New version 18 available now


Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Stocks on the Move - Clenow Topic Rating:
Previous Topic · Next Topic Watch this topic · Print this topic ·
jeremyjmcneil
Posted : Sunday, August 16, 2015 3:07:27 PM
Registered User
Joined: 1/17/2015
Posts: 17

Just finished reading a book by Andreas Clenow (Stocks on the Move), which presents a momentum screen.  As a user of TC2000 in the past, I wanted to see if doing this type of scan is possible with TC2000. 

Here are the details...

Rank all stocks based on "volatility adjusted momentum":

  1. Calculate the annualized exponential regression slope calculated on past 90 days and then multiply it with the coefficient of determination (Rsquared) for the same period. In Excel, I was able to replicate this by doing the following:
    1. Calculate natural log on each close price for the past 90 days =Ln(close)
    2. Using results from Ln, calculate the exponential slope for thhe past 90 days =Slope(Ln,period)
    3. Annualize the exponential slope =(POWER(EXP(exponential slope),250))-1)
    4. Using the Ln results, calculate r squared for each price in the past 90 days =RSQ(Ln,period)
    5. Calculate the Adjusted Slope =(annualized Exponential Slope * Rsquared) --this is ii * iii

Basically I want to be able to calcualte this adjusted slope by getting an annualized exponential slope number for past 90 days which I would then multiply by the Rsquared for the same period.  This would then be sorted from high to low.

Is this level of statstical analysis even possible in TC2000?

Thanks in advance!

 

jeremyjmcneil
Posted : Sunday, August 16, 2015 6:01:16 PM
Registered User
Joined: 1/17/2015
Posts: 17

Bruce, I did some more research and came across this post - I am not sure if this individual was trying to to the same thing I am (building a scan in TC2000 to find momentum stocks based on Clenow's book), but I wonder if this solves it.

http://forums.worden.com/default.aspx?g=posts&t=63565

Basically I want to get to a place where I can do the following r-squared X annualized exponential slope

Using the r-squared forumla in the attached link gave me numbers that were very close to my excel spreadsheet.  However the first pcf (slope) was different. Here is the Excel sheet I am using to get to my final "Adjusted Slope" number which I want to be able to sort on in TC2000.

Thanks!

jeremyjmcneil
Posted : Monday, August 17, 2015 10:44:19 AM
Registered User
Joined: 1/17/2015
Posts: 17

Hi Bruce (super master helper!!)  Are you able to have a look at this above to see if this is possible?

Bruce_L
Posted : Monday, August 17, 2015 11:33:58 AM


Worden Trainer

Joined: 10/7/2004
Posts: 64,314

I may be misunderstanding something about your spreadsheet, but is there a reason you are applying the logarithm to both x and y instead of just to y?

Is the list of x in your example a list of dates or does it specificy sequential bar numbers of some sort?

Oddly (if the slope doesn't match and the r-squared does), the formulas in the 90 Day Annualized Exponential Linear Regression Slope and R2 do use logarithms for the slope but don't for the r-squared.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
jeremyjmcneil
Posted : Monday, August 17, 2015 11:40:01 AM
Registered User
Joined: 1/17/2015
Posts: 17

Hi Bruce - it is sequential bar numbers (1,2,3....90).  On the Ln sheet I calculate the Ln for each of the past 90 days and then on Stats, I find the exponential slope of that. To help, here is a link to the whole spreadsheet:

https://www.dropbox.com/s/glc2fuwnm0fmfpk/Momentum%20Screen%20v3%20-%20for%20bruce.xlsx?dl=0

Basically I want to get to a place where I can do (r-squared * annualized exponential slope)

jeremyjmcneil
Posted : Monday, August 17, 2015 12:47:11 PM
Registered User
Joined: 1/17/2015
Posts: 17

I amy be overthinking this - would this provide me with the adjusted slope, which is essentially:

