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!!

The 90 day annualized linear regression slope can be written as follows.

100 * (EXP(253 * (44.5 * LOG(C ) + 43.5 * LOG(C1) + 42.5 * LOG(C2) + 41.5 * LOG(C3) + 40.5 * LOG(C4) + 39.5 * LOG(C5) + 38.5 * LOG(C6) + 37.5 * LOG(C7) + 36.5 * LOG(C8) + 35.5 * LOG(C9) + 34.5 * LOG(C10) + 33.5 * LOG(C11) + 32.5 * LOG(C12) + 31.5 * LOG(C13) + 30.5 * LOG(C14) + 29.5 * LOG(C15) + 28.5 * LOG(C16) + 27.5 * LOG(C17) + 26.5 * LOG(C18) + 25.5 * LOG(C19) + 24.5 * LOG(C20) + 23.5 * LOG(C21) + 22.5 * LOG(C22) + 21.5 * LOG(C23) + 20.5 * LOG(C24) + 19.5 * LOG(C25) + 18.5 * LOG(C26) + 17.5 * LOG(C27) + 16.5 * LOG(C28) + 15.5 * LOG(C29) + 14.5 * LOG(C30) + 13.5 * LOG(C31) + 12.5 * LOG(C32) + 11.5 * LOG(C33) + 10.5 * LOG(C34) + 9.5 * LOG(C35) + 8.5 * LOG(C36) + 7.5 * LOG(C37) + 6.5 * LOG(C38) + 5.5 * LOG(C39) + 4.5 * LOG(C40) + 3.5 * LOG(C41) + 2.5 * LOG(C42) + 1.5 * LOG(C43) + 0.5 * LOG(C44) - 0.5 * LOG(C45) - 1.5 * LOG(C46) - 2.5 * LOG(C47) - 3.5 * LOG(C48) - 4.5 * LOG(C49) - 5.5 * LOG(C50) - 6.5 * LOG(C51) - 7.5 * LOG(C52) - 8.5 * LOG(C53) - 9.5 * LOG(C54) - 10.5 * LOG(C55) - 11.5 * LOG(C56) - 12.5 * LOG(C57) - 13.5 * LOG(C58) - 14.5 * LOG(C59) - 15.5 * LOG(C60) - 16.5 * LOG(C61) - 17.5 * LOG(C62) - 18.5 * LOG(C63) - 19.5 * LOG(C64) - 20.5 * LOG(C65) - 21.5 * LOG(C66) - 22.5 * LOG(C67) - 23.5 * LOG(C68) - 24.5 * LOG(C69) - 25.5 * LOG(C70) - 26.5 * LOG(C71) - 27.5 * LOG(C72) - 28.5 * LOG(C73) - 29.5 * LOG(C74) - 30.5 * LOG(C75) - 31.5 * LOG(C76) - 32.5 * LOG(C77) - 33.5 * LOG(C78) - 34.5 * LOG(C79) - 35.5 * LOG(C80) - 36.5 * LOG(C81) - 37.5 * LOG(C82) - 38.5 * LOG(C83) - 39.5 * LOG(C84) - 40.5 * LOG(C85) - 41.5 * LOG(C86) - 42.5 * LOG(C87) - 43.5 * LOG(C88) - 44.5 * LOG(C89)) / 60742.5) - 1)

An Indicator Formula for the 90 period r-squared can be written as follows.

((((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

Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
Need help writing a PCF for r-squared

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

I missed the formula you posted! thanks again! yours is working just fine!!

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!

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

I'm impressed. Yes, those formulas do appear to be correct.

Thanks for the confirmation!

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.

Assuming the 250 bar linear regression slope doesnt need to be annualized..but not sure.

