Re: [Metastockusers] need accurate Linear Regression code

["CS" <res1wgwl@xxxxxxxxxxx>]

Hi Jose,
I still have MS 7.2 on my machine and both remain 
a perfect match to the built-in indicators at periods=2.
 
-Corey
 
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Jose 
  
  To: <A 
  title=Metastockusers@xxxxxxxxxxxxxxx 
  href="">Metastockusers@xxxxxxxxxxxxxxx 
  
  Sent: Sunday, July 06, 2003 12:58 
PM
  Subject: [Metastockusers] need accurate 
  Linear Regression code
  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 
  '-)To 
  unsubscribe from this group, send an email 
  to:Metastockusers-unsubscribe@xxxxxxxxxxxYour use 
  of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor


  ADVERTISEMENT 









To unsubscribe from this group, send an email to:
Metastockusers-unsubscribe@xxxxxxxxxxx





Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.