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According to the help files, the LinearRegSlope Len parameter is a
numeric simple type input.
Numeric simple inputs limit you to a number that doesn't change on a
bar-to-bar basis.
AM> While testing a strategy, I noticed some strange and unexpected
AM> signals. Here are the EL statements:
AM> AD = 100*(adv-dec)/(adv+dec+unc);
AM> mm1 = LinearRegSlope(AD, 6);
AM> mm2 = LinearRegSlope(mm1, 4);
AM> Here's a sample of what TradeStation 2000i calculated:
AM> date AD mm1 mm2
AM> 1000627 10.70 4.73 2.78
AM> 1000628 19.55 7.91 3.60
AM> 1000629 -0.57 61.10 18.57
AM> 1000630 0.29 18.32 9.39
AM> 1000703 35.64 -14.95 -11.13
AM> 1000705 1.13 -53.88 -37.82
AM> 1000706 9.92 -90.12 -36.43
AM> The AD column is calculated correctly. However, the mm1 column is
AM> NOT the linear regression slope of the last 6 AD values. See that
AM> last mm1 value -90.12? It should be -0.22. The value previous to
AM> that, -53.88, should be 0.037.
AM> Oddly, the mm2 column is calculated correctly (using the incorrect
AM> mm1 values).
AM> What's going on here? I tried the LinerRegSlopeFC function with the
AM> same result. Also, when I make an indicator to plot mm1, it plots
AM> with the correct values! In my strategy, however, the values are
AM> incorrect, and so are the buy/sell signals resulting from them.
AM> I don't understand this. Any clues?
Best regards,
Listening
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