125 day annualized regression slope:

100 * (EXP(253 * (62 * LOG(C ) + 61 * LOG(C1) + 60 * LOG(C2) + 59 * LOG(C3) + 58 * LOG(C4) + 57 * LOG(C5) + 56 * LOG(C6) + 55 * LOG(C7) + 54 * LOG(C8) + 53 * LOG(C9) + 52 * LOG(C10) + 51 * LOG(C11) + 50 * LOG(C12) + 49 * LOG(C13) + 48 * LOG(C14) + 47 * LOG(C15) + 46 * LOG(C16) + 45 * LOG(C17) + 44 * LOG(C18) + 43 * LOG(C19) + 42 * LOG(C20) + 41 * LOG(C21) + 40 * LOG(C22) + 39 * LOG(C23) + 38 * LOG(C24) + 37 * LOG(C25) + 36 * LOG(C26) + 35 * LOG(C27) + 34 * LOG(C28) + 33 * LOG(C29) + 32 * LOG(C30) + 31 * LOG(C31) + 30 * LOG(C32) + 29 * LOG(C33) + 28 * LOG(C34) + 27 * LOG(C35) + 26 * LOG(C36) + 25 * LOG(C37) + 24 * LOG(C38) + 23 * LOG(C39) + 22 * LOG(C40) + 21 * LOG(C41) + 20 * LOG(C42) + 19 * LOG(C43) + 18 * LOG(C44) + 17 * LOG(C45) + 16 * LOG(C46) + 15 * LOG(C47) + 14 * LOG(C48) + 13 * LOG(C49) + 12 * LOG(C50) + 11 * LOG(C51) + 10 * LOG(C52) + 9 * LOG(C53) + 8 * LOG(C54) + 7 * LOG(C55) + 6 * LOG(C56) + 5 * LOG(C57) + 4 * LOG(C58) + 3 * LOG(C59) + 2 * LOG(C60) + LOG(C61) - LOG(C63) - 2 * LOG(C64) - 3 * LOG(C65) - 4 * LOG(C66) - 5 * LOG(C67) - 6 * LOG(C68) - 7 * LOG(C69) - 8 * LOG(C70) - 9 * LOG(C71) - 10 * LOG(C72) - 11 * LOG(C73) - 12 * LOG(C74) - 13 * LOG(C75) - 14 * LOG(C76) - 15 * LOG(C77) - 16 * LOG(C78) - 17 * LOG(C79) - 18 * LOG(C80) - 19 * LOG(C81) - 20 * LOG(C82) - 21 * LOG(C83) - 22 * LOG(C84) - 23 * LOG(C85) - 24 * LOG(C86) - 25 * LOG(C87) - 26 * LOG(C88) - 27 * LOG(C89) - 28 * LOG(C90) - 29 * LOG(C91) - 30 * LOG(C92) - 31 * LOG(C93) - 32 * LOG(C94) - 33 * LOG(C95) - 34 * LOG(C96) - 35 * LOG(C97) - 36 * LOG(C98) - 37 * LOG(C99) - 38 * LOG(C100) - 39 * LOG(C101) - 40 * LOG(C102) - 41 * LOG(C103) - 42 * LOG(C104) - 43 * LOG(C105) - 44 * LOG(C106) - 45 * LOG(C107) - 46 * LOG(C108) - 47 * LOG(C109) - 48 * LOG(C110) - 49 * LOG(C111) - 50 * LOG(C112) - 51 * LOG(C113) - 52 * LOG(C114) - 53 * LOG(C115) - 54 * LOG(C116) - 55 * LOG(C117) - 56 * LOG(C118) - 57 * LOG(C119) - 58 * LOG(C120) - 59 * LOG(C121) - 60 * LOG(C122) - 61 * LOG(C123) - 62 * LOG(C124)) / 162750) - 1)

125 day R-Squared:

