Bruce 

I need to make one adjustment for sure maybe two to this

You said
 
except that it is calculated based on the Linear Regression Endpoint at each point during the series as opposed to looping back through the series at each point 

This has to done backwards bc the position of the LR changes every time price makes a new low during the pull back. So from the lowest point reached during the pull back or the final low it needs to back and calculate the Absolute Deviation if the Highs from the LR. 

I think this is what we were doing initially when we were calculating the Standard Deviation from the mean.

Honestly I am lost. I had no idea there is so much to it but I will take a course on this bc I have to understand it. My appologies for the trouble.

All I was trying to do is to learn the steps as to how to plot SD.

If you look under this topic in the 1st  RC, SD(0) is plotting the SD of the Highs from the mean.

In the final RC LRAD(0) is plotting the Average Absolute Deviation of the Highs from the LR line.

I've spaced bar through a lot of stocks and there are number of pull backs that the RC's above don't do a good job.  

Below I have tried to plot the SD of the Absolute deviation(difference) from the Highs to the LR line. All of my adjustments are highlighted in blue.

I might be way off but at least I tried.  

SD(0) in blue is from what I understood from your original RC that I've pasted in Friday, September 03, 2010 3:22:16 PM in this post. The 1st RC when you are plottind SD of the highs from the Mean.

SD(2) in purple is from what I understood from your post on Thursday, September 16, 2010 3:44:35 PM 
in the Rounding Topic.

Again my appologies for the trouble I had no idea there is so much to this.


'# Width = UserInput.Single = 1
Static Count(3) As Single
Static Sum(4) As Single
Static Slope(1) As Single
Static LRAD(1) As Single
Static SD(3) As Single
Static EndPoint(1) As Single
Static LowSince(1) As Single
If isFirstBar Then
 Count(0) = Single.NaN
 Count(1) = Single.NaN
 Count(2) = 0
 Count(3) = Single.NaN
 Sum(0) = Single.NaN
 Sum(1) = Single.NaN
 Sum(2) = Single.NaN
 Sum(3) = Single.NaN
 Sum(4) = Single.NaN
 LowSince(0) = Single.NaN
 LowSince(1) = Single.NaN
 Slope(1) = Single.NaN
 LRAD(1) = Single.NaN
 SD(3) = Single.NaN
 EndPoint(1) = Single.NaN
Else If Price.High > Price.MaxHigh(62, 1) Then
 Count(0) = 1
 Count(1) = 1
 Count(2) = 1
 Count(3) = 1
 Sum(0) = Price.High
 Sum(1) = 0
 Sum(2) = Price.High
 Sum(3) = 0
 Sum(4) = 0
 LowSince(0) = Price.Last
 LowSince(1) = Price.Last
Else
 Count(0) += 1
 Sum(0) += Price.High
 Sum(2) += Count(0) * Price.High 
 LowSince(0) = System.Math.Min(LowSince(0), Price.Low)
 LowSince(1) = System.Math.Min(LowSince(1), Price.Last)
End If
If Count(0) >= 2 Then
 Slope(0) = (Sum(2) - ((Count(0) + 1) / 2 * Sum(0))) / (Count(0) * (Count(0) ^ 2 - 1) / 12)
 EndPoint(0) = Sum(0) / Count(0) + (Count(0) - 1) * Slope(0) / 2
 Sum(1) = 0
 Sum(3) = 0
 Sum(4) = 0
 For i As Integer = 0 To Count(0) - 1
  Sum(1) += System.Math.Abs(Price.High(i) - EndPoint(0) + i * Slope(0))
  Sum(3) = System.Math.Abs(Price.High(i) - EndPoint(0) + i * Slope(0)) 
  Sum(4) += Sum(3) ^ 2
 Next
 LRAD(0) = Width * Sum(1) / Count(0)
 SD(0) = Width * (((Sum(4) - Sum(3) ^ 2 / Count(0)) / Count(0)) ^ .5)
 SD(2) = Width * ((Sum(4) - (Count(0) * LRAD(0) ^ 2)) / Count(0))
 If Price.Low = LowSince(0) OrElse _
  Price.Last = LowSince(1) Then
  Count(1) = 0
  Count(2) = 0
  Count(3) = Count(0)
  Slope(1) = Slope(0)
  LRAD(1) = LRAD(0)
  SD(1) = SD(0)
  SD(3) = SD(2)
  EndPoint(1) = EndPoint(0)
 Else
  EndPoint(1) += Slope(1) 
 End If
Else
 Slope(0) = 0
 LRAD(0) = 0
 SD(0) = 0
 SD(2) = 0
 EndPoint(0) = Price.High
 Slope(1) = 0
 LRAD(1) = 0
 SD(1) = 0
 SD(3) = 0
 EndPoint(1) = Price.High
End If
If Count(0) > -1 Then
 OpenValue = SD(1)
 HighValue = SD(3)
 LowValue = Slope(1) / (Sum(0) / Count(0))
 Plot = EndPoint(1)
Else
 OpenValue = Single.NaN
 HighValue = Single.NaN
 LowValue = Single.NaN
 Plot = Single.NaN
End If