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Bob Fulks 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.
Thanks for the tip. I had thought of that too... However, in my
tests of daily bars that span 10 years, I have not noticed any
error accumulation, at least not in the 2nd decimal place that TS
displays. Even if there was a small error visible, I doubt that it
would be significant in trading. It's a good idea to recalculate
afresh every so often, but I would think that every 1000 bars would
be sufficient.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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