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{ Linear Regression Trendline & Channels v4.0 }
{ ©Copyright 2004-2005 Jose Silva }
{ For personal use only }
{ http://www.metastocktools.com }
--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxx>
wrote:
>
> Kevin, your custom Linear Regression formula:
>
> 1) has the original code's copyright notice missing;
>
> 2) is identical to:
> C-LinearReg(C,252)
>
>
> jose '-)
> http://www.metastocktools.com
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx,
> "formulaprimer" <formulaprimer@> wrote:
> >
> > I used some code from Jose's Linear Regression Trend Line
> > This is a rough code can anyone improve it. Thanks.
> > I call this "Residual Plots"
> > I need two and three standard deviation lines on the indicator
> thanks.
> >
> > Residual Plots
> > ======================
> > pds:=Input("Linear Regression Trendline periods",2,2520,252);
> > multi:=Input("Standard Deviations(+) / Errors(-)",-100,100,2);
> > EnDay:=Input("end Day",1,31,31);
> > EnMnth:=Input("end Month",1,12,12);
> > EnYear:=Input("end Year",1800,2200,2010);
> > x:=Input("use: Open=1 Hi=2 Lo=3 Close=4 WghtCl=5 Volume=6",1,6,4);
> > x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,WC(),If(x=6,V,C)))));
> >
> > { End date point }
> > end:=Year()>EnYear
> > OR (Year()=EnYear AND (Month()>EnMnth
> > OR Month()=EnMnth AND DayOfMonth()>=EnDay));
> > end:=end AND Alert(end=0,2);
> > end:=If(LastValue(Cum(Ref(end,pds)))=0,
> > LastValue(Cum(1))=Cum(1),end);
> >
> > lastValLRI:=LastValue(Highest(
> > If(end,LinearReg(x,pds),0)));
> > lastValLRS:=LastValue(Highest(
> > If(end,LinRegSlope(x,pds),-10000)));
> > adjust:=LastValue(LastValue(Cum(1))
> > -Highest(If(end,Cum(1),0)));
> > countback:=LastValue(Cum(1))-Cum(1)-adjust;
> >
> > { Rem next line to extend plot to end of chart }
> > countback:=Ref(Ref(countback,-adjust),adjust);
> >
> > { Lin Reg Trendline }
> > LR:=lastValLRI-lastValLRS*countback;
> > restrict:=adjust-(LastValue(Cum(1))-pds);
> > LRT:=Ref(Ref(LR,-restrict),restrict);
> > x:= C - LRT;
> > x;
> > 0;
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "formulaprimer"
> > <formulaprimer@> wrote:
> > >
> > > I want to remove the trends from price data (flattening out the
> > slope
> > > polarity). This eliminates the skewing that trend causes. This
> will
> > > show a true picture of the market that shows overbought and
> > oversold
> > > conditions, without skewing caused by trend. I need something a
> > code
> > > derived from price structure that uses principles by DEMING
> > regarding
> > > distribution of normalized data. The detrended analysis graphs
> must
> > > include an upper and lower control limit based on location of
the
> > mean
> > > and standard deviation measurements. Also residuals (i.e.
> projected
> > > trend - line versus actual value) are plotted on the detrended
> > graph.
> > > The detrended graph must contain upper and lower control limits
> > that
> > > alerts to statistical overbought and oversold areas. Upper most
> > line is
> > > 3 standard deviations of market deviation. Can anyone help me
> with
> > this
> > > MS code i use 7.2 version.
> > > Thanks.
> > > Kev
>
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