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At 8:26 AM -0800 11/17/02, Alex Matulich wrote:
>Here's a very fast linear regression slope functions I derived from
>something M. Simms (also on this list) wrote:
>
>http://unicorn.us.com/trading/src/_LinRegSlopeSFC.txt
One problem with this approach is that round-off errors accumulate.
But you can fix this with a simple change:
Instead of:
if xLen <> Length or CurrentBar <= 1 then begin
use:
if xLen <> Length or Mod(CurrentBar, 100) = 1 then begin
This re-calculates the full calculation once each 100 bars so
will not allow round-off errors to get very large.
Bob Fulks
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