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- 23 Eki 2020
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rev. 01/06/97 In MetaStock 5.x for Windows there is a way to plot the end points ofa linear regression line with channels +/- 2 Standard Deviations. Here are the three formulas: *Linear Regression (14) (14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14)* Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)) * Cum(1) + (Mov(C,14,S) - Mov(Cum(1),14,S) * (14 * Sum(Cum(1)* C,14) - Sum(Cum(1),14) * Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2))) *Linear Regression Lower Band Fml( "*Linear Regression (14)" ) - 2 * Stdev(Fml( "*Linear Regression (14)" ) ,14) *Linear Regression Upper Band Fml( "*Linear Regression (14)" ) + 2 * Stdev(Fml( "*Linear Regression (14)" ) ,14) 2 in 1 for MS 6.5 : |
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End Points of Linear Regression Band's ;((14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14)* Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)) * Cum(1)+ (Mov(C,14,S) - Mov(Cum(1),14,S) * (14 * Sum(Cum(1)* C,14) - Sum(Cum(1),14) * Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)))) - 2 * Stdev( ((14* Sum(Cum(1) * C,14) - Sum(Cum(1),14)* Sum(C,14)) /(14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)) * Cum(1) + (Mov(C,14,S)- Mov(Cum(1),14,S) * (14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14) * Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)))),14) {Up} ;((14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14)* Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)) * Cum(1)+ (Mov(C,14,S) - Mov(Cum(1),14,S) * (14 * Sum(Cum(1)* C,14) - Sum(Cum(1),14) * Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)))) + 2 * Stdev( ( (14* Sum(Cum(1) * C,14) - Sum(Cum(1),14)* Sum(C,14)) /(14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)) * Cum(1) + (Mov(C,14,S)- Mov(Cum(1),14,S) * (14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14) * Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)))),14) {Down} |
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