Registered User Joined: 7/30/2007 Posts: 1,072
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Hi Bruce,
I'm putting together a TC2000 Workspace related to linear regression analysis, and when you have some time I could use PCFs for the following...
5-period Linear Regression Slope
5-period R-Squared
8-period Linear Regression Slope
8-period R-Squared
13-period Linear Regression Slope
13-period R-Squared
21-period Linear Regression Slope
21-period R-Squared
Thank you!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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QUOTE (Putt4Dough) 5-period Linear Regression Slope
(2 * C + C1 - C3 - 2 * C4) / 10
QUOTE (Putt4Dough) 5-period R-Squared
(((5 - 1) / 2 * AVGC5 - (C1 + 2 * C2 + 3 * C3 + 4 * C4) / 5) / SQR((5 ^ 2 - 1) / 12 * ((C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2) / 5 - AVGC5 ^ 2))) ^ 2
QUOTE (Putt4Dough) 8-period Linear Regression Slope
(3.5 * C + 2.5 * C1 + 1.5 * C2 + .5 * C3 - .5 * C4 - 1.5 * C5 - 2.5 * C6 - 3.5 * C7) / 42
QUOTE (Putt4Dough) 8-period R-Squared
(((8 - 1) / 2 * AVGC8 - (C1 + 2 * C2 + 3 * C3 + 4 * C4 + 5 * C5 + 6 * C6 + 7 * C7) / 8) / SQR((8 ^ 2 - 1) / 12 * ((C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2) / 8 - AVGC8 ^ 2))) ^ 2
QUOTE (Putt4Dough) 13-period Linear Regression Slope
(6 * C + 5 * C1 + 4 * C2 + 3 * C3 + 2 * C4 + C5 - C7 - 2 * C8 - 3 * C9 - 4 * C10 - 5 * C11 - 6 * C12) / 182
QUOTE (Putt4Dough) 13-period R-Squared
(((13 - 1) / 2 * AVGC13 - (C1 + 2 * C2 + 3 * C3 + 4 * C4 + 5 * C5 + 6 * C6 + 7 * C7 + 8 * C8 + 9 * C9 + 10 * C10 + 11 * C11 + 12 * C12) / 13) / SQR((13 ^ 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) / 13 - AVGC13 ^ 2))) ^ 2
QUOTE (Putt4Dough) 21-period Linear Regression Slope
(10 * C + 9 * C1 + 8 * C2 + 7 * C3 + 6 * C4 + 5 * C5 + 4 * C6 + 3 * C7 + 2 * C8 + C9 - C11 - 2 * C12 - 3 * C13 - 4 * C14 - 5 * C15 - 6 * C16 - 7 * C17 - 8 * C18 - 9 * C19 - 10 * C20) / 770
QUOTE (Putt4Dough) 21-period R-Squared
(((21 - 1) / 2 * AVGC21 - (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) / SQR((21 ^ 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) / 21 - AVGC21 ^ 2))) ^ 2
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
Need help writing a PCF for r-squared
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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Awesome, Bruce. Have a great weekend!
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Registered User Joined: 7/30/2007 Posts: 1,072
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Hi Bruce,
With your previous help my Linear Regression workspace is coming along nicely. Can I trouble you for the Linear Regression Slope & R-Squared PCFs for the next two Fibonacci's?
