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RE: [amibroker] Re: linear regression



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The best method I found is to Right-Click on the Readme.html when it opens
up and create a shortcut for your desktop, then delete the previous one. The
latest one covers all previous changes.

Best regards,
Herman.

> -----Original Message-----
> From: doedau [mailto:doed@x...]
> Sent: 15 October, 2002 11:28 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: linear regression
>
>
> Maybe 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@x...]
> > > 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 LinReg from point A to
> > > B formula,
> > > > anybody good in math?
> > > >
> > > > Best regards,
> > > > Herman.
> > > >
> > > > > -----Original Message-----
> > > > > From: gillesdeprez [mailto:gillesdeprez@x...]
> > > > > 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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