90 Day Annualized Regression Slope * 90 Day R-squared

(100 * (EXP(253 * (44.5 * LOG(C ) + 43.5 * LOG(C1) + 42.5 * LOG(C2) + 41.5 * LOG(C3) + 40.5 * LOG(C4) + 39.5 * LOG(C5) + 38.5 * LOG(C6) + 37.5 * LOG(C7) + 36.5 * LOG(C8) + 35.5 * LOG(C9) + 34.5 * LOG(C10) + 33.5 * LOG(C11) + 32.5 * LOG(C12) + 31.5 * LOG(C13) + 30.5 * LOG(C14) + 29.5 * LOG(C15) + 28.5 * LOG(C16) + 27.5 * LOG(C17) + 26.5 * LOG(C18) + 25.5 * LOG(C19) + 24.5 * LOG(C20) + 23.5 * LOG(C21) + 22.5 * LOG(C22) + 21.5 * LOG(C23) + 20.5 * LOG(C24) + 19.5 * LOG(C25) + 18.5 * LOG(C26) + 17.5 * LOG(C27) + 16.5 * LOG(C28) + 15.5 * LOG(C29) + 14.5 * LOG(C30) + 13.5 * LOG(C31) + 12.5 * LOG(C32) + 11.5 * LOG(C33) + 10.5 * LOG(C34) + 9.5 * LOG(C35) + 8.5 * LOG(C36) + 7.5 * LOG(C37) + 6.5 * LOG(C38) + 5.5 * LOG(C39) + 4.5 * LOG(C40) + 3.5 * LOG(C41) + 2.5 * LOG(C42) + 1.5 * LOG(C43) + 0.5 * LOG(C44) - 0.5 * LOG(C45) - 1.5 * LOG(C46) - 2.5 * LOG(C47) - 3.5 * LOG(C48) - 4.5 * LOG(C49) - 5.5 * LOG(C50) - 6.5 * LOG(C51) - 7.5 * LOG(C52) - 8.5 * LOG(C53) - 9.5 * LOG(C54) - 10.5 * LOG(C55) - 11.5 * LOG(C56) - 12.5 * LOG(C57) - 13.5 * LOG(C58) - 14.5 * LOG(C59) - 15.5 * LOG(C60) - 16.5 * LOG(C61) - 17.5 * LOG(C62) - 18.5 * LOG(C63) - 19.5 * LOG(C64) - 20.5 * LOG(C65) - 21.5 * LOG(C66) - 22.5 * LOG(C67) - 23.5 * LOG(C68) - 24.5 * LOG(C69) - 25.5 * LOG(C70) - 26.5 * LOG(C71) - 27.5 * LOG(C72) - 28.5 * LOG(C73) - 29.5 * LOG(C74) - 30.5 * LOG(C75) - 31.5 * LOG(C76) - 32.5 * LOG(C77) - 33.5 * LOG(C78) - 34.5 * LOG(C79) - 35.5 * LOG(C80) - 36.5 * LOG(C81) - 37.5 * LOG(C82) - 38.5 * LOG(C83) - 39.5 * LOG(C84) - 40.5 * LOG(C85) - 41.5 * LOG(C86) - 42.5 * LOG(C87) - 43.5 * LOG(C88) - 44.5 * LOG(C89)) / 60742.5) - 1))
*
(((((90 - 1) / 2) * AVGC90 - (C1 +2*C2 +3*C3 +4*C4 +5*C5 +6*C6 +7*C7 +8*C8 +9*C9 +10*C10 +11*C11 +12*C12 +13*C13 +14*C14 +15*C15 +16*C16 +17*C17 +18*C18 +19*C19 +20*C20 +21*C21 +22*C22 +23*C23 +24*C24 +25*C25 +26*C26 +27*C27 +28*C28 +29*C29 +30*C30 +31*C31 +32*C32 +33*C33 +34*C34 +35*C35 +36*C36 +37*C37 +38*C38 +39*C39 +40*C40 +41*C41 +42*C42 +43*C43 +44*C44 +45*C45 +46*C46 +47*C47 +48*C48 +49*C49 +50*C50 +51*C51 +52*C52 +53*C53 +54*C54 +55*C55 +56*C56 +57*C57 +58*C58 +59*C59 +60*C60 +61*C61 +62*C62 +63*C63 +64*C64 +65*C65 +66*C66 +67*C67 +68*C68 +69*C69 +70*C70 +71*C71 +72*C72 +73*C73 +74*C74 +75*C75 +76*C76 +77*C77 +78*C78 +79*C79 +80*C80 +81*C81 +82*C82 +83*C83 +84*C84 +85*C85 +86*C86 +87*C87 +88*C88 +89*C89) / 90) / SQR(((90^2 - 1) / 12) * ((C^2 +C1^2 +C2^2 +C3^2 +C4^2 +C5^2 +C6^2 +C7^2 +C8^2 +C9^2 +C10^2 +C11^2 +C12^2 +C13^2 +C14^2 +C15^2 +C16^2 +C17^2 +C18^2 +C19^2 +C20^2 +C21^2 +C22^2 +C23^2 +C24^2 +C25^2 +C26^2 +C27^2 +C28^2 +C29^2 +C30^2 +C31^2 +C32^2 +C33^2 +C34^2 +C35^2 +C36^2 +C37^2 +C38^2 +C39^2 +C40^2 +C41^2 +C42^2 +C43^2 +C44^2 +C45^2 +C46^2 +C47^2 +C48^2 +C49^2 +C50^2 +C51^2 +C52^2 +C53^2 +C54^2 +C55^2 +C56^2 +C57^2 +C58^2 +C59^2 +C60^2 +C61^2 +C62^2 +C63^2 +C64^2 +C65^2 +C66^2 +C67^2 +C68^2 +C69^2 +C70^2 +C71^2 +C72^2 +C73^2 +C74^2 +C75^2 +C76^2 +C77^2 +C78^2 +C79^2 +C80^2 +C81^2 +C82^2 +C83^2 +C84^2 +C85^2 +C86^2 +C87^2 +C88^2 +C89^2) / 90 - AVGC90^2)))^2)

 

Bruce_L
Posted : Monday, August 17, 2015 12:59:26 PM


Worden Trainer

Joined: 10/7/2004
Posts: 64,314

The formula in your most recent post should be multiplying the annualized 90 day regression slope by the 90 period r-squared.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
jeremyjmcneil
Posted : Monday, August 17, 2015 1:26:35 PM
Registered User
Joined: 1/17/2015
Posts: 17

Is it not?  I thought how I had it written is did.  Is there another way I should write it?