34-period Linear Regression Slope
34-period R-Squared
55-period Linear Regression Slope
55-period R-Squared
Thanks!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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A 34-Period Linear Regression Slope could be written as:
(16.5 * C + 15.5 * C1 + 14.5 * C2 + 13.5 * C3 + 12.5 * C4 + 11.5 * C5 + 10.5 * C6 + 9.5 * C7 + 8.5 * C8 + 7.5 * C9 + 6.5 * C10 + 5.5 * C11 + 4.5 * C12 + 3.5 * C13 + 2.5 * C14 + 1.5 * C15 + 0.5 * C16 - 0.5 * C17 - 1.5 * C18 - 2.5 * C19 - 3.5 * C20 - 4.5 * C21 - 5.5 * C22 - 6.5 * C23 - 7.5 * C24 - 8.5 * C25 - 9.5 * C26 - 10.5 * C27 - 11.5 * C28 - 12.5 * C29 - 13.5 * C30 - 14.5 * C31 - 15.5 * C32 - 16.5 * C33) / 3272.5
A 34-Period R-Squared could be written as:
((((34 - 1) / 2) * AVGC34 - (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) / SQR(((34^2 - 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) / 34 - AVGC34^2)))^2
A 55-Period Linear Regression Slope could be written as:
(27 * C + 26 * C1 + 25 * C2 + 24 * C3 + 23 * C4 + 22 * C5 + 21 * C6 + 20 * C7 + 19 * C8 + 18 * C9 + 17 * C10 + 16 * C11 + 15 * C12 + 14 * C13 + 13 * C14 + 12 * C15 + 11 * C16 + 10 * C17 + 9 * C18 + 8 * C19 + 7 * C20 + 6 * C21 + 5 * C22 + 4 * C23 + 3 * C24 + 2 * C25 + C26 - C28 - 2 * C29 - 3 * C30 - 4 * C31 - 5 * C32 - 6 * C33 - 7 * C34 - 8 * C35 - 9 * C36 - 10 * C37 - 11 * C38 - 12 * C39 - 13 * C40 - 14 * C41 - 15 * C42 - 16 * C43 - 17 * C44 - 18 * C45 - 19 * C46 - 20 * C47 - 21 * C48 - 22 * C49 - 23 * C50 - 24 * C51 - 25 * C52 - 26 * C53 - 27 * C54) / 13860
A 55-Period R-Squared could be written as:
((((55 - 1) / 2) * AVGC55 - (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) / SQR(((55^2 - 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) / 55 - AVGC55^2)))^2
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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Sweet! :)
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Registered User Joined: 10/7/2004 Posts: 794
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Bruce,
How would you write a 10 period lnr slope and where are you getting those #'s to input?
TY in advance!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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The Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis topic explains how the formulas are created. A 10-Period Linear Regression Slope could be written as:
(4.5 * C + 3.5 * C1 + 2.5 * C2 + 1.5 * C3 + 0.5 * C4 - 0.5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8 - 4.5 * C9) / 82.5
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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Hi Bruce,
Up to now I've asked for PCFs based on Fibs (5, 8, 13, 21, 34, 55).
This time I have a single "non-fib" request.
Can you please write a PCF for a 65-Period Linear Regression Slope?
Can you also write a PCF for a 65-Period R-Squared?
(It's a long story; I won't bore you with the details).
Thanks!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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A 65-Period Linear Regression Slope could be written as:
(32 * C + 31 * C1 + 30 * C2 + 29 * C3 + 28 * C4 + 27 * C5 + 26 * C6 + 25 * C7 + 24 * C8 + 23 * C9 + 22 * C10 + 21 * C11 + 20 * C12 + 19 * C13 + 18 * C14 + 17 * C15 + 16 * C16 + 15 * C17 + 14 * C18 + 13 * C19 + 12 * C20 + 11 * C21 + 10 * C22 + 9 * C23 + 8 * C24 + 7 * C25 + 6 * C26 + 5 * C27 + 4 * C28 + 3 * C29 + 2 * C30 + C31 - C33 - 2 * C34 - 3 * C35 - 4 * C36 - 5 * C37 - 6 * C38 - 7 * C39 - 8 * C40 - 9 * C41 - 10 * C42 - 11 * C43 - 12 * C44 - 13 * C45 - 14 * C46 - 15 * C47 - 16 * C48 - 17 * C49 - 18 * C50 - 19 * C51 - 20 * C52 - 21 * C53 - 22 * C54 - 23 * C55 - 24 * C56 - 25 * C57 - 26 * C58 - 27 * C59 - 28 * C60 - 29 * C61 - 30 * C62 - 31 * C63 - 32 * C64) / 22880
A 65-Period R-Squared could be written as:
((((65 - 1) / 2) * AVGC65 - (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) / SQR(((65^2 - 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) / 65 - AVGC65^2)))^2
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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Thanks again, Bruce!
