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Re: [Metastockusers] Re: Code adjustment



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Karile must be rubbing her/his hands in glee to 
have started this. WOW.
 
I really have to sit back and mull thru 
this.
Dusant
Chief Architect
<A 
href="">http://www.candlestrength.com/
 
----- Original Message ----- 
From: "Ron" <<A 
href=""><FONT face=Verdana 
size=2>ronber@xxxxxxxxxxxxx<FONT face=Verdana 
size=2>>
To: <<A 
href=""><FONT face=Verdana 
size=2>Metastockusers@xxxxxxxxxxxxxxx<FONT face=Verdana 
size=2>>
Sent: Thursday, April 15, 2004 8:45 
PM
Subject: Re: [Metastockusers] Re: Code 
adjustment
> Attached is a screen capture of a 
chart segment.> The Yellow line is Dusant's code> The Green line 
is Jose's code> The White line is TrendChaser's code (most 
recent)> The Red Line is a the original code for a Linear RegressionLine 
adjusted > for a 20 bar period.> The white dots are 
closes.> The green dots are a plot of Mov(Typ(),20,S)> > 
 From just eyeballing (both eyes) seems that the red line does > 
approximate a linear regression line of the closes.> None of the other 
lines comes as close to going through the data points > of the 
Mov(Typ(),20,S) plot.> > Is it the case that this magnitude of 
discrepancy is due to a number > crunching problem in MS?> Is 
there that great a difference in the nature of the calculation > between 
C and MOV(TYP(),20,S)> when TYP=(high + low + close) / 3.  > 
Is the software overwhelmed by these differences in the amount of > 
calculation?> If yes, Bummer!> > Jose wrote:> 
> >Trendchaser, your code is a Linear Regression mixture of the Typ() 
SMA > >and Close.  It doesn't address the original 
problem.> >> >Ron, > ><A 
href=""><FONT 
face=Verdana 
size=2>http://finance.groups.yahoo.com/group/Metastockusers/message/9753<FONT 
face=Verdana size=2>> >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 <FONT face=Verdana 
size=2>Metastockusers@xxxxxxxxxxxxxxx, 
"trendchaser2003" > ><<A 
href=""><FONT face=Verdana 
size=2>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> >><A 
href=""><FONT face=Verdana 
size=2>http://www.freewebs.com/trendchaser/<FONT face=Verdana 
size=2>> >>    > >>> >> 
>  > >> >>>--- In <A 
href=""><FONT face=Verdana 
size=2>Metastockusers@xxxxxxxxxxxxxxx, 
karile <<FONT face=Verdana 
size=2>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 Links> >> >> >> > 
> >> >> >  > >> > 
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