Bruce_L
Posted : Monday, August 17, 2015 1:27:29 PM


Worden Trainer

Joined: 10/7/2004
Posts: 64,314

The formula as given should produce the desired result. There is nothing obvious to change.

My response was not meant to suggest the formula needed to be changed.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
jeremyjmcneil
Posted : Monday, August 17, 2015 1:32:08 PM
Registered User
Joined: 1/17/2015
Posts: 17

Ok - thanks Bruce for your help.  I appreciate your patience as I worked through this.  I imagine the individual in the link in my 2nd post was doing something similar to me so the work had already been done.  I just need to get my head around moving from Excel to TC2000.

aubrey.dsouza
Posted : Wednesday, March 02, 2016 9:46:16 AM
Gold Customer Gold Customer

Joined: 3/10/2013
Posts: 41

Bruce can you please provide a 250 Day annualized Regression Slope * 250 Day R- Squared

Thank You Aubrey

Bruce_L
Posted : Wednesday, March 02, 2016 10:44:29 AM


Worden Trainer

Joined: 10/7/2004
Posts: 64,314

I can give you the formula for the 250 day annualized regression slope.

(100 * (EXP(253 * (124.5 * LOG(C ) + 123.5 * LOG(C1) + 122.5 * LOG(C2) + 121.5 * LOG(C3) + 120.5 * LOG(C4) + 119.5 * LOG(C5) + 118.5 * LOG(C6) + 117.5 * LOG(C7) + 116.5 * LOG(C8) + 115.5 * LOG(C9) + 114.5 * LOG(C10) + 113.5 * LOG(C11) + 112.5 * LOG(C12) + 111.5 * LOG(C13) + 110.5 * LOG(C14) + 109.5 * LOG(C15) + 108.5 * LOG(C16) + 107.5 * LOG(C17) + 106.5 * LOG(C18) + 105.5 * LOG(C19) + 104.5 * LOG(C20) + 103.5 * LOG(C21) + 102.5 * LOG(C22) + 101.5 * LOG(C23) + 100.5 * LOG(C24) + 99.5 * LOG(C25) + 98.5 * LOG(C26) + 97.5 * LOG(C27) + 96.5 * LOG(C28) + 95.5 * LOG(C29) + 94.5 * LOG(C30) + 93.5 * LOG(C31) + 92.5 * LOG(C32) + 91.5 * LOG(C33) + 90.5 * LOG(C34) + 89.5 * LOG(C35) + 88.5 * LOG(C36) + 87.5 * LOG(C37) + 86.5 * LOG(C38) + 85.5 * LOG(C39) + 84.5 * LOG(C40) + 83.5 * LOG(C41) + 82.5 * LOG(C42) + 81.5 * LOG(C43) + 80.5 * LOG(C44) + 79.5 * LOG(C45) + 78.5 * LOG(C46) + 77.5 * LOG(C47) + 76.5 * LOG(C48) + 75.5 * LOG(C49) + 74.5 * LOG(C50) + 73.5 * LOG(C51) + 72.5 * LOG(C52) + 71.5 * LOG(C53) + 70.5 * LOG(C54) + 69.5 * LOG(C55) + 68.5 * LOG(C56) + 67.5 * LOG(C57) + 66.5 * LOG(C58) + 65.5 * LOG(C59) + 64.5 * LOG(C60) + 63.5 * LOG(C61) + 62.5 * LOG(C62) + 61.5 * LOG(C63) + 60.5 * LOG(C64) + 59.5 * LOG(C65) + 58.5 * LOG(C66) + 57.5 * LOG(C67) + 56.5 * LOG(C68) + 55.5 * LOG(C69) + 54.5 * LOG(C70) + 53.5 * LOG(C71) + 52.5 * LOG(C72) + 51.5 * LOG(C73) + 50.5 * LOG(C74) + 49.5 * LOG(C75) + 48.5 * LOG(C76) + 47.5 * LOG(C77) + 46.5 * LOG(C78) + 45.5 * LOG(C79) + 44.5 * LOG(C80) + 43.5 * LOG(C81) + 42.5 * LOG(C82) + 41.5 * LOG(C83) + 40.5 * LOG(C84) + 39.5 * LOG(C85) + 38.5 * LOG(C86) + 37.5 * LOG(C87) + 36.5 * LOG(C88) + 35.5 * LOG(C89) + 34.5 * LOG(C90) + 33.5 * LOG(C91) + 32.5 * LOG(C92) + 31.5 * LOG(C93) + 30.5 * LOG(C94) + 29.5 * LOG(C95) + 28.5 * LOG(C96) + 27.5 * LOG(C97) + 26.5 * LOG(C98) + 25.5 * LOG(C99) + 