(((((125 - 1) / 2) * AVGC125 - (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 * C90 + 91 * C91 + 92 * C92 + 93 * C93 + 94 * C94 + 95 * C95 + 96 * C96 + 97 * C97 + 98 * C98 + 99 * C99 + 100 * C100 + 101 * C101 + 102 * C102 + 103 * C103 + 104 * C104 + 105 * C105 + 106 * C106 + 107 * C107 + 108 * C108 + 109 * C109 + 110 * C110 + 111 * C111 + 112 * C112 + 113 * C113 + 114 * C114 + 115 * C115 + 116 * C116 + 117 * C117 + 118 * C118 + 119 * C119 + 120 * C120 + 121 * C121 + 122 * C122 + 123 * C123 + 124 * C124) / 125) / SQR(((125 ^ 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 + C90 ^ 2 + C91 ^ 2 + C92 ^ 2 + C93 ^ 2 + C94 ^ 2 + C95 ^ 2 + C96 ^ 2 + C97 ^ 2 + C98 ^ 2 + C99 ^ 2 + C100 ^ 2 + C101 ^ 2 + C102 ^ 2 + C103 ^ 2 + C104 ^ 2 + C105 ^ 2 + C106 ^ 2 + C107 ^ 2 + C108 ^ 2 + C109 ^ 2 + C110 ^ 2 + C111 ^ 2 + C112 ^ 2 + C113 ^ 2 + C114 ^ 2 + C115 ^ 2 + C116 ^ 2 + C117 ^ 2 + C118 ^ 2 + C119 ^ 2 + C120 ^ 2 + C121 ^ 2 + C122 ^ 2 + C123 ^ 2 + C124 ^ 2) / 125 - AVGC125 ^ 2))) ^ 2)

250 day annualized regression slope:

