|
PureBytes Links
Trading Reference Links
|
For non-linear estimation you must employ the "Levenberg-Marquardt method"
and it's attendant calculations.....
show in the Numerical Recipes book (www.nr.com)
When you do this, you will be able to estimate the slope for x bars in the
future......which may be valuable.
> -----Original Message-----
> From: Jim Johnson [mailto:jejohn@xxxxxxxxx]
> Sent: Tuesday, January 16, 2001 8:16 AM
> To: Mike
> Cc: omega-list@xxxxxxxxxx
> Subject: Re: curve slope
>
>
> Hello Mike,
>
> You could try the function LinearRegSlope. If you're looking for
> nonlinear--I don't know.
>
> Best regards,
> Jim
>
> Monday, January 15, 2001, 8:48:07 PM, you wrote:
>
>
> M> Does anyone know how to calculate the slope of a curve easily.
> I want to
> M> derive a number for the "steepness" of a moving average line in real
> M> time. This number would be used in a system I am developing.
>
> M> Regards
> M> Mike
>
>
>
> --
> mailto:jejohn@xxxxxxxxx
>
>
>
|