24.5 * LOG(C100) + 23.5 * LOG(C101) + 22.5 * LOG(C102) + 21.5 * LOG(C103) + 20.5 * LOG(C104) + 19.5 * LOG(C105) + 18.5 * LOG(C106) + 17.5 * LOG(C107) + 16.5 * LOG(C108) + 15.5 * LOG(C109) + 14.5 * LOG(C110) + 13.5 * LOG(C111) + 12.5 * LOG(C112) + 11.5 * LOG(C113) + 10.5 * LOG(C114) + 9.5 * LOG(C115) + 8.5 * LOG(C116) + 7.5 * LOG(C117) + 6.5 * LOG(C118) + 5.5 * LOG(C119) + 4.5 * LOG(C120) + 3.5 * LOG(C121) + 2.5 * LOG(C122) + 1.5 * LOG(C123) + 0.5 * LOG(C124) - 0.5 * LOG(C125) - 1.5 * LOG(C126) - 2.5 * LOG(C127) - 3.5 * LOG(C128) - 4.5 * LOG(C129) - 5.5 * LOG(C130) - 6.5 * LOG(C131) - 7.5 * LOG(C132) - 8.5 * LOG(C133) - 9.5 * LOG(C134) - 10.5 * LOG(C135) - 11.5 * LOG(C136) - 12.5 * LOG(C137) - 13.5 * LOG(C138) - 14.5 * LOG(C139) - 15.5 * LOG(C140) - 16.5 * LOG(C141) - 17.5 * LOG(C142) - 18.5 * LOG(C143) - 19.5 * LOG(C144) - 20.5 * LOG(C145) - 21.5 * LOG(C146) - 22.5 * LOG(C147) - 23.5 * LOG(C148) - 24.5 * LOG(C149) - 25.5 * LOG(C150) - 26.5 * LOG(C151) - 27.5 * LOG(C152) - 28.5 * LOG(C153) - 29.5 * LOG(C154) - 30.5 * LOG(C155) - 31.5 * LOG(C156) - 32.5 * LOG(C157) - 33.5 * LOG(C158) - 34.5 * LOG(C159) - 35.5 * LOG(C160) - 36.5 * LOG(C161) - 37.5 * LOG(C162) - 38.5 * LOG(C163) - 39.5 * LOG(C164) - 40.5 * LOG(C165) - 41.5 * LOG(C166) - 42.5 * LOG(C167) - 43.5 * LOG(C168) - 44.5 * LOG(C169) - 45.5 * LOG(C170) - 46.5 * LOG(C171) - 47.5 * LOG(C172) - 48.5 * LOG(C173) - 49.5 * LOG(C174) - 50.5 * LOG(C175) - 51.5 * LOG(C176) - 52.5 * LOG(C177) - 53.5 * LOG(C178) - 54.5 * LOG(C179) - 55.5 * LOG(C180) - 56.5 * LOG(C181) - 57.5 * LOG(C182) - 58.5 * LOG(C183) - 59.5 * LOG(C184) - 60.5 * LOG(C185) - 61.5 * LOG(C186) - 62.5 * LOG(C187) - 63.5 * LOG(C188) - 64.5 * LOG(C189) - 65.5 * LOG(C190) - 66.5 * LOG(C191) - 67.5 * LOG(C192) - 68.5 * LOG(C193) - 69.5 * LOG(C194) - 70.5 * LOG(C195) - 71.5 * LOG(C196) - 72.5 * LOG(C197) - 73.5 * LOG(C198) - 74.5 * LOG(C199) - 75.5 * LOG(C200) - 76.5 * LOG(C201) - 77.5 * LOG(C202) - 78.5 * LOG(C203) - 79.5 * LOG(C204) - 80.5 * LOG(C205) - 81.5 * LOG(C206) - 82.5 * LOG(C207) - 83.5 * LOG(C208) - 84.5 * LOG(C209) - 85.5 * LOG(C210) - 86.5 * LOG(C211) - 87.5 * LOG(C212) - 88.5 * LOG(C213) - 89.5 * LOG(C214) - 90.5 * LOG(C215) - 91.5 * LOG(C216) - 92.5 * LOG(C217) - 93.5 * LOG(C218) - 94.5 * LOG(C219) - 95.5 * LOG(C220) - 96.5 * LOG(C221) - 97.5 * LOG(C222) - 98.5 * LOG(C223) - 99.5 * LOG(C224) - 100.5 * LOG(C225) - 101.5 * LOG(C226) - 102.5 * LOG(C227) - 103.5 * LOG(C228) - 104.5 * LOG(C229) - 105.5 * LOG(C230) - 106.5 * LOG(C231) - 107.5 * LOG(C232) - 108.5 * LOG(C233) - 109.5 * LOG(C234) - 110.5 * LOG(C235) - 111.5 * LOG(C236) - 112.5 * LOG(C237) - 113.5 * LOG(C238) - 114.5 * LOG(C239) - 115.5 * LOG(C240) - 116.5 * LOG(C241) - 117.5 * LOG(C242) - 118.5 * LOG(C243) - 119.5 * LOG(C244) - 120.5 * LOG(C245) - 121.5 * LOG(C246) - 122.5 * LOG(C247) - 123.5 * LOG(C248) - 124.5 * LOG(C249)) / 1302062.5) - 1))

And I can give you the formula for the 250 day R-Squared.