(100 * (EXP(253 * (124.5 * LOG(C ) + 123.5 * LOG(C1) + 122.5 * LOG(C2) + 121.5 * LOG(C3) + 120.5 * LOG(C4) + 119.5 * LOG(C5) + 118.5 * LOG(C6) + 117.5 * LOG(C7) + 116.5 * LOG(C8) + 115.5 * LOG(C9) + 114.5 * LOG(C10) + 113.5 * LOG(C11) + 112.5 * LOG(C12) + 111.5 * LOG(C13) + 110.5 * LOG(C14) + 109.5 * LOG(C15) + 108.5 * LOG(C16) + 107.5 * LOG(C17) + 106.5 * LOG(C18) + 105.5 * LOG(C19) + 104.5 * LOG(C20) + 103.5 * LOG(C21) + 102.5 * LOG(C22) + 101.5 * LOG(C23) + 100.5 * LOG(C24) + 99.5 * LOG(C25) + 98.5 * LOG(C26) + 97.5 * LOG(C27) + 96.5 * LOG(C28) + 95.5 * LOG(C29) + 94.5 * LOG(C30) + 93.5 * LOG(C31) + 92.5 * LOG(C32) + 91.5 * LOG(C33) + 90.5 * LOG(C34) + 89.5 * LOG(C35) + 88.5 * LOG(C36) + 87.5 * LOG(C37) + 86.5 * LOG(C38) + 85.5 * LOG(C39) + 84.5 * LOG(C40) + 83.5 * LOG(C41) + 82.5 * LOG(C42) + 81.5 * LOG(C43) + 80.5 * LOG(C44) + 79.5 * LOG(C45) + 78.5 * LOG(C46) + 77.5 * LOG(C47) + 76.5 * LOG(C48) + 75.5 * LOG(C49) + 74.5 * LOG(C50) + 73.5 * LOG(C51) + 72.5 * LOG(C52) + 71.5 * LOG(C53) + 70.5 * LOG(C54) + 69.5 * LOG(C55) + 68.5 * LOG(C56) + 67.5 * LOG(C57) + 66.5 * LOG(C58) + 65.5 * LOG(C59) + 64.5 * LOG(C60) + 63.5 * LOG(C61) + 62.5 * LOG(C62) + 61.5 * LOG(C63) + 60.5 * LOG(C64) + 59.5 * LOG(C65) + 58.5 * LOG(C66) + 57.5 * LOG(C67) + 56.5 * LOG(C68) + 55.5 * LOG(C69) + 54.5 * LOG(C70) + 53.5 * LOG(C71) + 52.5 * LOG(C72) + 51.5 * LOG(C73) + 50.5 * LOG(C74) + 49.5 * LOG(C75) + 48.5 * LOG(C76) + 47.5 * LOG(C77) + 46.5 * LOG(C78) + 45.5 * LOG(C79) + 44.5 * LOG(C80) + 43.5 * LOG(C81) + 42.5 * LOG(C82) + 41.5 * LOG(C83) + 40.5 * LOG(C84) + 39.5 * LOG(C85) + 38.5 * LOG(C86) + 37.5 * LOG(C87) + 36.5 * LOG(C88) + 35.5 * LOG(C89) + 34.5 * LOG(C90) + 33.5 * LOG(C91) + 32.5 * LOG(C92) + 31.5 * LOG(C93) + 30.5 * LOG(C94) + 29.5 * LOG(C95) + 28.5 * LOG(C96) + 27.5 * LOG(C97) + 26.5 * LOG(C98) + 25.5 * LOG(C99) + 24.5 * LOG(C100) + 23.5 * LOG(C101) + 22.5 * LOG(C102) + 21.5 * LOG(C103) + 20.5 * LOG(C104) + 19.5 * LOG(C105) + 18.5 * LOG(C106) + 17.5 * LOG(C107) + 16.5 * LOG(C108) + 15.5 * LOG(C109) + 14.5 * LOG(C110) + 13.5 * LOG(C111) + 12.5 * LOG(C112) + 11.5 * LOG(C113) + 10.5 * LOG(C114) + 9.5 * LOG(C115) + 8.5 * LOG(C116) + 7.5 * LOG(C117) + 6.5 * LOG(C118) + 5.5 * LOG(C119) + 4.5 * LOG(C120) + 3.5 * LOG(C121) + 2.5 * LOG(C122) + 1.5 * LOG(C123) + 0.5 * LOG(C124) - 0.5 * LOG(C125) - 1.5 * LOG(C126) - 2.5 * LOG(C127) - 