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Onecap
Posted : Thursday, October 11, 2012 11:14:19 AM
Registered User
Joined: 7/14/2007
Posts: 9

re:  TC2000 version 7 software

Moving Linear Regression ("MLR") curves in a Personal Criteria Formula (PCF)

#1)  Is there a built-in FUNCTION to calculate Moving Linear Regression curve values in a PCF?

#2)  If not, could you tell me the FORMULA, using TC2000 built-in functions, to calculate Moving Linear Regression curve values in a PCF?

#3)  GOAL A (example):  develop a PCF to test whether a 10 day MLR is > a 30 day MLR

#4)  GOAL B (example):  develop a PCF for the VALUE of a 30 day MLR, for use as a STOP

Thanks in advance for any help!

 

Bruce_L
Posted : Thursday, October 11, 2012 11:22:07 AM


Worden Trainer

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

Nothing is built into the Personal Criteria Formula Language for Moving Linear Regressions, but it is possible to create PCFs based on Moving Linear Regressions using the techniques described in the Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis topic.

AVGC10 + 4.5 * (4.5 * C + 3.5 * C1 + 2.5 * C2 + 1.5 * C3 + .5 * C4 - .5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8 - 4.5 * C9) / 82.5 > AVGC30 + 14.5 * (14.5 * C + 13.5 * C1 + 12.5 * C2 + 11.5 * C3 + 10.5 * C4 + 9.5 * C5 + 8.5 * C6 + 7.5 * C7 + 6.5 * C8 + 5.5 * C9 + 4.5 * C10 + 3.5 * C11 + 2.5 * C12 + 1.5 * C13 + .5 * C14 - .5 * C15 - 1.5 * C16 - 2.5 * C17 - 3.5 * C18 - 4.5 * C19 - 5.5 * C20 - 6.5 * C21 - 7.5 * C22 - 8.5 * C23 - 9.5 * C24 - 10.5 * C25 - 11.5 * C26 - 12.5 * C27 - 13.5 * C28 - 14.5 * C29) / 2247.5

A Condition Formula for the value of MLR30 could be written as:

AVGC30 + 14.5 * (14.5 * C + 13.5 * C1 + 12.5 * C2 + 11.5 * C3 + 10.5 * C4 + 9.5 * C5 + 8.5 * C6 + 7.5 * C7 + 6.5 * C8 + 5.5 * C9 + 4.5 * C10 + 3.5 * C11 + 2.5 * C12 + 1.5 * C13 + .5 * C14 - .5 * C15 - 1.5 * C16 - 2.5 * C17 - 3.5 * C18 - 4.5 * C19 - 5.5 * C20 - 6.5 * C21 - 7.5 * C22 - 8.5 * C23 - 9.5 * C24 - 10.5 * C25 - 11.5 * C26 - 12.5 * C27 - 13.5 * C28 - 14.5 * C29) / 2247.5



-Bruce
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