Re: [EquisMetaStock Group] Are Linear Regression Indicator and Modified Moving Average same Indicators

[jao yan <jaoyan100@xxxxxxxxx>]

    Aksh, I am using MS-9 and plot the linear reg(c,10) along with MOV(c,10,s) and i did not get the same plot, the Linear Reg. cross the MOV when the price is going up and vice versa, moreover, try to inhance the indicator by the following  Mov(LinearReg(C,20),10,w), from experience, found that the cross over when doubling the linear reg time period from the period of the MOV gives a better smoothing.

thanks

jao...

----- Original Message ----
From: arun103 <arun103@xxxxxxxxx>
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Saturday, July 12, 2008 2:31:08 AM
Subject: [EquisMetaStock Group] Are Linear Regression Indicator and Modified Moving Average same Indicators

Am I doing something wrong? Have I made a mistake somewhere?

I plotted a 5-period Linear Regression Indicator of Closing Price {
LinearReg(C, 5) } and then plotted a 5-period Modified Moving Average
of Close and they plot exactly alike, showing the same values on the
bar. 5-period Modified Moving Average of Close formula is as under:

{ n:=5;
tn:=Mov(C,n, S);
s1:=((n-1)/2) *C + ((n-3)/2)*Ref( C,-1) + ((n-5)/2)*Ref( C,-2)
+ ((n-7)/2)*Ref( C,-3) + ((n-9)/2)*Ref( C,-4);
y:=tn+(6*s1) /((n+1)*n) ;
y }

The same is the case with 10-period or any other period. Are they
the same indicators?

Regards

aksh

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