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Below is the EL code for the CoeffR Function that I have:
=================================
Inputs:Len(NumericSimple);
Var:X(0),UpEq(0),LowEq1(0),LowEq2(0),LowEQT(0),Div(0);
X=BarNumber;
UpEq=Summation(X*Close,Len)-(Len*Average(X,Len)*Average(Close,Len));
LowEq1=Summation(Square(X),Len)-(Len*Square(Average(X,Len)));
LowEq2=Summation(Square(Close),Len)-(Len*Square(Average(Close,Len)));
Div=LowEq1*LowEq2;
If Div>0 then
LowEQT=SquareRoot(Div)
else
LowEQT=0;
If LowEQT<>0 then
CoefR=UpEq/LowEQT;
==================================
Hope this could help.
Max Scorpio
(Italy)
-----Messaggio originale-----
Da: _Craig [mailto:craigbud@xxxxxxxxxxx]
Inviato: domenica 26 maggio 2002 18.14
A: omega-list@xxxxxxxxxx
Cc: ianwaugh@xxxxxxxxxxxxxxxxxxx
Oggetto: Re: CoefficientR
You will have to create arrays for your dependant and independent
variables, which is the close of data4 and close of data3,
respectively. Load the arrays, and then plug them into the following
TS2000i function:
CoeffR_a(IndArray, DepArray, Array_Size)
I think that the single precision limitation effects this function so I
never bothered with it. They may even have the math wrong in the
function. Like all TS calculated statistical functions, you should always
test sample data in Excel to make sure these functions work properly.
At 10:35 AM 5/26/2002 +0100, Ian Waugh wrote:
>In-Reply-To: <memo.693970@xxxxxxxxxxxxxxxxxxx>
>If this is a function within TS6 as I suspect, could some kind TS6 owner
>please post or email a copy, please?
>
>Many thanks.
>
>Cheers,
>Ian
>
> > In May's TASC there's an item on daytrading stock pairs. The code
> > includes the function CoefficientR:
> >
> > R=CoefficientR(Close, data3, Close Data4, length)
> >
> > Presumably this is from TS^ because TS 200i doesn't recognise the
> > function. The only this it has is CoeffR which doesn't seem to be
> > quite the same thing - at least it only takes one parameter.
> >
> > Can one of you clever programming types give me a function I can use
> > in 2000, please?
> >
> > Many thanks.
> >
> > Cheers,
> > Ian
> >
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