(((((250 - 1) / 2) * AVGC250 - (C1 + 2 * C2 + 3 * C3 + 4 * C4 + 5 * C5 + 6 * C6 + 7 * C7 + 8 * C8 + 9 * C9 + 10 * C10 + 11 * C11 + 12 * C12 + 13 * C13 + 14 * C14 + 15 * C15 + 16 * C16 + 17 * C17 + 18 * C18 + 19 * C19 + 20 * C20 + 21 * C21 + 22 * C22 + 23 * C23 + 24 * C24 + 25 * C25 + 26 * C26 + 27 * C27 + 28 * C28 + 29 * C29 + 30 * C30 + 31 * C31 + 32 * C32 + 33 * C33 + 34 * C34 + 35 * C35 + 36 * C36 + 37 * C37 + 38 * C38 + 39 * C39 + 40 * C40 + 41 * C41 + 42 * C42 + 43 * C43 + 44 * C44 + 45 * C45 + 46 * C46 + 47 * C47 + 48 * C48 + 49 * C49 + 50 * C50 + 51 * C51 + 52 * C52 + 53 * C53 + 54 * C54 + 55 * C55 + 56 * C56 + 57 * C57 + 58 * C58 + 59 * C59 + 60 * C60 + 61 * C61 + 62 * C62 + 63 * C63 + 64 * C64 + 65 * C65 + 66 * C66 + 67 * C67 + 68 * C68 + 69 * C69 + 70 * C70 + 71 * C71 + 72 * C72 + 73 * C73 + 74 * C74 + 75 * C75 + 76 * C76 + 77 * C77 + 78 * C78 + 79 * C79 + 80 * C80 + 81 * C81 + 82 * C82 + 83 * C83 + 84 * C84 + 85 * C85 + 86 * C86 + 87 * C87 + 88 * C88 + 89 * C89 + 90 * C90 + 91 * C91 + 92 * C92 + 93 * C93 + 94 * C94 + 95 * C95 + 96 * C96 + 97 * C97 + 98 * C98 + 99 * C99 + 100 * C100 + 101 * C101 + 102 * C102 + 103 * C103 + 104 * C104 + 105 * C105 + 106 * C106 + 107 * C107 + 108 * C108 + 109 * C109 + 110 * C110 + 111 * C111 + 112 * C112 + 113 * C113 + 114 * C114 + 115 * C115 + 116 * C116 + 117 * C117 + 118 * C118 + 119 * C119 + 120 * C120 + 121 * C121 + 122 * C122 + 123 * C123 + 124 * C124 + 125 * C125 + 126 * C126 + 127 * C127 + 128 * C128 + 129 * C129 + 130 * C130 + 131 * C131 + 132 * C132 + 133 * C133 + 134 * C134 + 135 * C135 + 136 * C136 + 137 * C137 + 138 * C138 + 139 * C139 + 140 * C140 + 141 * C141 + 142 * C142 + 143 * C143 + 144 * C144 + 145 * C145 + 146 * C146 + 147 * C147 + 148 * C148 + 149 * C149 + 150 * C150 + 151 * C151 + 152 * C152 + 153 * C153 + 154 * C154 + 155 * C155 + 156 * C156 + 157 * C157 + 158 * C158 + 159 * C159 + 160 * C160 + 161 * C161 + 162 * C162 + 163 * C163 + 164 * C164 + 165 * C165 + 166 * C166 + 167 * C167 + 168 * C168 + 169 * C169 + 170 * C170 + 171 * C171 + 172 * C172 + 173 * C173 + 174 * C174 + 175 * C175 + 176 * C176 + 177 * C177 + 178 * C178 + 179 * C179 + 180 * C180 + 181 * C181 + 182 * C182 + 183 * C183 + 184 * C184 + 185 * C185 + 186 * C186 + 187 * C187 + 188 * C188 + 189 * C189 + 190 * C190 + 191 * C191 + 192 * C192 + 193 * C193 + 194 * C194 + 195 * C195 + 196 * C196 + 197 * C197 + 198 * C198 + 199 * C199 + 200 * C200 + 201 * C201 + 202 * C202 + 203 * C203 + 204 * C204 + 205 * C205 + 206 * C206 + 207 * C207 + 208 * C208 + 209 * C209 + 210 * C210 + 211 * C211 + 212 * C212 + 213 * C213 + 214 * C214 + 215 * C215 + 216 * C216 + 217 * C217 + 218 * C218 + 219 * C219 + 220 * C220 + 221 * C221 + 222 * C222 + 223 * C223 + 224 * C224 + 225 * C225 + 226 * C226 + 227 * C227 + 228 * C228 + 229 * C229 + 230 * C230 + 231 * C231 + 232 * C232 + 233 * C233 + 234 * C234 + 235 * C235 + 236 * C236 + 237 * C237 + 238 * C238 + 239 * C239 + 240 * C240 + 241 * C241 + 242 * C242 + 243 * C243 + 244 * C244 + 245 * C245 + 246 * C246 + 247 * C247 + 248 * C248 + 249 * C249) / 250) / SQR(((250 ^ 2 - 1) / 12) * ((C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 + C20 ^ 2 + C21 ^ 2 + C22 ^ 2 + C23 ^ 2 + C24 ^ 2 + C25 ^ 2 + C26 ^ 2 + C27 ^ 2 + C28 ^ 2 + C29 ^ 2 + C30 ^ 2 + C31 ^ 2 + C32 ^ 2 + C33 ^ 2 + C34 ^ 2 + C35 ^ 2 + C36 ^ 2 + C37 ^ 2 + C38 ^ 2 + C39 ^ 2 + C40 ^ 2 + C41 ^ 2 + C42 ^ 2 + C43 ^ 2 + C44 ^ 2 + C45 ^ 2 + C46 ^ 2 + C47 ^ 2 + C48 ^ 2 + C49 ^ 2 + C50 ^ 2 + C51 ^ 2 + C52 ^ 2 + C53 ^ 2 + C54 ^ 2 + C55 ^ 2 + C56 ^ 2 + C57 ^ 2 + C58 ^ 2 + C59 ^ 2 + C60 ^ 2 + C61 ^ 2 + C62 ^ 2 + C63 ^ 2 + C64 ^ 2 + C65 ^ 2 + C66 ^ 2 + C67 ^ 2 + C68 ^ 2 + C69 ^ 2 + C70 ^ 2 + C71 ^ 2 + C72 ^ 2 + C73 ^ 2 + C74 ^ 2 + C75 ^ 2 + C76 ^ 2 + C77 ^ 2 + C78 ^ 2 + C79 ^ 2 + C80 ^ 2 + C81 ^ 2 + C82 ^ 2 + C83 ^ 2 + C84 ^ 2 + C85 ^ 2 + C86 ^ 2 + C87 ^ 2 + C88 ^ 2 + C89 ^ 2 + C90 ^ 2 + C91 ^ 2 + C92 ^ 2 + C93 ^ 2 + C94 ^ 2 + C95 ^ 2 + C96 ^ 2 + C97 ^ 2 + C98 ^ 2 + C99 ^ 2 + C100 ^ 2 + C101 ^ 2 + C102 ^ 2 + C103 ^ 2 + C104 ^ 2 + C105 ^ 2 + C106 ^ 2 + C107 ^ 2 + C108 ^ 2 + C109 ^ 2 + C110 ^ 2 + C111 ^ 2 + C112 ^ 2 + C113 ^ 2 + C114 ^ 2 + C115 ^ 2 + C116 ^ 2 + C117 ^ 2 + C118 ^ 2 + C119 ^ 2 + C120 ^ 2 + C121 ^ 2 + C122 ^ 2 + C123 ^ 2 + C124 ^ 2 + C125 ^ 2 + C126 ^ 2 + C127 ^ 2 + C128 ^ 2 + C129 ^ 2 + C130 ^ 2 + C131 ^ 2 + C132 ^ 2 + C133 ^ 2 + C134 ^ 2 + C135 ^ 2 + C136 ^ 2 + C137 ^ 2 + C138 ^ 2 + C139 ^ 2 + C140 ^ 2 + C141 ^ 2 + C142 ^ 2 + C143 ^ 2 + C144 ^ 2 + C145 ^ 2 + C146 ^ 2 + C147 ^ 2 + C148 ^ 2 + C149 ^ 2 + C150 ^ 2 + C151 ^ 2 + C152 ^ 2 + C153 ^ 2 + C154 ^ 2 + C155 ^ 2 + C156 ^ 2 + C157 ^ 2 + C158 ^ 2 + C159 ^ 2 + C160 ^ 2 + C161 ^ 2 + C162 ^ 2 + C163 ^ 2 + C164 ^ 2 + C165 ^ 2 + C166 ^ 2 + C167 ^ 2 + C168 ^ 2 + C169 ^ 2 + C170 ^ 2 + C171 ^ 2 + C172 ^ 2 + C173 ^ 2 + C174 ^ 2 + C175 ^ 2 + C176 ^ 2 + C177 ^ 2 + C178 ^ 2 + C179 ^ 2 + C180 ^ 2 + C181 ^ 2 + C182 ^ 2 + C183 ^ 2 + C184 ^ 2 + C185 ^ 2 + C186 ^ 2 + C187 ^ 2 + C188 ^ 2 + C189 ^ 2 + C190 ^ 2 + C191 ^ 2 + C192 ^ 2 + C193 ^ 2 + C194 ^ 2 + C195 ^ 2 + C196 ^ 2 + C197 ^ 2 + C198 ^ 2 + C199 ^ 2 + C200 ^ 2 + C201 ^ 2 + C202 ^ 2 + C203 ^ 2 + C204 ^ 2 + C205 ^ 2 + C206 ^ 2 + C207 ^ 2 + C208 ^ 2 + C209 ^ 2 + C210 ^ 2 + C211 ^ 2 + C212 ^ 2 + C213 ^ 2 + C214 ^ 2 + C215 ^ 2 + C216 ^ 2 + C217 ^ 2 + C218 ^ 2 + C219 ^ 2 + C220 ^ 2 + C221 ^ 2 + C222 ^ 2 + C223 ^ 2 + C224 ^ 2 + C225 ^ 2 + C226 ^ 2 + C227 ^ 2 + C228 ^ 2 + C229 ^ 2 + C230 ^ 2 + C231 ^ 2 + C232 ^ 2 + C233 ^ 2 + C234 ^ 2 + C235 ^ 2 + C236 ^ 2 + C237 ^ 2 + C238 ^ 2 + C239 ^ 2 + C240 ^ 2 + C241 ^ 2 + C242 ^ 2 + C243 ^ 2 + C244 ^ 2 + C245 ^ 2 + C246 ^ 2 + C247 ^ 2 + C248 ^ 2 + C249 ^ 2) / 250 - AVGC250 ^ 2))) ^ 2)

