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can any one in this forum tell me the differences between these 2 indicators?
also I have had a chance to visit Jose Silva web page indicator formula for linear regression slope and linear regression. is that the standard function ( the same as metastock equis )? if they are not the same can someone show me the basic code for these indicators?
I just wish to construct them by my self
Many thanks
Dave
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Rank: Advanced Member
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Joined: 10/28/2004(UTC)
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The differences between the Linear Regression Indicator and the Linear Regression Slope are explained in the MS Users Manual. Jose's work does not reproduce the MS built-in function exactly but it's pretty close. He explains a likely source of error in the comments for his code. IMHO, I don't think the implementation of the least-squares-fit in MS is exactly correct, so I prefer to use my own implementation (on the few times I use this indicator). If you want to construct your own version, start by finding the definition of least-squares-regression or whatever regression method you want to employ and start building your code around that algorithm. Wolfram's is a great place to start : http://mathworld.wolfram.com/LeastSquaresFitting.html
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Rank: Newbie
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Joined: 5/20/2010(UTC)
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Wabbit,
Can you please share the code you have built for doing the linear regression?
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