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Kevin, your custom Linear Regression formula:
1) has the original code's copyright notice missing;
2) is identical to:
C-LinearReg(C,252)
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx,
"formulaprimer" <formulaprimer@xxx> wrote:
>
> I used some code from Jose's Linear Regression Trend Line
> This is a rough code can anyone improve it. Thanks.
> I call this "Residual Plots"
> I need two and three standard deviation lines on the indicator
thanks.
>
> Residual Plots
> ======================
> pds:=Input("Linear Regression Trendline periods",2,2520,252);
> multi:=Input("Standard Deviations(+) / Errors(-)",-100,100,2);
> EnDay:=Input("end Day",1,31,31);
> EnMnth:=Input("end Month",1,12,12);
> EnYear:=Input("end Year",1800,2200,2010);
> x:=Input("use: Open=1 Hi=2 Lo=3 Close=4 WghtCl=5 Volume=6",1,6,4);
> x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,WC(),If(x=6,V,C)))));
>
> { End date point }
> end:=Year()>EnYear
> OR (Year()=EnYear AND (Month()>EnMnth
> OR Month()=EnMnth AND DayOfMonth()>=EnDay));
> end:=end AND Alert(end=0,2);
> end:=If(LastValue(Cum(Ref(end,pds)))=0,
> LastValue(Cum(1))=Cum(1),end);
>
> lastValLRI:=LastValue(Highest(
> If(end,LinearReg(x,pds),0)));
> lastValLRS:=LastValue(Highest(
> If(end,LinRegSlope(x,pds),-10000)));
> adjust:=LastValue(LastValue(Cum(1))
> -Highest(If(end,Cum(1),0)));
> countback:=LastValue(Cum(1))-Cum(1)-adjust;
>
> { Rem next line to extend plot to end of chart }
> countback:=Ref(Ref(countback,-adjust),adjust);
>
> { Lin Reg Trendline }
> LR:=lastValLRI-lastValLRS*countback;
> restrict:=adjust-(LastValue(Cum(1))-pds);
> LRT:=Ref(Ref(LR,-restrict),restrict);
> x:= C - LRT;
> x;
> 0;
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "formulaprimer"
> <formulaprimer@> wrote:
> >
> > I want to remove the trends from price data (flattening out the
> slope
> > polarity). This eliminates the skewing that trend causes. This
will
> > show a true picture of the market that shows overbought and
> oversold
> > conditions, without skewing caused by trend. I need something a
> code
> > derived from price structure that uses principles by DEMING
> regarding
> > distribution of normalized data. The detrended analysis graphs
must
> > include an upper and lower control limit based on location of the
> mean
> > and standard deviation measurements. Also residuals (i.e.
projected
> > trend - line versus actual value) are plotted on the detrended
> graph.
> > The detrended graph must contain upper and lower control limits
> that
> > alerts to statistical overbought and oversold areas. Upper most
> line is
> > 3 standard deviations of market deviation. Can anyone help me
with
> this
> > MS code i use 7.2 version.
> > Thanks.
> > Kev
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