If nothing else, both formulas are available elsewhere in the forums. But I cannot put the * between them to create a single formula for you because the resulting formula would be too long and slow to post in the forums.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
aubrey.dsouza
Posted : Wednesday, March 02, 2016 10:46:03 AM
Gold Customer Gold Customer

Joined: 3/10/2013
Posts: 41

Thank you.

aubrey.dsouza
Posted : Wednesday, January 18, 2017 6:24:11 AM
Gold Customer Gold Customer

Joined: 3/10/2013
Posts: 41

Hi Bruce please proivde the 45 day regression slope and R squared similar to the 90 day as per below - Greatly appreciated Thank you.

(100 * (EXP(253 * (44.5 * LOG(C ) + 43.5 * LOG(C1) + 42.5 * LOG(C2) + 41.5 * LOG(C3) + 40.5 * LOG(C4) + 39.5 * LOG(C5) + 38.5 * LOG(C6) + 37.5 * LOG(C7) + 36.5 * LOG(C8) + 35.5 * LOG(C9) + 34.5 * LOG(C10) + 33.5 * LOG(C11) + 32.5 * LOG(C12) + 31.5 * LOG(C13) + 30.5 * LOG(C14) + 29.5 * LOG(C15) + 28.5 * LOG(C16) + 27.5 * LOG(C17) + 26.5 * LOG(C18) + 25.5 * LOG(C19) + 24.5 * LOG(C20) + 23.5 * LOG(C21) + 22.5 * LOG(C22) + 21.5 * LOG(C23) + 20.5 * LOG(C24) + 19.5 * LOG(C25) + 18.5 * LOG(C26) + 17.5 * LOG(C27) + 16.5 * LOG(C28) + 15.5 * LOG(C29) + 14.5 * LOG(C30) + 13.5 * LOG(C31) + 12.5 * LOG(C32) + 11.5 * LOG(C33) + 10.5 * LOG(C34) + 9.5 * LOG(C35) + 8.5 * LOG(C36) + 7.5 * LOG(C37) + 6.5 * LOG(C38) + 5.5 * LOG(C39) + 4.5 * LOG(C40) + 3.5 * LOG(C41) + 2.5 * LOG(C42) + 1.5 * LOG(C43) + 0.5 * LOG(C44) - 0.5 * LOG(C45) - 1.5 * LOG(C46) - 2.5 * LOG(C47) - 3.5 * LOG(C48) - 4.5 * LOG(C49) - 5.5 * LOG(C50) - 6.5 * LOG(C51) - 7.5 * LOG(C52) - 8.5 * LOG(C53) - 9.5 * LOG(C54) - 10.5 * LOG(C55) - 11.5 * LOG(C56) - 12.5 * LOG(C57) - 13.5 * LOG(C58) - 14.5 * LOG(C59) - 15.5 * LOG(C60) - 16.5 * LOG(C61) - 17.5 * LOG(C62) - 18.5 * LOG(C63) - 19.5 * LOG(C64) - 20.5 * LOG(C65) - 21.5 * LOG(C66) - 22.5 * LOG(C67) - 23.5 * LOG(C68) - 24.5 * LOG(C69) - 25.5 * LOG(C70) - 26.5 * LOG(C71) - 27.5 * LOG(C72) - 28.5 * LOG(C73) - 29.5 * LOG(C74) - 30.5 * LOG(C75) - 31.5 * LOG(C76) - 32.5 * LOG(C77) - 33.5 * LOG(C78) - 34.5 * LOG(C79) - 35.5 * LOG(C80) - 36.5 * LOG(C81) - 37.5 * LOG(C82) - 38.5 * LOG(C83) - 39.5 * LOG(C84) - 40.5 * LOG(C85) - 41.5 * LOG(C86) - 42.5 * LOG(C87) - 43.5 * LOG(C88) - 44.5 * LOG(C89)) / 60742.5) - 1))