3.5 * LOG(C128) - 4.5 * LOG(C129) - 5.5 * LOG(C130) - 6.5 * LOG(C131) - 7.5 * LOG(C132) - 8.5 * LOG(C133) - 9.5 * LOG(C134) - 10.5 * LOG(C135) - 11.5 * LOG(C136) - 12.5 * LOG(C137) - 13.5 * LOG(C138) - 14.5 * LOG(C139) - 15.5 * LOG(C140) - 16.5 * LOG(C141) - 17.5 * LOG(C142) - 18.5 * LOG(C143) - 19.5 * LOG(C144) - 20.5 * LOG(C145) - 21.5 * LOG(C146) - 22.5 * LOG(C147) - 23.5 * LOG(C148) - 24.5 * LOG(C149) - 25.5 * LOG(C150) - 26.5 * LOG(C151) - 27.5 * LOG(C152) - 28.5 * LOG(C153) - 29.5 * LOG(C154) - 30.5 * LOG(C155) - 31.5 * LOG(C156) - 32.5 * LOG(C157) - 33.5 * LOG(C158) - 34.5 * LOG(C159) - 35.5 * LOG(C160) - 36.5 * LOG(C161) - 37.5 * LOG(C162) - 38.5 * LOG(C163) - 39.5 * LOG(C164) - 40.5 * LOG(C165) - 41.5 * LOG(C166) - 42.5 * LOG(C167) - 43.5 * LOG(C168) - 44.5 * LOG(C169) - 45.5 * LOG(C170) - 46.5 * LOG(C171) - 47.5 * LOG(C172) - 48.5 * LOG(C173) - 49.5 * LOG(C174) - 50.5 * LOG(C175) - 51.5 * LOG(C176) - 52.5 * LOG(C177) - 53.5 * LOG(C178) - 54.5 * LOG(C179) - 55.5 * LOG(C180) - 56.5 * LOG(C181) - 57.5 * LOG(C182) - 58.5 * LOG(C183) - 59.5 * LOG(C184) - 60.5 * LOG(C185) - 61.5 * LOG(C186) - 62.5 * LOG(C187) - 63.5 * LOG(C188) - 64.5 * LOG(C189) - 65.5 * LOG(C190) - 66.5 * LOG(C191) - 67.5 * LOG(C192) - 68.5 * LOG(C193) - 69.5 * LOG(C194) - 70.5 * LOG(C195) - 71.5 * LOG(C196) - 72.5 * LOG(C197) - 73.5 * LOG(C198) - 74.5 * LOG(C199) - 75.5 * LOG(C200) - 76.5 * LOG(C201) - 77.5 * LOG(C202) - 78.5 * LOG(C203) - 79.5 * LOG(C204) - 80.5 * LOG(C205) - 81.5 * LOG(C206) - 82.5 * LOG(C207) - 83.5 * LOG(C208) - 84.5 * LOG(C209) - 85.5 * LOG(C210) - 86.5 * LOG(C211) - 87.5 * LOG(C212) - 88.5 * LOG(C213) - 89.5 * LOG(C214) - 90.5 * LOG(C215) - 91.5 * LOG(C216) - 92.5 * LOG(C217) - 93.5 * LOG(C218) - 94.5 * LOG(C219) - 95.5 * LOG(C220) - 96.5 * LOG(C221) - 97.5 * LOG(C222) - 98.5 * LOG(C223) - 99.5 * LOG(C224) - 100.5 * LOG(C225) - 101.5 * LOG(C226) - 102.5 * LOG(C227) - 103.5 * LOG(C228) - 104.5 * LOG(C229) - 105.5 * LOG(C230) - 106.5 * LOG(C231) - 107.5 * LOG(C232) - 108.5 * LOG(C233) - 109.5 * LOG(C234) - 110.5 * LOG(C235) - 111.5 * LOG(C236) - 112.5 * LOG(C237) - 113.5 * LOG(C238) - 114.5 * LOG(C239) - 115.5 * LOG(C240) - 116.5 * LOG(C241) - 117.5 * LOG(C242) - 118.5 * LOG(C243) - 119.5 * LOG(C244) - 120.5 * LOG(C245) - 121.5 * LOG(C246) - 122.5 * LOG(C247) - 123.5 * LOG(C248) - 124.5 * LOG(C249)) / 1302062.5) - 1))

