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Formula for moving linear regression Rate this Topic:
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BILLBB
Posted : Tuesday, August 8, 2006 11:52:17 AM
Gold Customer Gold Customer

Joined: 2/23/2005
Posts: 21
is the formula for the linear moving average available. If so could you post and example for a 10 period, no point to plot, no width. And one with 10 period, 2 as point to plot..Thanks in advance for any help..
Craig_S
Posted : Tuesday, August 8, 2006 11:54:51 AM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
Check out this post

Moving linear regression.

I found this by searching the forums. You too can search these forums for anything. Watch this short video on how to get the most from these forums: Learn how to use the forums: post a new topic, reply, Search existing topics

Try this:

(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)

- Craig
Here to Help!
Bruce_L
Posted : Tuesday, August 8, 2006 12:00:50 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
QUOTE (BILLBB)
is the formula for the linear moving average available. If so could you post and example for a 10 period, no point to plot, no width.

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

QUOTE (BILLBB)
And one with 10 period, 2 as point to plot..

AVGC10 + 2.5 * (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

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BILLBB
Posted : Tuesday, August 8, 2006 3:22:31 PM
Gold Customer Gold Customer

Joined: 2/23/2005
Posts: 21
thanks.. I will try the search option.. Thanks for the formula..
Craig_S
Posted : Tuesday, August 8, 2006 3:23:26 PM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
You're welcome!

- Craig
Here to Help!
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