*
(((((90 - 1) / 2) * AVGC90 - (C1 +2*C2 +3*C3 +4*C4 +5*C5 +6*C6 +7*C7 +8*C8 +9*C9 +10*C10 +11*C11 +12*C12 +13*C13 +14*C14 +15*C15 +16*C16 +17*C17 +18*C18 +19*C19 +20*C20 +21*C21 +22*C22 +23*C23 +24*C24 +25*C25 +26*C26 +27*C27 +28*C28 +29*C29 +30*C30 +31*C31 +32*C32 +33*C33 +34*C34 +35*C35 +36*C36 +37*C37 +38*C38 +39*C39 +40*C40 +41*C41 +42*C42 +43*C43 +44*C44 +45*C45 +46*C46 +47*C47 +48*C48 +49*C49 +50*C50 +51*C51 +52*C52 +53*C53 +54*C54 +55*C55 +56*C56 +57*C57 +58*C58 +59*C59 +60*C60 +61*C61 +62*C62 +63*C63 +64*C64 +65*C65 +66*C66 +67*C67 +68*C68 +69*C69 +70*C70 +71*C71 +72*C72 +73*C73 +74*C74 +75*C75 +76*C76 +77*C77 +78*C78 +79*C79 +80*C80 +81*C81 +82*C82 +83*C83 +84*C84 +85*C85 +86*C86 +87*C87 +88*C88 +89*C89) / 90) / SQR(((90^2 - 1) / 12) * ((C^2 +C1^2 +C2^2 +C3^2 +C4^2 +C5^2 +C6^2 +C7^2 +C8^2 +C9^2 +C10^2 +C11^2 +C12^2 +C13^2 +C14^2 +C15^2 +C16^2 +C17^2 +C18^2 +C19^2 +C20^2 +C21^2 +C22^2 +C23^2 +C24^2 +C25^2 +C26^2 +C27^2 +C28^2 +C29^2 +C30^2 +C31^2 +C32^2 +C33^2 +C34^2 +C35^2 +C36^2 +C37^2 +C38^2 +C39^2 +C40^2 +C41^2 +C42^2 +C43^2 +C44^2 +C45^2 +C46^2 +C47^2 +C48^2 +C49^2 +C50^2 +C51^2 +C52^2 +C53^2 +C54^2 +C55^2 +C56^2 +C57^2 +C58^2 +C59^2 +C60^2 +C61^2 +C62^2 +C63^2 +C64^2 +C65^2 +C66^2 +C67^2 +C68^2 +C69^2 +C70^2 +C71^2 +C72^2 +C73^2 +C74^2 +C75^2 +C76^2 +C77^2 +C78^2 +C79^2 +C80^2 +C81^2 +C82^2 +C83^2 +C84^2 +C85^2 +C86^2 +C87^2 +C88^2 +C89^2) / 90 - AVGC90^2)))^2)

 
Bruce_L
Posted : Wednesday, January 18, 2017 8:43:42 AM


Worden Trainer

Joined: 10/7/2004
Posts: 64,314

(100 * (EXP(253 * (22 * LOG(C ) + 21 * LOG(C1) + 20 * LOG(C2) + 19 * LOG(C3) + 18 * LOG(C4) + 17 * LOG(C5) + 16 * LOG(C6) + 15 * LOG(C7) + 14 * LOG(C8) + 13 * LOG(C9) + 12 * LOG(C10) + 11 * LOG(C11) + 10 * LOG(C12) + 9 * LOG(C13) + 8 * LOG(C14) + 7 * LOG(C15) + 6 * LOG(C16) + 5 * LOG(C17) + 4 * LOG(C18) + 3 * LOG(C19) + 2 * LOG(C20) + LOG(C21) - LOG(C23) - 2 * LOG(C24) - 3 * LOG(C25) - 4 * LOG(C26) - 5 * LOG(C27) - 6 * LOG(C28) - 7 * LOG(C29) - 8 * LOG(C30) - 9 * LOG(C31) - 10 * LOG(C32) - 11 * LOG(C33) - 12 * LOG(C34) - 13 * LOG(C35) - 14 * LOG(C36) - 15 * LOG(C37) - 16 * LOG(C38) - 17 * LOG(C39) - 18 * LOG(C40) - 19 * LOG(C41) - 20 * LOG(C42) - 21 * LOG(C43) - 22 * LOG(C44)) / 7590) - 1))

*

(((((45 - 1) / 2) * AVGC45 - (C1 + 2 * C2 + 3 * C3 + 4 * C4 + 5 * C5 + 6 * C6 + 7 * C7 + 8 * C8 + 9 * C9 + 10 * C10 + 11 * C11 + 12 * C12 + 13 * C13 + 14 * C14 + 15 * C15 + 16 * C16 + 17 * C17 + 18 * C18 + 19 * C19 + 20 * C20 + 21 * C21 + 22 * C22 + 23 * C23 + 24 * C24 + 25 * C25 + 26 * C26 + 27 * C27 + 28 * C28 + 29 * C29 + 30 * C30 + 31 * C31 + 32 * C32 + 33 * C33 + 34 * C34 + 35 * C35 + 36 * C36 + 37 * C37 + 38 * C38 + 39 * C39 + 40 * C40 + 41 * C41 + 42 * C42 + 43 * C43 + 44 * C44) / 45) / SQR(((45 ^ 2 - 1) / 12) * ((C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 + C20 ^ 2 + C21 ^ 2 + C22 ^ 2 + C23 ^ 2 + C24 ^ 2 + C25 ^ 2 + C26 ^ 2 + C27 ^ 2 + C28 ^ 2 + C29 ^ 2 + C30 ^ 2 + C31 ^ 2 + C32 ^ 2 + C33 ^ 2 + C34 ^ 2 + C35 ^ 2 + C36 ^ 2 + C37 ^ 2 + C38 ^ 2 + C39 ^ 2 + C40 ^ 2 + C41 ^ 2 + C42 ^ 2 + C43 ^ 2 + C44 ^ 2) / 45 - AVGC45 ^ 2))) ^ 2)



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
aubrey.dsouza
Posted : Wednesday, January 18, 2017 1:20:52 PM
Gold Customer Gold Customer

Joined: 3/10/2013
Posts: 41

Thank you.

Bruce_L
Posted : Wednesday, January 18, 2017 1:28:22 PM


Worden Trainer

Joined: 10/7/2004
Posts: 64,314

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.