(1),10),2)) *
Cum(1) + (Mov(C,2,S) - Mov(Cum(1),2,S) *
(2 * Sum(Cum(1) * C,2) - Sum(Cum(1),14) * Sum(C,2)) /
(2 * Sum(Pwr(Cum(1),2),2) - Pwr(Sum(Cum(1),10),2)))
--- In Metastockusers@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx>
wrote:
>
> I need the Linear Regression Indicator & Linear Regression Slope
> formulae.
>
> The code I've been using (from memory, similar to Corey's code?)
gives
> good matching plots with MS v8.01, until I begin using shorter
> periods.
>
>
> Linear Regression Indicator formula
> ===================================
>
> ---8<------------------------------
>
> pds:=Input("LinReg periods)",2,2520,14);
> x:=Input("use Open=1, High=2, Low=3, Close=4, Volume=5",1,5,4);
> x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=4,C,V))));
>
> y:=pds*Sum(Cum(1)*x,pds)
> -Sum(Cum(1),pds)*Sum(x,pds);
> z:=pds*Sum(Pwr(Cum(1),2),pds)
> -Pwr(Sum(Cum(1),pds),2);
> LR:=y/z*Cum(1)-y/z*Mov(Cum(1),pds,S)+Mov(x,pds,S);
>
> LR
>
> ---8<------------------------------
>
>
> Linear Regression Slope formula
> ===============================
>
> ---8<------------------------------
>
> pds:=Input("LinRegSlope periods",2,252,21);
> x:=Input("Use Open=1, High=2, Low=3, Close=4, Volume=5",1,5,4);
> x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=4,C,V))));
>
> y:=pds*Sum(Cum(1)*x,pds)
> -Sum(Cum(1),pds)*Sum(x,pds);
> z:=pds*Sum(Pwr(Cum(1),2),pds)
> -Pwr(Sum(Cum(1),pds),2);
>
> y/z
>
> ---8<------------------------------
>
>
> Using the code above with a 2-period LinReg should match the price
> plot exactly, but it doesn't.
>
> Anyone help, please?
>
> jose '-)
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