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Bob:
>>A much faster version that uses no loops (except for initialization) can
>>be found at
>>
>>http://unicorn.us.com/trading/src/_LinRegSlopeSFC.txt
>
>That version assumes the X axis = CurrentBar. His version did not make that
>assumption.
You mean it assumes the current bar corresponds to X=0. This is
merely a convenient way to get the value of the regression line
at the current bar. Once you have the slope, you can make the Y
intercept any place you want. Defining it at the currentbar is
simply a convenience.
>Below is listed my function for doing this. It uses all the tricks I know of
>to improve accuracy and speed. It also returns the standard error value in
>addition to the slope and intercept. I have tested it on TS 8 but not on
>TS2000i.
Thanks. By the way, in my tests of this sort of thing, I found that
you can easily recalculate the loop every 1000 bars instead of 100
bars. At 1000 bars, the accumulated error is so insignificant, one
doesn't notice.
-Alex
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