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Worden Discussion Forum » Customer Training & Support » PCFs, EasyScan and Custom Indicators » Linear Regression Direction for MACD

Linear Regression Direction for MACD Rate this Topic:
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thewoodt
Posted : Wednesday, January 20, 2010 11:59:16 PM
Registered User
Joined: 12/22/2006
Posts: 23
 I need a formula to determine whether a 14 day Linear Regression Line of MACD Histogram is going up or down.
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Bruce_L
Posted : Thursday, January 21, 2010 8:44:17 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 What are your MACD settings?

- Short: ?
- Long: ?
- Period: ?
- Average Type: Simple or Exponential?
- Plot MACD as Histogram: Checked

MACD 50,21,10 regression and general optimization issues
Understanding MACD
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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thewoodt
Posted : Thursday, January 21, 2010 11:11:37 AM
Registered User
Joined: 12/22/2006
Posts: 23
 MACD 12,26,9
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thewoodt
Posted : Thursday, January 21, 2010 11:13:10 AM
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Joined: 12/22/2006
Posts: 23
 and MACD settings exponential
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Bruce_L
Posted : Friday, January 22, 2010 4:47:30 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 Please try the following Personal Criteria Formula based on the Slope of the 14-Period Linear Regression of an Exponential MACD 12,26,9 Histogram. If the result is greater than 0 (you can add > 0 at the end if desired), the Slope is positive and if the result is less than 0 (you can add < 0 at the end if desired), the Slope is negative.

16/8775 * C + 14507/5609924 * C1 + 10931/4143978 * C2 + 7083/3168496 * C3 + 15090/9645899 * C4 + 6514/8610179 * C5 - 255/2644651 * C6 - 676/724751 * C7 - 12319/7192981 * C8 - 7663/3176494 * C9 - 24469/8102956 * C10 - 12922/3660133 * C11 - 20683/5241789 * C12 + 1107685/6450554 * XAVGC12.13 - 47781/2114437 * XAVGC26.13 - 765251/5274860 * XAVGC9.13
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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thewoodt
Posted : Monday, January 25, 2010 2:54:19 PM
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Joined: 12/22/2006
Posts: 23

Thanks, Bruce
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Bruce_L
Posted : Tuesday, January 26, 2010 8:12:53 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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