no picture at link ----- Original Message ----- From: droskill To: [email protected] Sent: Sunday, July 20, 2008 5:44 PM Subject: [amibroker] Re: Question on R2 indicator
A picture is worth about $10 - less with inflation but there you go - hopefully this will help in understanding what I'm saying. http://dl.getdropbox.com/u/17693/Redline.png Thanks! --- In [email protected], "wavemechanic" <[EMAIL PROTECTED]> wrote: > > If it is not the slope how do you interpret "slope=LinRegSlope(C,r2pds);" in the code? > > ----- Original Message ----- > From: droskill > To: [email protected] > Sent: Sunday, July 20, 2008 3:53 PM > Subject: [amibroker] Re: Question on R2 indicator > > > Yup - see that - but then what is the value of the Green or Red? It's > not the slope or the R2.... > > --- In [email protected], "wavemechanic" <timesarrow@> wrote: > > > > If you are setup as I am then Value is simply the value of the > cursor on the y-axis scale. > > > > Bill > > ----- Original Message ----- > > From: droskill > > To: [email protected] > > Sent: Sunday, July 20, 2008 1:06 PM > > Subject: [amibroker] Re: Question on R2 indicator > > > > > > Looking at the graph, there is the actual colored graph of green and > > red. When you mouse over the chart at any point in time, you'll see > > that there are three parameters: > > > > Value > > R-Squared > > Slope > > > > The chart appears to be showing the value, but it does not appear in > > the upper left-hand corner of the indicator window - just R-Squared > > and Slope. > > > > So where is the Value coming from that actually appears on the chart? > > > > In terms of whether it's worth considering - I'm still playing around > > with it. If I can get the value parameter, then I can backtest to see > > if holds any merit. > > > > Thanks for responding! > > > > --- In [email protected], "Joe Landry" <jelandry@> wrote: > > > > > > Are you referring to your variable R2 that you can't see? Then I'll > > bet your chart background is white. Try this. As I move the cursor > > it selects the value displays it in my title area. Or you can use the > > function in a title statement selectedvalue( ARRAY ) > > > Hope this helps JOE > > > > > > BY THE WAY, is this indicator worth considering? > > > > > > Plot(r2,"R Squared",colorBlack,1); > > > > > > Plot(slope,"Slope",IIf(slope<0,4,5),2|styleOwnScale); > > > > > > Plot(Crit,"",7,1); > > > > > > > > > ----- Original Message ----- > > > From: droskill > > > To: [email protected] > > > Sent: Sunday, July 20, 2008 10:16 AM > > > Subject: [amibroker] Question on R2 indicator > > > > > > > > > A quick question for the group. There is an indicator in the > library > > > called R2 - it displays a graph - but the value of the actual > graph is > > > not shown on the chart - I'd like to show it but can't figure > out how > > > to do it - the code is below - any thoughts appreciated: > > > > > > R2PDS=30; /*for automatic adjustments to the r2 critical value > line > > > use one of the periods listed above*/ > > > > > > R2=Correlation(Cum( 1 ),C,r2pds)*Correlation(Cum( 1 ),C,r2pds); > > > slope=LinRegSlope(C,r2pds); > > > > > > > > > Crit=IIf(R2PDS==5,.77,IIf(R2PDS==10,.40,IIf(R2PDS==14,.27,IIf(R2PDS==20,.20,IIf(R2PDS==25,.16,IIf(R2PDS==30,.13,IIf(R2PDS==50,.08,IIf(R2PDS==60,.06,IIf(R2PDS==120,.03,0))))))))); > > > > > > Plot(r2,"R Squared",2,1); > > > Plot(slope,"Slope",IIf(slope<0,4,5),2|styleOwnScale); > > > Plot(Crit,"",7,1); > > > > > > Thanks! > > > > > > > > > > > ------------------------------------ > > > > Please note that this group is for discussion between users only. > > > > To get support from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > > > > > > > No virus found in this incoming message. > > Checked by AVG - http://www.avg.com > > Version: 8.0.138 / Virus Database: 270.5.3/1563 - Release Date: > 7/20/2008 12:59 PM > > > > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > > > > No virus found in this incoming message. > Checked by AVG - http://www.avg.com > Version: 8.0.138 / Virus Database: 270.5.3/1563 - Release Date: 7/20/2008 12:59 PM > ------------------------------------ Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links No virus found in this incoming message. Checked by AVG - http://www.avg.com Version: 8.0.138 / Virus Database: 270.5.3/1563 - Release Date: 7/20/2008 12:59 PM
