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Hello, I wonder is it possible to measure the following:
1) Run a linear regression for a fix number of bars. For eg: 30 trading bars
2) Measure the percentage of bars touching the linear regression. For eg:
Out of the 30 bars, 21 bars touches the regression line
3) Measure the percentage of bars above and below the linear regression
line. For eg: Out of the 30 bars, 5 bars are above the line and 4 bars are
below
4) Determine whether the regression line slope for the past 30 trading bars
Dan
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