Thank you Steve!

Brian

--- In [email protected], "Steve Dugas" <[EMAIL PROTECTED]> wrote:
>
> Hi,
> 
> Here is code I recently converted for ILRS. I believe EPMA is AB's 
built-in 
> LinearReg() function. To get IE/2, just add them and divide by 2.
> 
> Steve
> 
> // Tillson ILRS Moving Average - Integral of Linear Regression 
Slope
> 
> field = ParamField( "Field", -1 );
> 
> periods = Param( "Periods", 11, 1, 100, 1 );
> 
> // determine how many points are in the time series
> 
> size = BarCount;
> 
> // determine the constant of integration by taking the simple 
moving average 
> of the first periods points in the time series
> 
> start = LastValue( Ref( MA( field, periods ), periods - size + 
1 ) ); // 
> added 1 to get correct results
> 
> // value is the integral of linear regression slope plus the 
constant of 
> integration
> 
> ILRS = Cum( LinRegSlope( field, periods ) ) + start;
> 
> Plot( ILRS, _DEFAULT_NAME(), ParamColor( "Color", colorRed ), 
styleLine );
> 






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