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I need the Linear Regression Indicator & Linear Regression Slope
formulae.
The code I've been using (from memory, similar to Corey's code?) gives
good matching plots with MS v8.01, until I begin using shorter
periods.
Linear Regression Indicator formula
===================================
---8<------------------------------
pds:=Input("LinReg periods)",2,2520,14);
x:=Input("use Open=1, High=2, Low=3, Close=4, Volume=5",1,5,4);
x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=4,C,V))));
y:=pds*Sum(Cum(1)*x,pds)
-Sum(Cum(1),pds)*Sum(x,pds);
z:=pds*Sum(Pwr(Cum(1),2),pds)
-Pwr(Sum(Cum(1),pds),2);
LR:=y/z*Cum(1)-y/z*Mov(Cum(1),pds,S)+Mov(x,pds,S);
LR
---8<------------------------------
Linear Regression Slope formula
===============================
---8<------------------------------
pds:=Input("LinRegSlope periods",2,252,21);
x:=Input("Use Open=1, High=2, Low=3, Close=4, Volume=5",1,5,4);
x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=4,C,V))));
y:=pds*Sum(Cum(1)*x,pds)
-Sum(Cum(1),pds)*Sum(x,pds);
z:=pds*Sum(Pwr(Cum(1),2),pds)
-Pwr(Sum(Cum(1),pds),2);
y/z
---8<------------------------------
Using the code above with a 2-period LinReg should match the price
plot exactly, but it doesn't.
Anyone help, please?
jose '-)
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