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In-Reply-To: <memo.727288@xxxxxxxxxxxxxxxxxxx>
many thanks to Larry and Craig - now sorted!
Cheers,
Ian
> You will have to create arrays for your dependant and independent
> variables, which is the close of data4 and close of data3,
> respectively. Load the arrays, and then plug them into the following
> TS2000i function:
>
> CoeffR_a(IndArray, DepArray, Array_Size)
>
> I think that the single precision limitation effects this function so
> I never bothered with it. They may even have the math wrong in the
> function. Like all TS calculated statistical functions, you should
> always test sample data in Excel to make sure these functions work
> properly.
>
>
> At 10:35 AM 5/26/2002 +0100, Ian Waugh wrote:
> >In-Reply-To: <memo.693970@xxxxxxxxxxxxxxxxxxx>
> >If this is a function within TS6 as I suspect, could some kind TS6
> owner
> >please post or email a copy, please?
> >
> >Many thanks.
> >
> >Cheers,
> >Ian
> >
> > > In May's TASC there's an item on daytrading stock pairs. The code
> > > includes the function CoefficientR:
> > >
> > > R=CoefficientR(Close, data3, Close Data4, length)
> > >
> > > Presumably this is from TS^ because TS 200i doesn't recognise the
> > > function. The only this it has is CoeffR which doesn't seem to be
> > > quite the same thing - at least it only takes one parameter.
> > >
> > > Can one of you clever programming types give me a function I can
> > > use
> > > in 2000, please?
> > >
> > > Many thanks.
> > >
> > > Cheers,
> > > Ian
> > >
>
>
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