250 day R-Squared:

(((((250 - 1) / 2) * AVGC250 - (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 * C90 + 91 * C91 + 92 * C92 + 93 * C93 + 94 * C94 + 95 * C95 + 96 * C96 + 97 * C97 + 98 * C98 + 99 * C99 + 100 * C100 + 101 * C101 + 102 * C102 + 103 * C103 + 104 * C104 + 105 * C105 + 106 * C106 + 107 * C107 + 108 * C108 + 109 * C109 + 110 * C110 + 111 * C111 + 112 * C112 + 113 * C113 + 114 * C114 + 115 * C115 + 116 * C116 + 117 * C117 + 118 * C118 + 119 * C119 + 120 * C120 + 121 * C121 + 122 * C122 + 123 * C123 + 124 * C124 + 125 * C125 + 126 * C126 + 127 * C127 + 128 * C128 + 129 * C129 + 130 * C130 + 131 * C131 + 132 * C132 + 133 * C133 + 134 * C134 + 135 * C135 + 136 * C136 + 137 * C137 + 138 * C138 + 139 * C139 + 140 * C140 + 141 * C141 + 142 * C142 + 143 * C143 + 144 * C144 + 145 * C145 + 146 * C146 + 147 * C147 + 148 * C148 + 149 * C149 + 150 * C150 + 151 * C151 + 152 * C152 + 153 * C153 + 154 * C154 + 155 * C155 + 156 * C156 + 157 * C157 + 158 * C158 + 159 * C159 + 160 * C160 + 161 * C161 + 162 * C162 + 163 * C163 + 164 * C164 + 165 * C165 + 166 * C166 + 167 * C167 + 168 * C168 + 169 * C169 + 170 * C170 + 171 * C171 + 172 * C172 + 173 * C173 + 174 * C174 + 175 * C175 + 176 * C176 + 177 * C177 + 178 * C178 + 179 * C179 + 180 * C180 + 181 * C181 + 182 * C182 + 183 * C183 + 184 * C184 + 185 * C185 + 186 * C186 + 187 * C187 + 188 * C188 + 189 * C189 + 190 * C190 + 191 * C191 + 192 * C192 + 193 * C193 + 194 * C194 + 195 * C195 + 196 * C196 + 197 * C197 + 198 * C198 + 199 * C199 + 200 * C200 + 201 * C201 + 202 * C202 + 203 * C203 + 204 * C204 + 205 * C205 + 206 * C206 + 207 * C207 + 208 * C208 + 209 * C209 + 210 * C210 + 211 * C211 + 212 * C212 + 213 * C213 + 214 * C214 + 215 * C215 + 216 * C216 + 217 * C217 + 218 * C218 + 219 * C219 + 220 * C220 + 221 * C221 + 222 * C222 + 223 * C223 + 224 * C224 + 225 * C225 + 226 * C226 + 227 * C227 + 228 * C228 + 229 * C229 + 230 * C230 + 231 * C231 + 232 * C232 + 233 * C233 + 234 * C234 + 235 * C235 + 236 * C236 + 237 * C237 + 238 * C238 + 239 * C239 + 240 * C240 + 241 * C241 + 242 * C242 + 243 * C243 + 244 * C244 + 245 * C245 + 246 * C246 + 247 * C247 + 248 * C248 + 249 * C249) / 250) / SQR(((250 ^ 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 + C90 ^ 2 + C91 ^ 2 + C92 ^ 2 + C93 ^ 2 + C94 ^ 2 + C95 ^ 2 + C96 ^ 2 + C97 ^ 2 + C98 ^ 2 + C99 ^ 2 + C100 ^ 2 + C101 ^ 2 + C102 ^ 2 + C103 ^ 2 + C104 ^ 2 + C105 ^ 2 + C106 ^ 2 + C107 ^ 2 + C108 ^ 2 + C109 ^ 2 + C110 ^ 2 + C111 ^ 2 + C112 ^ 2 + C113 ^ 2 + C114 ^ 2 + C115 ^ 2 + C116 ^ 2 + C117 ^ 2 + C118 ^ 2 + C119 ^ 2 + C120 ^ 2 + C121 ^ 2 + C122 ^ 2 + C123 ^ 2 + C124 ^ 2 + C125 ^ 2 + C126 ^ 2 + C127 ^ 2 + C128 ^ 2 + C129 ^ 2 + C130 ^ 2 + C131 ^ 2 + C132 ^ 2 + C133 ^ 2 + C134 ^ 2 + C135 ^ 2 + C136 ^ 2 + C137 ^ 2 + C138 ^ 2 + C139 ^ 2 + C140 ^ 2 + C141 ^ 2 + C142 ^ 2 + C143 ^ 2 + C144 ^ 2 + C145 ^ 2 + C146 ^ 2 + C147 ^ 2 + C148 ^ 2 + C149 ^ 2 + C150 ^ 2 + C151 ^ 2 + C152 ^ 2 + C153 ^ 2 + C154 ^ 2 + C155 ^ 2 + C156 ^ 2 + C157 ^ 2 + C158 ^ 2 + C159 ^ 2 + C160 ^ 2 + C161 ^ 2 + C162 ^ 2 + C163 ^ 2 + C164 ^ 2 + C165 ^ 2 + C166 ^ 2 + C167 ^ 2 + C168 ^ 2 + C169 ^ 2 + C170 ^ 2 + C171 ^ 2 + C172 ^ 2 + C173 ^ 2 + C174 ^ 2 + C175 ^ 2 + C176 ^ 2 + C177 ^ 2 + C178 ^ 2 + C179 ^ 2 + C180 ^ 2 + C181 ^ 2 + C182 ^ 2 + C183 ^ 2 + C184 ^ 2 + C185 ^ 2 + C186 ^ 2 + C187 ^ 2 + C188 ^ 2 + C189 ^ 2 + C190 ^ 2 + C191 ^ 2 + C192 ^ 2 + C193 ^ 2 + C194 ^ 2 + C195 ^ 2 + C196 ^ 2 + C197 ^ 2 + C198 ^ 2 + C199 ^ 2 + C200 ^ 2 + C201 ^ 2 + C202 ^ 2 + C203 ^ 2 + C204 ^ 2 + C205 ^ 2 + C206 ^ 2 + C207 ^ 2 + C208 ^ 2 + C209 ^ 2 + C210 ^ 2 + C211 ^ 2 + C212 ^ 2 + C213 ^ 2 + C214 ^ 2 + C215 ^ 2 + C216 ^ 2 + C217 ^ 2 + C218 ^ 2 + C219 ^ 2 + C220 ^ 2 + C221 ^ 2 + C222 ^ 2 + C223 ^ 2 + C224 ^ 2 + C225 ^ 2 + C226 ^ 2 + C227 ^ 2 + C228 ^ 2 + C229 ^ 2 + C230 ^ 2 + C231 ^ 2 + C232 ^ 2 + C233 ^ 2 + C234 ^ 2 + C235 ^ 2 + C236 ^ 2 + C237 ^ 2 + C238 ^ 2 + C239 ^ 2 + C240 ^ 2 + C241 ^ 2 + C242 ^ 2 + C243 ^ 2 + C244 ^ 2 + C245 ^ 2 + C246 ^ 2 + C247 ^ 2 + C248 ^ 2 + C249 ^ 2) / 250 - AVGC250 ^ 2))) ^ 2)

