| Welcome Guest, please sign in to participate in a discussion. | Search | Active Topics | |
Registered User
Joined: 3/10/2009
Posts: 27
|
Dear Bruce,How are you?I'm trying to duplicate the presentationhttp://forums.worden.com/default.aspx?g=posts&t=37In the TCNet "Linear Regression", I can sort it by one of the three methods "channel, visual slope & % slope".In the TC2000 how do we perform the Regression Channel "visual slope"?Thanks,Joseph
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
The following Indicator Formula should replicate the values from a Linear Regression 50,0,15 Visual Slope Sort from TC2000 version 7:
100 * (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 / (MAXH52 - MINL52)
The following Indicator Formula should replicate the values from a Linear Regression 50,0,15 Channel Sort from TC2000 version 7:
100 * (C - 24.5 * (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) / (15 * (ABS(C48 - AVGC2.48) + ABS(C47 - AVGC3.47) + ABS(C46 - AVGC4.46) + ABS(C45 - AVGC5.45) + ABS(C44 - AVGC6.44) + ABS(C43 - AVGC7.43) + ABS(C42 - AVGC8.42) + ABS(C41 - AVGC9.41) + ABS(C40 - AVGC10.40) + ABS(C39 - AVGC11.39) + ABS(C38 - AVGC12.38) + ABS(C37 - AVGC13.37) + ABS(C36 - AVGC14.36) + ABS(C35 - AVGC15.35) + ABS(C34 - AVGC16.34) + ABS(C33 - AVGC17.33) + ABS(C32 - AVGC18.32) + ABS(C31 - AVGC19.31) + ABS(C30 - AVGC20.30) + ABS(C29 - AVGC21.29) + ABS(C28 - AVGC22.28) + ABS(C27 - AVGC23.27) + ABS(C26 - AVGC24.26) + ABS(C25 - AVGC25.25) + ABS(C24 - AVGC26.24) + ABS(C23 - AVGC27.23) + ABS(C22 - AVGC28.22) + ABS(C21 - AVGC29.21) + ABS(C20 - AVGC30.20) + ABS(C19 - AVGC31.19) + ABS(C18 - AVGC32.18) + ABS(C17 - AVGC33.17) + ABS(C16 - AVGC34.16) + ABS(C15 - AVGC35.15) + ABS(C14 - AVGC36.14) + ABS(C13 - AVGC37.13) + ABS(C12 - AVGC38.12) + ABS(C11 - AVGC39.11) + ABS(C10 - AVGC40.10) + ABS(C9 - AVGC41.9) + ABS(C8 - AVGC42.8) + ABS(C7 - AVGC43.7) + ABS(C6 - AVGC44.6) + ABS(C5 - AVGC45.5) + ABS(C4 - AVGC46.4) + ABS(C3 - AVGC47.3) + ABS(C2 - AVGC48.2) + ABS(C1 - AVGC49.1) + ABS(C - AVGC50)) / 1000)
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
Linear regression channel calculations
PCF TO RANK MUTUAL FUNDS USING LINEAR REGRESSION LINE
Linear Regression Visual Sorts from "n" days ago.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
Registered User
Joined: 3/10/2009
Posts: 27
|
Hi Bruce,Thanks for your suggestion. I have a few questions(1)In the case of the Regression Slope: I want a plot for the last N-days(a straight line),and not a Moving average regression line.(2) In the case of the Regression Channel: I want a plot of the last N-days. How do you take care of the Standard Deviation.(3) Why the features were removed from TC2000?Thanks,Joseph
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
There is a Linear Regression Line indicator in TC2000 version 12, but it doesn't have the channels. I have no idea why they didn't include the channels when creating the Linear Regression Line indicator in TC2000 version 12.
You aren't going to be able to plot a Linear Regression as a straight line using the Custom Indicators in TC2000. The formulas aren't designed to plot a Linear Regression Line or Moving Linear Regression in any case.
The formulas replicate the Visual Slope Sort and Channel Sort as if they were done on a Linear Regression Line with Channels from TC2000 version 7. Sorting on the formulas will produce the same results as doing the Visual Slope Sort and Channel Sort on a Linear Regression Line 50,0,15 in Tc2000 version 7, but you can use the formulas in TC2000 version 12.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
Registered User
Joined: 3/10/2009
Posts: 27
|
Hi Bruce,What is the email address of "Donald Worden" so I can ask him why it was not implemented in Tc20000.Thanks,Joseph
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
Letters to Don Worden may be so directed by sending them to support@worden.com as long as they are to the attention of Don Worden.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
|
Guest-1 |