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Hi,
This statement:
LinRegAvg = Average( LinearRegValue( Price, LinRegLength, 0 ),
SmoothingLength );
and these statements:
Value1 = LinearRegValue( Price, LinRegLength, 0 );
LinRegAvg = Average(Value1, SmoothingLength );
Are equivalent, but they produce different results. The first was taken
from the Standard Error Bands indicator that comes with Tradestation.
Why is this? The second one appears to be correct in that it produces the
SMA of the Linear Regression.
Thanks
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