Bruce

Can you annualize the 13 week percent change of a 26 period weekly Hull moving average?

The 21 day percent change of a 40 period daily Hull moving average?

Thanks

100 * ((HAVGC26 / HAVGC26.13) ^ 4 - 1)

100 * ((HAVGC40 / HAVGC40.21) ^ 12 - 1)

Bruce,

Is this correct for a 3month percent change annualized on

a 12 month simple moving average?

100*((AVGC12/AVGC12.3)^4-1)

I am also trying to do a 26 week percent change of a 52 week

moving linear regression annualized.

I believe this is the divide part, but I had something wrong with the rest of it.

(3 * FAVGC52-2 * AVGC52)/(3 * FAVGC52.26-2 * AVGC52.26)

Thanks

Your first formula should be correct.

This should be what you want for your second formula if I'm understanding correctly what you are trying to do.

100 * (((3 * FAVGC52 - 2 * AVGC52) / (3 * FAVGC52.26 - 2 * AVGC52.26)) ^ 2 - 1)

Bruce

All the ANN PCFs plot correctly.

However these with the HULL MAVs dont show correct values

when put in watchlist columns, or used in conditional scans.

(It scans based on the incorrect values shown in the watchlist)

Just want to check if its a bug or on my end.

The Monthly/Weekly non-Hull ones work fine.

Just noticed.

Ive been doing PCFs like this: HAVG(C,40)

Noticed you use: HAVGC40

Dont know it it matters?

Thanks

Have you made sure the time frames match between the charts and the WatchList Columns and EasyScan Conditions?

I ask because everything seems to be matching up for me in my copy of TC2000 v17.

It really shouldn't make a difference which format you use. The HAVG(C, 40) syntax is just a bit more flexible because you can substitute just about anything you want for C while the HAVGC40 syntax only allows you to substitute O, H, L, C, or V for C.

The function version of the syntax is generally preferably as a result, but the other syntax is a bit shorter if you are just using it for price or volume.

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

Yes, it can be simplified. The following would be the 90 period annualized regression slope.

100 * (EXP(253 * 6 * (FAVG(LOG(C ), 90) - AVG(LOG(C ), 90)) / (90 - 1)) - 1)

And the following would be the 90 period R-Squared.

((90 + 1) / 2 * (FAVG(C, 90) - AVG(C, 90)) / SQR((90 ^ 2 - 1) * (AVG((C ) ^ 2, 90) - AVG(C, 90) ^ 2) / 12)) ^ 2

You can change all instances of 90 in both formulas to change the period. And you can replace all instances of C with something else if you want the values to be based on something besides closing prices.

Hi Bruce

I have not dealt with exponential regression since the 1970's.  Could you tell me how to plot the actual exponential regression line similar to what you get when you use the built in Lin Reg 90 indicator?

Thanks

There really isn't a way to use a Custom PCF Indicator to plot an abbreviated straight line indicator like the built in linear regression line drawing tool.

Thanks

You're welcome.