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Gold Customer
Joined: 5/20/2010 Posts: 33
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Bruce, I hate to ask, but could you also do a 125 and 200 day LRS formula. I'm a Stockfinder user, trying to setup some of my indicators in TC2000, i'm surprised there not a standard inciator for linear regression slope.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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A 125-Period Linear Regression Slope formula can be written as:
(62 * C + 61 * C1 + 60 * C2 + 59 * C3 + 58 * C4 + 57 * C5 + 56 * C6 + 55 * C7 + 54 * C8 + 53 * C9 + 52 * C10 + 51 * C11 + 50 * C12 + 49 * C13 + 48 * C14 + 47 * C15 + 46 * C16 + 45 * C17 + 44 * C18 + 43 * C19 + 42 * C20 + 41 * C21 + 40 * C22 + 39 * C23 + 38 * C24 + 37 * C25 + 36 * C26 + 35 * C27 + 34 * C28 + 33 * C29 + 32 * C30 + 31 * C31 + 30 * C32 + 29 * C33 + 28 * C34 + 27 * C35 + 26 * C36 + 25 * C37 + 24 * C38 + 23 * C39 + 22 * C40 + 21 * C41 + 20 * C42 + 19 * C43 + 18 * C44 + 17 * C45 + 16 * C46 + 15 * C47 + 14 * C48 + 13 * C49 + 12 * C50 + 11 * C51 + 10 * C52 + 9 * C53 + 8 * C54 + 7 * C55 + 6 * C56 + 5 * C57 + 4 * C58 + 3 * C59 + 2 * C60 + C61 - C63 - 2 * C64 - 3 * C65 - 4 * C66 - 5 * C67 - 6 * C68 - 7 * C69 - 8 * C70 - 9 * C71 - 10 * C72 - 11 * C73 - 12 * C74 - 13 * C75 - 14 * C76 - 15 * C77 - 16 * C78 - 17 * C79 - 18 * C80 - 19 * C81 - 20 * C82 - 21 * C83 - 22 * C84 - 23 * C85 - 24 * C86 - 25 * C87 - 26 * C88 - 27 * C89 - 28 * C90 - 29 * C91 - 30 * C92 - 31 * C93 - 32 * C94 - 33 * C95 - 34 * C96 - 35 * C97 - 36 * C98 - 37 * C99 - 38 * C100 - 39 * C101 - 40 * C102 - 41 * C103 - 42 * C104 - 43 * C105 - 44 * C106 - 45 * C107 - 46 * C108 - 47 * C109 - 48 * C110 - 49 * C111 - 50 * C112 - 51 * C113 - 52 * C114 - 53 * C115 - 54 * C116 - 55 * C117 - 56 * C118 - 57 * C119 - 58 * C120 - 59 * C121 - 60 * C122 - 61 * C123 - 62 * C124) / 162750
A 200-Period Linear Regression Slope formula can be written as:
(99.5 * C + 98.5 * C1 + 97.5 * C2 + 96.5 * C3 + 95.5 * C4 + 94.5 * C5 + 93.5 * C6 + 92.5 * C7 + 91.5 * C8 + 90.5 * C9 + 89.5 * C10 + 88.5 * C11 + 87.5 * C12 + 86.5 * C13 + 85.5 * C14 + 84.5 * C15 + 83.5 * C16 + 82.5 * C17 + 81.5 * C18 + 80.5 * C19 + 79.5 * C20 + 78.5 * C21 + 77.5 * C22 + 76.5 * C23 + 75.5 * C24 + 74.5 * C25 + 73.5 * C26 + 72.5 * C27 + 71.5 * C28 + 70.5 * C29 + 69.5 * C30 + 68.5 * C31 + 67.5 * C32 + 66.5 * C33 + 65.5 * C34 + 64.5 * C35 + 63.5 * C36 + 62.5 * C37 + 61.5 * C38 + 60.5 * C39 + 59.5 * C40 + 58.5 * C41 + 57.5 * C42 + 56.5 * C43 + 55.5 * C44 + 54.5 * C45 + 53.5 * C46 + 52.5 * C47 + 51.5 * C48 + 50.5 * C49 + 49.5 * C50 + 48.5 * C51 + 47.5 * C52 + 46.5 * C53 + 45.5 * C54 + 44.5 * C55 + 43.5 * C56 + 42.5 * C57 + 41.5 * C58 + 40.5 * C59 + 39.5 * C60 + 38.5 * C61 + 37.5 * C62 + 36.5 * C63 + 35.5 * C64 + 34.5 * C65 + 33.5 * C66 + 32.5 * C67 + 31.5 * C68 + 30.5 * C69 + 29.5 * C70 + 28.5 * C71 + 27.5 * C72 + 26.5 * C73 + 25.5 * C74 + 24.5 * C75 + 23.5 * C76 + 22.5 * C77 + 21.5 * C78 + 20.5 * C79 + 19.5 * C80 + 18.5 * C81 + 17.5 * C82 + 16.5 * C83 + 15.5 * C84 + 14.5 * C85 + 13.5 * C86 + 12.5 * C87 + 11.5 * C88 + 10.5 * C89 + 9.5 * C90 + 8.5 * C91 + 7.5 * C92 + 6.5 * C93 + 5.5 * C94 + 4.5 * C95 + 3.5 * C96 + 2.5 * C97 + 1.5 * C98 + .5 * C99 - .5 * C100 - 1.5 * C101 - 2.5 * C102 - 3.5 * C103 - 4.5 * C104 - 5.5 * C105 - 6.5 * C106 - 7.5 * C107 - 8.5 * C108 - 9.5 * C109 - 10.5 * C110 - 11.5 * C111 - 12.5 * C112 - 13.5 * C113 - 14.5 * C114 - 15.5 * C115 - 16.5 * C116 - 17.5 * C117 - 18.5 * C118 - 19.5 * C119 - 20.5 * C120 - 21.5 * C121 - 22.5 * C122 - 23.5 * C123 - 24.5 * C124 - 25.5 * C125 - 26.5 * C126 - 27.5 * C127 - 28.5 * C128 - 29.5 * C129 - 30.5 * C130 - 31.5 * C131 - 32.5 * C132 - 33.5 * C133 - 34.5 * C134 - 35.5 * C135 - 36.5 * C136 - 37.5 * C137 - 38.5 * C138 - 39.5 * C139 - 40.5 * C140 - 41.5 * C141 - 42.5 * C142 - 43.5 * C143 - 44.5 * C144 - 45.5 * C145 - 46.5 * C146 - 47.5 * C147 - 48.5 * C148 - 49.5 * C149 - 50.5 * C150 - 51.5 * C151 - 52.5 * C152 - 53.5 * C153 - 54.5 * C154 - 55.5 * C155 - 56.5 * C156 - 57.5 * C157 - 58.5 * C158 - 59.5 * C159 - 60.5 * C160 - 61.5 * C161 - 62.5 * C162 - 63.5 * C163 - 64.5 * C164 - 65.5 * C165 - 66.5 * C166 - 67.5 * C167 - 68.5 * C168 - 69.5 * C169 - 70.5 * C170 - 71.5 * C171 - 72.5 * C172 - 73.5 * C173 - 74.5 * C174 - 75.5 * C175 - 76.5 * C176 - 77.5 * C177 - 78.5 * C178 - 79.5 * C179 - 80.5 * C180 - 81.5 * C181 - 82.5 * C182 - 83.5 * C183 - 84.5 * C184 - 85.5 * C185 - 86.5 * C186 - 87.5 * C187 - 88.5 * C188 - 89.5 * C189 - 90.5 * C190 - 91.5 * C191 - 92.5 * C192 - 93.5 * C193 - 94.5 * C194 - 95.5 * C195 - 96.5 * C196 - 97.5 * C197 - 98.5 * C198 - 99.5 * C199) / 666650
Thank you for your suggestion. It has been assigned case number 10588.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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QUOTE (mezic) Bruce, I hate to ask, but ... I'm surprised there's not a standard indicator for linear regression slope.
Me too. I've been using Fibs so far, but it would be nice to not have to bug Bruce every time. Linear regression is a pretty common statistical technique with tons of applications.
Maybe we can put it on that "honey do" list ...
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Gold Customer
Joined: 5/20/2010 Posts: 33
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That formula gets a bit long, but it works. Thanks. I'd suggest you ask the development team to make that a standard.
I know this is unrelated but my partner likes to do point and figure charting. I'm trying to get him to convert to TC2000/Stockfinder. Can TC do P&F charting?????
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Neither program can do traditional point and figure charting.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Gold Customer
Joined: 5/20/2010 Posts: 33
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Thanks Bruce. Sorry to hear that. Stockfinder does have a P&F template, but I couldn't figure out how to set the parameters correctly.....although i didn't spend much time on it either.
QUOTE (Bruce_L)
Neither program can do traditional point and figure charting.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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The Point&figure topic has more information on the current state of Point and Figure Charts in StockFinder and why it won't actually plot traditional Point and Figure Charts.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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Hi Bruce,
When you have a chance ...
Can you please write a PCF for a 50-Period Linear Regression Slope?
And a PCF for a 50-Period R-Squared?
You're the best ... thanks!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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A 50-period moving linear regression slope Indicator Formula can be written as:
(24.5 * C + 23.5 * C1 + 22.5 * C2 + 21.5 * C3 + 20.5 * C4 + 19.5 * C5 + 18.5 * C6 + 17.5 * C7 + 16.5 * C8 + 15.5 * C9 + 14.5 * C10 + 13.5 * C11 + 12.5 * C12 + 11.5 * C13 + 10.5 * C14 + 9.5 * C15 + 8.5 * C16 + 7.5 * C17 + 6.5 * C18 + 5.5 * C19 + 4.5 * C20 + 3.5 * C21 + 2.5 * C22 + 1.5 * C23 + .5 * C24 - .5 * C25 - 1.5 * C26 - 2.5 * C27 - 3.5 * C28 - 4.5 * C29 - 5.5 * C30 - 6.5 * C31 - 7.5 * C32 - 8.5 * C33 - 9.5 * C34 - 10.5 * C35 - 11.5 * C36 - 12.5 * C37 - 13.5 * C38 - 14.5 * C39 - 15.5 * C40 - 16.5 * C41 - 17.5 * C42 - 18.5 * C43 - 19.5 * C44 - 20.5 * C45 - 21.5 * C46 - 22.5 * C47 - 23.5 * C48 - 24.5 * C49) / 10412.5
A 50-period R-squared Indicator Formula can be written as:
((((50 - 1) / 2) * AVGC50 - (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) / SQR(((50^2 - 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) / 50 - AVGC50^2)))^2
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 3/23/2015 Posts: 1
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Hi Bruce:
Could you please provide the formula for a 15-period Linear Regression Slope?
