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It is
there , it is just not documented. there is new documentation due out with
version 4.2
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: doedau
[mailto:doed@xxxx]Sent: Tuesday, October 15, 2002 11:28
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
linear regressionMaybe Im ready for the 'knackers yard'
- approaching 60 years old and probably about the same IQ but even now I
remember the equation to a straight line.Putting it into afl is another
matter. What I dont appear to have in my version (4.02) is LinRegIntercept -
as far as I can see.I downloaded V4.19 but didnt see it there either. I
will have another look when I get home from work. Can anyone confirm its
there?Sorry to be a nuisance to you experts.--- In
amibroker@xxxx, "Herman van den Bergen" <psytek@xxxx> wrote:>
....> Excuse me but this is elementary school math...> > Right
you are Tomasz :-) but for me that is almost half a century>
ago....ooops, now I gave my age away :-(> > Thanks for the
refresher though! It is much appreciated.> > Herman.>
> > -----Original Message-----> > From: Tomasz Janeczko
[mailto:amibroker@xxxx]> > Sent: 14 October, 2002 7:13 AM>>
To: amibroker@xxxx> > Subject: Re: [amibroker] Re: linear
regression> >> >> > Excuse me but this is
elementary school math.> >> > y = a + b * x>
>> > a is a intercept (in AFL LinRegIntercept)> > b is a
slope (in AFL LinRegSlope)> >> > The AFL formula:>
>> > x = Cum(1);> > lastx = LastValue( x );>
>> > Daysback = 10;> >> > aa = LastValue(
LinRegIntercept( Close, Daysback) );> > bb = LastValue( LinRegSlope(
Close, Daysback ) );> >> > y = aa + bb * ( x - (Lastx-
DaysBack) );> >> > Plot( Close, "Close", colorBlack,
styleCandle );> > Plot( y, "LinReg", colorRed );> >>
>> > If you want only the last bar display you can use:>
>> > x = Cum(1);> > lastx = LastValue( x );>
>> > Daysback = 10;> >> > aa = LastValue(
LinRegIntercept( Close, Daysback) );> > bb = LastValue( LinRegSlope(
Close, Daysback ) );> >> > y = Aa + bb * ( x - (Lastx-
DaysBack) );> >> > Plot( Close, "Close", colorBlack,
styleCandle );> > Plot( IIf( x >= (lastx - Daysback), y, -1e10 ),
"LinReg", colorRed );> >> >> > Best
regards,> > Tomasz Janeczko> > amibroker.com> >
----- Original Message -----> > From: "Herman van den Bergen"
<psytek@xxxx>> > To: <amibroker@xxxx>> > Sent:
Monday, October 14, 2002 8:49 PM> > Subject: RE: [amibroker] Re:
linear regression> >> >> > > Hello,>
> >> > > I think Don is looking for the straight line LinReg
equation, there have> > > been a few versions posted but they
all had some problems under certain> > > conditions.>
> >> > > It would be nice to have a straight line LinRegfrom
point A to> > B formula,> > > anybody good in
math?> > >> > > Best regards,> > >
Herman.> > >> > > > -----Original
Message-----> > > > From: gillesdeprez
[mailto:gillesdeprez@xxxx]> > > > Sent: 14 October, 2002 2:05
AM> > > > To: amibroker@xxxx> > > > Subject:
[amibroker] Re: linear regression> > > >> > >
>> > > > Hello,> > > > I think the function
LinearReg (Array, Period) came with the 4.14> > > >
version;> > > > Friendly,> > > > Gilles>
> > >> > > >> > > > --- In
amibroker@xxxx, "doedau" <doed@xxxx> wrote:> > > > >
Hi,> > > > > My version of AB (4.02)has slope of linear
regression line> > > > > (linregslope) not the line of linear
regression itself. Have I> > > > missed> > >
> > it, has anyone written afl for it, or is it in a later version?
I> > > > see> > > > > references to
regression in latest version but my maths not up to> > > >
> knowing if this is the same thing as conventional linear
regression.> > > > > Many thanks for any help in advance.
Regards, Don.> > > >> > > >> > >
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