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Re: GEN: FORMULAS



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Hi from Moscow.
It's not a problem. The very simple formulas:

Linear Regression Slope:

((21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) * Sum(C,21)) / (21 *
Sum(Pwr(Cum(1),2),21) -
Pwr(Sum(Cum(1),21),2)))


Standard Error Band Bottom:

Fml("linear regression (21-period)")-Fml("standard error part of the formula
(21-period)")


Linear Regression (21-period):

((((21*sum(cum(1)*C,21))-(sum(cum(1),21)*sum(C,21)))/((21*sum(pwr(cum(1),2)
,21))-
pwr(sum(cum(1),21),2)))*cum(1))+(mov(C,21,S)-((mov(cum(1),21,S)*((21*
sum(cum(1)*C,21))-(sum(cum(1),21)*sum(C,21))))/((21*sum(pwr(cum(1),2),21))-
pwr(sum(cum(1),21),2))))


Standard Error part of the formula (21-period)

1.5*(sqr(((sum(pwr(C,2),21)-(pwr(sum(C,21),2)/21))-((sum(cum(1)*C,21))-((sum(

cum(1),21)*sum(C,21)/21)))/((sum(pwr(cum(1),2),21))-(pwr(sum(cum(1),21),2)/
21))*((sum(cum(1)*C,21))-((sum(cum(1),21)*sum(C,21)/21))))/19))


POMPATIS wrote:

> GREETINGS ALL:
>
> ARE THERE ANY METASTOCK WIZARDS WHO CAN SHARE WITH ME THE FORMULAS FOR "R
> SQUARED" AND FOR "LINEAR REGRESSION SLOPE"?
>
> THE RT VERSION DOES NOT HAVE THESE FORMULAS PACKAGED IN.
>
> YOUR ASSISTANCE WOULD BE TRULY APPRECIATED.
>
> SINCERELY,
>
> POMPATIS

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