|
PureBytes Links
Trading Reference Links
|
Jose
Maybe I'm misunderstand what the original problem was.
TC
--- In Metastockusers@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx>
wrote:
>
> Trendchaser, your code is a Linear Regression mixture of the Typ()
SMA
> and Close. It doesn't address the original problem.
>
> Ron,
> http://finance.groups.yahoo.com/group/Metastockusers/message/9753
> welcome to one of MetaStock's single precision limitations:
> MS can't handle accurate number crunching in complex processing.
>
> The code below, using and external dll to process the Linear
> Regression values, tracks the Mov(Typ(),20,S) correctly:
>
> ---8<--------------------
>
> { Adaptive.dll (not avail to public) must be in
> ...\MetaStock\External Function DLLs\ folder }
>
> pds:=Input("Linear Regression Trendline periods",2,2520,21);
>
> x:=Mov(Typ(),20,S);
> LRSlope:=ExtFml("Adaptive.LinRegSlope",x,pds);
> LRInd:=LRSlope*Cum(1)
> -LRSlope*ExtFml("Adaptive.Mov",Cum(1),pds)
> +ExtFml("Adaptive.Mov",x,pds);
>
> lastVal:=LastValue(LRInd);
> countback:=LastValue(Cum(1))-Cum(1);
> LR:=
> lastVal-LastValue(LRSlope)*countback;
> restrict:=0-(LastValue(Cum(1))-pds);
> LRT:=Ref(Ref(LR,-restrict),restrict);
>
> LRT
>
> ---8<--------------------
>
> Adaptive.dll is not available for public release, so you'll have to
> take my word for it.
>
>
> Now, the same code, using MetaStock's Linear Regression functions,
> plots a Linear Regression line that does not track Mov(Typ(),20,S):
>
> ---8<--------------------
>
> pds:=Input("Linear Regression Trendline periods",2,2520,21);
>
> x:=Mov(Typ(),20,S);
> LRSlope:=LinRegSlope(x,pds);
> LRInd:=LinearReg(x,pds);
>
> lastVal:=LastValue(LRInd);
> countback:=LastValue(Cum(1))-Cum(1);
> LR:=
> lastVal-LastValue(LRSlope)*countback;
> restrict:=0-(LastValue(Cum(1))-pds);
> LRT:=Ref(Ref(LR,-restrict),restrict);
>
> LRT
>
> ---8<--------------------
>
>
> Linear Regression has been a thorn in MetaStock's side for a while.
>
>
> jose '-)
>
>
> --- In Metastockusers@xxxxxxxxxxxxxxx, "trendchaser2003"
> <trendchaser2003@xxxx> wrote:
> > Try this.
> >
> > Ps:=Input("Mov(Typ() Periods",2,1000,20);
> > Pe:=Input("LinearReg Periods",2,1000,21);
> > x:=Mov(Typ(),Ps,S);
> > x:=LastValue(X);
> > Z:=LastValue(LinearReg(C,Pe));
> > Z:=(Z+X)-Z;
> > Y:=LastValue(Cum(1))-Cum(1);
> > U:=Z-(LastValue(LinRegSlope(C,Pe))*Y);
> > R:=0-(LastValue(Cum(1))-Pe);
> > A:=U+Ref(C,R)-Ref(C,R);
> > Range:=LastValue(Mov(H,Pe,E)-LastValue(Mov(L,Pe,E)));
> > a+(16*(0.125*Range));
> > a+(8*(0.125*Range));
> > A;
> > a-(8*(0.125*Range));
> > a-(16*(0.125*Range));
> >
> > Trendchaser
> > http://www.freewebs.com/trendchaser/
>
> > > --- In Metastockusers@xxxxxxxxxxxxxxx, karile <karile@xxxx>
> wrote:
>
> > > Hi,
>
> > > I have a code which calculates a linear regression (see
> below).
>
> > > What I would like to have is a linear regression of a 20 SMA
> > > ( (mov(typical(),20,s) ) instead of the close.
> > > Could anyone adjust the code below to perform that ?
>
> > > Here is the code :
>
> > > Pe:=Input("Periods",2,1000,6);
> > > Z:=LastValue(LinearReg(C,Pe));
> > > Y:=LastValue(Cum(1))-Cum(1);
> > > U:=Z-(LastValue(LinRegSlope(C,Pe))*Y);
> > > R:=0-(LastValue(Cum(1))-Pe);
> > > U+Ref(C,R)-Ref(C,R);
>
> > > Thanks for your help,
> > > Regards,
>
> > > Karile
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/zMEolB/TM
---------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/Metastockusers/
<*> To unsubscribe from this group, send an email to:
Metastockusers-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|