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Hi Bruce,
Given the new PCF capabilities in TC2000 (http://help.tc2000.com/m/69445/l/755865-linear-regression-line-moving-linear-regression#custom_pcf_formula), is it possible to simpify the above:
annualized regression slope
R-Squared
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Assuming the 250 bar linear regression slope doesnt need to be annualized..but not sure.
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Hi Bruce,
My skills are not as fanciful as I thought they were. Could you please help me with the formulas for:
1) Annualized 125 bar linear regression slope
2) 125 bar R squared
3) Annualized 250 bar linear regression slope
4) 250 bar R squared.
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Thanks for the confirmation!
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Actually if you could please confirm if these are correct:
annualize slope:
100 * (EXP(253 * (31 * LOG(C ) + 30 * LOG(C1) + 29 * LOG(C2) + 28 * LOG(C3) + 27 * LOG(C4) + 26 * LOG(C5) + 25 * LOG(C6) + 24 * LOG(C7) + 23 * LOG(C8) + 22 * LOG(C9) + 21 * LOG(C10) + 20 * LOG(C11) + 19 * LOG(C12) + 18 * LOG(C13) + 17 * LOG(C14) + 16 * LOG(C15) + 15 * LOG(C16) + 14 * LOG(C17) + 13 * LOG(C18) + 12 * LOG(C19) + 11 * LOG(C20) + 10 * LOG(C21) + 9 * LOG(C22) + 8 * LOG(C23) + 7 * LOG(C24) + 6 * LOG(C25) + 5 * LOG(C26) + 4 * LOG(C27) + 3 * LOG(C28) + 2 * LOG(C29) + LOG(C30) - LOG(C32) - 2 * LOG(C33) - 3 * LOG(C34) - 4 * LOG(C35) - 5 * LOG(C36) - 6 * LOG(C37) - 7 * LOG(C38) - 8 * LOG(C39) - 9 * LOG(C40) - 10 * LOG(C41) - 11 * LOG(C42) - 12 * LOG(C43) - 13 * LOG(C44) - 14 * LOG(C45) - 15 * LOG(C46) - 16 * LOG(C47) - 17 * LOG(C48) - 18 * LOG(C49) - 19 * LOG(C50) - 20 * LOG(C51) - 21 * LOG(C52) - 22 * LOG(C53) - 23 * LOG(C54) - 24 * LOG(C55) - 25 * LOG(C56) - 26 * LOG(C57) - 27 * LOG(C58) - 28 * LOG(C59) - 29 * LOG(C60) - 30 * LOG(C61) - 31 * LOG(C62)) / 20832) - 1)
r-squared:
((((63 - 1) / 2) * AVGC63 - (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) / SQR(((63^2 - 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) / 63 – AVGC63^2)))^2
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Hi Bruce, quick question, I wanted the 90 day formulas while incorrectly assuming 90 days is 3 months on tc2000. Having noticed that 3 months is actually appx. 63 bars on tc2000, can you please provide me with the:
1) Annualized 63 bar linear regression slope
2) 63 bar r-squared
Many thanks and appologies for repeating the request!
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I missed the formula you posted! thanks again! yours is working just fine!!
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Thanks for the annualized linear regression slope Bruce!
Is the following formula for 90 day R2 correct? Its giving me zeros and odd numbers when it really shouldnt. I did a sanity check via the 100 day R2 you posted in one the links youve provided and that gives more sensible figures:
((((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
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Dear Bruce,
While I've seen other posts in which you have created pcfs for LR slopes and R2 but cant seem to figures out how this was done.
I would highly appreciate if you could please create the following 2 pcfs:
1) 90 day annualized exponential linear regression slope: The slope will be a percentage per year.
2) 90 day R2 of the the linear regression.
Thank you!!
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