Best,
George
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Please try the following Indicator Formula.
(7 * (C - C14) + 6 * (C1 - C13) + 5 * (C2 - C12) + 4 * (C3 - C11) + 3 * (C4 - C10) + 2 * (C5 - C9) + C6 - C8) / 280
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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Hi Bruce, can you create...
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A 30-period moving linear regression slope Indicator Formula
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A 30-period R-squared Indicator Formula
Thanks!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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A 30 period linear regression slope can be writen as follows.
(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 + 0.5 * C14 - 0.5 * 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 30 period R-squared Indicator Formula can be written as follows.
((((30 - 1) / 2) * AVGC30 - (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) / SQR(((30^2 - 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) / 30 - AVGC30^2)))^2
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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Awesome, Bruce. Thank you. Happy New Year!!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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You're welcome. Happy New Year!
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 8/23/2013 Posts: 245
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QUOTE (Bruce_L)
Please try the following Indicator Formula.
(7 * (C - C14) + 6 * (C1 - C13) + 5 * (C2 - C12) + 4 * (C3 - C11) + 3 * (C4 - C10) + 2 * (C5 - C9) + C6 - C8) / 280
Still getting syntax error
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Are you using Internet Explorer or Edge when copying formulas from the forums into TC2000? If so, try copying and pasting the formula into Notepad and then copying and pasting the formula from Notepad into TC2000 instead of copying and pasting directly from the forums into TC2000.
Another option would be to use Chrome instead as it doesn't seem to be adding extra formatting like IE and Edge.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 1/28/2005 Posts: 6,049
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QUOTE (Bruce_L)
Are you using Internet Explorer or Edge when copying formulas from the forums into TC2000? If so, try copying and pasting the formula into Notepad and then copying and pasting the formula from Notepad into TC2000 instead of copying and pasting directly from the forums into TC2000.
Another option would be to use Chrome instead as it doesn't seem to be adding extra formatting like IE and Edge.
Is that only on VER.16 ?
Thanks diceman
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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It has always happened to some extent (MS Word and MS Outlook are much bigger offenders than MS Internet Explorer or MS Edge). It does seem to be worse when pasting into v16 than v7 or v12 however.
It is not just that various MS programs pass through formatting, but that the programs will actually try to "correct" things and then pass through the corrections. For example, Microsoft will frequently convert the single quotes used in the date syntax in PCFs into "smart quotes", turn a minus sign into a dash of some sort, add carriage returns and line feeds which weren't actually part of the copy and change/create font styles which weren't part of the copy.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 8/23/2013 Posts: 245
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I dont usually have that problem but that was exactly what was wrong. Pasted in Notepad, re-copied, then pasted into tc2000 and was all good
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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I am happy to read that Notepad was able to resolve the issue.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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Hi Bruce,
Can you double-check the 8-period R-Squared PCF below. I plotted all the R-Squared PCFs on one chart for comparison, and the 8-bar looks out of place with the others. Not sure what's going on. The chart is for QQQ, 10-minute, all 500 bars...
QUOTE (Bruce_L)
QUOTE (Putt4Dough) 8-period R-Squared
(((8 - 1) / 2 * AVGC8 - (C1 + 2 * C2 + 3 * C3 + 4 * C4 + 5 * C5 + 6 * C6 + 7 * C7) / 8) / SQR((8 ^ 2 - 1) / 12 * ((C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2) / 8 - AVGC8 ^ 2))) ^ 2
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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The formula appears to be correct. The spikes are just caused by this section of the formula being very close to zero.
(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2) / 8 - AVGC8 ^ 2
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/30/2007 Posts: 1,072
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Thanks for the confirmation Bruce. Now that I look at the scales to the right, those two spikes seemed to have compressed the plot. It just looks weird compared to the 5-bar above it and the 13-bar below it.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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You're welcome.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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