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Slope of a moving average... Rate this Topic:
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jadeluca
Posted : Monday, January 4, 2016 12:23:18 PM
Registered User
Joined: 5/9/2011
Posts: 80

Hi Bruce, 

Can you help me with calculating the slope of a moving average using Linear Regression?

For instance, can we determine the slope of a 200 SMA for a 30 period and 180 periods and the same thing for 20 SMA 15 and 30 periods?

 

If the 180 periods is too long for the 200 SMA to calculate that slope, then we can convert that calculation using weeks...

 

Thanks, Jim

Bruce_L
Posted : Monday, January 4, 2016 1:13:23 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

30 period linear regression slope of 200 period simple moving average:

(14.5 * AVGC200 + 13.5 * AVGC200.1 + 12.5 * AVGC200.2 + 11.5 * AVGC200.3 + 10.5 * AVGC200.4 + 9.5 * AVGC200.5 + 8.5 * AVGC200.6 + 7.5 * AVGC200.7 + 6.5 * AVGC200.8 + 5.5 * AVGC200.9 + 4.5 * AVGC200.10 + 3.5 * AVGC200.11 + 2.5 * AVGC200.12 + 1.5 * AVGC200.13 + 0.5 * AVGC200.14 - 0.5 * AVGC200.15 - 1.5 * AVGC200.16 - 2.5 * AVGC200.17 - 3.5 * AVGC200.18 - 4.5 * AVGC200.19 - 5.5 * AVGC200.20 - 6.5 * AVGC200.21 - 7.5 * AVGC200.22 - 8.5 * AVGC200.23 - 9.5 * AVGC200.24 - 10.5 * AVGC200.25 - 11.5 * AVGC200.26 - 12.5 * AVGC200.27 - 13.5 * AVGC200.28 - 14.5 * AVGC200.29) / 2247.5

180 period linear regression slope of 200 period simple moving average:

(89.5 * AVGC200 + 88.5 * AVGC200.1 + 87.5 * AVGC200.2 + 86.5 * AVGC200.3 + 85.5 * AVGC200.4 + 84.5 * AVGC200.5 + 83.5 * AVGC200.6 + 82.5 * AVGC200.7 + 81.5 * AVGC200.8 + 80.5 * AVGC200.9 + 79.5 * AVGC200.10 + 78.5 * AVGC200.11 + 77.5 * AVGC200.12 + 76.5 * AVGC200.13 + 75.5 * AVGC200.14 + 74.5 * AVGC200.15 + 73.5 * AVGC200.16 + 72.5 * AVGC200.17 + 71.5 * AVGC200.18 + 70.5 * AVGC200.19 + 69.5 * AVGC200.20 + 68.5 * AVGC200.21 + 67.5 * AVGC200.22 + 66.5 * AVGC200.23 + 65.5 * AVGC200.24 + 64.5 * AVGC200.25 + 63.5 * AVGC200.26 + 62.5 * AVGC200.27 + 61.5 * AVGC200.28 + 60.5 * AVGC200.29 + 59.5 * AVGC200.30 + 58.5 * AVGC200.31 + 57.5 * AVGC200.32 + 56.5 * AVGC200.33 + 55.5 * AVGC200.34 + 54.5 * AVGC200.35 + 53.5 * AVGC200.36 + 52.5 * AVGC200.37 + 51.5 * AVGC200.38 + 50.5 * AVGC200.39 + 49.5 * AVGC200.40 + 48.5 * AVGC200.41 + 47.5 * AVGC200.42 + 46.5 * AVGC200.43 + 45.5 * AVGC200.44 + 44.5 * AVGC200.45 + 43.5 * AVGC200.46 + 42.5 * AVGC200.47 + 41.5 * AVGC200.48 + 40.5 * AVGC200.49 + 39.5 * AVGC200.50 + 38.5 * AVGC200.51 + 37.5 * AVGC200.52 + 36.5 * AVGC200.53 + 35.5 * AVGC200.54 + 34.5 * AVGC200.55 + 33.5 * AVGC200.56 + 32.5 * AVGC200.57 + 31.5 * AVGC200.58 + 30.5 * AVGC200.59 + 29.5 * AVGC200.60 + 28.5 * AVGC200.61 + 27.5 * AVGC200.62 + 26.5 * AVGC200.63 + 25.5 * AVGC200.64 + 24.5 * AVGC200.65 + 23.5 * AVGC200.66 + 22.5 * AVGC200.67 + 21.5 * AVGC200.68 + 20.5 * AVGC200.69 + 19.5 * AVGC200.70 + 18.5 * AVGC200.71 + 17.5 * AVGC200.72 + 16.5 * AVGC200.73 + 15.5 * AVGC200.74 + 14.5 * AVGC200.75 + 13.5 * AVGC200.76 + 12.5 * AVGC200.77 + 11.5 * AVGC200.78 + 10.5 * AVGC200.79 + 9.5 * AVGC200.80 + 8.5 * AVGC200.81 + 7.5 * AVGC200.82 + 6.5 * AVGC200.83 + 5.5 * AVGC200.84 + 4.5 * AVGC200.85 + 3.5 * AVGC200.86 + 2.5 * AVGC200.87 + 1.5 * AVGC200.88 + 0.5 * AVGC200.89 - 0.5 * AVGC200.90 - 1.5 * AVGC200.91 - 2.5 * AVGC200.92 - 3.5 * AVGC200.93 - 4.5 * AVGC200.94 - 5.5 * AVGC200.95 - 6.5 * AVGC200.96 - 7.5 * AVGC200.97 - 8.5 * AVGC200.98 - 9.5 * AVGC200.99 - 10.5 * AVGC200.100 - 11.5 * AVGC200.101 - 12.5 * AVGC200.102 - 13.5 * AVGC200.103 - 14.5 * AVGC200.104 - 15.5 * AVGC200.105 - 16.5 * AVGC200.106 - 17.5 * AVGC200.107 - 18.5 * AVGC200.108 - 19.5 * AVGC200.109 - 20.5 * AVGC200.110 - 21.5 * AVGC200.111 - 22.5 * AVGC200.112 - 23.5 * AVGC200.113 - 24.5 * AVGC200.114 - 25.5 * AVGC200.115 - 26.5 * AVGC200.116 - 27.5 * AVGC200.117 - 28.5 * AVGC200.118 - 29.5 * AVGC200.119 - 30.5 * AVGC200.120 - 31.5 * AVGC200.121 - 32.5 * AVGC200.122 - 33.5 * AVGC200.123 - 34.5 * AVGC200.124 - 35.5 * AVGC200.125 - 36.5 * AVGC200.126 - 37.5 * AVGC200.127 - 38.5 * AVGC200.128 - 39.5 * AVGC200.129 - 40.5 * AVGC200.130 - 41.5 * AVGC200.131 - 42.5 * AVGC200.132 - 43.5 * AVGC200.133 - 44.5 * AVGC200.134 - 45.5 * AVGC200.135 - 46.5 * AVGC200.136 - 47.5 * AVGC200.137 - 48.5 * AVGC200.138 - 49.5 * AVGC200.139 - 50.5 * AVGC200.140 - 51.5 * AVGC200.141 - 52.5 * AVGC200.142 - 53.5 * AVGC200.143 - 54.5 * AVGC200.144 - 55.5 * AVGC200.145 - 56.5 * AVGC200.146 - 57.5 * AVGC200.147 - 58.5 * AVGC200.148 - 59.5 * AVGC200.149 - 60.5 * AVGC200.150 - 61.5 * AVGC200.151 - 62.5 * AVGC200.152 - 63.5 * AVGC200.153 - 64.5 * AVGC200.154 - 65.5 * AVGC200.155 - 66.5 * AVGC200.156 - 67.5 * AVGC200.157 - 68.5 * AVGC200.158 - 69.5 * AVGC200.159 - 70.5 * AVGC200.160 - 71.5 * AVGC200.161 - 72.5 * AVGC200.162 - 73.5 * AVGC200.163 - 74.5 * AVGC200.164 - 75.5 * AVGC200.165 - 76.5 * AVGC200.166 - 77.5 * AVGC200.167 - 78.5 * AVGC200.168 - 79.5 * AVGC200.169 - 80.5 * AVGC200.170 - 81.5 * AVGC200.171 - 82.5 * AVGC200.172 - 83.5 * AVGC200.173 - 84.5 * AVGC200.174 - 85.5 * AVGC200.175 - 86.5 * AVGC200.176 - 87.5 * AVGC200.177 - 88.5 * AVGC200.178 - 89.5 * AVGC200.179) / 485985

15 period linear regression slope of 20 period simple moving average:

(7 * AVGC20 + 6 * AVGC20.1 + 5 * AVGC20.2 + 4 * AVGC20.3 + 3 * AVGC20.4 + 2 * AVGC20.5 + AVGC20.6 - AVGC20.8 - 2 * AVGC20.9 - 3 * AVGC20.10 - 4 * AVGC20.11 - 5 * AVGC20.12 - 6 * AVGC20.13 - 7 * AVGC20.14) / 280

30 period linear regression slope of 20 period simple moving average:

(14.5 * AVGC20 + 13.5 * AVGC20.1 + 12.5 * AVGC20.2 + 11.5 * AVGC20.3 + 10.5 * AVGC20.4 + 9.5 * AVGC20.5 + 8.5 * AVGC20.6 + 7.5 * AVGC20.7 + 6.5 * AVGC20.8 + 5.5 * AVGC20.9 + 4.5 * AVGC20.10 + 3.5 * AVGC20.11 + 2.5 * AVGC20.12 + 1.5 * AVGC20.13 + 0.5 * AVGC20.14 - 0.5 * AVGC20.15 - 1.5 * AVGC20.16 - 2.5 * AVGC20.17 - 3.5 * AVGC20.18 - 4.5 * AVGC20.19 - 5.5 * AVGC20.20 - 6.5 * AVGC20.21 - 7.5 * AVGC20.22 - 8.5 * AVGC20.23 - 9.5 * AVGC20.24 - 10.5 * AVGC20.25 - 11.5 * AVGC20.26 - 12.5 * AVGC20.27 - 13.5 * AVGC20.28 - 14.5 * AVGC20.29) / 2247.5

Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
jadeluca
Posted : Monday, January 4, 2016 1:46:46 PM
Registered User
Joined: 5/9/2011
Posts: 80

Thank you... 

 

Bruce_L
Posted : Monday, January 4, 2016 1:47:32 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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