Calculating the Angle / Linear Regression of a line

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  • 07/15/2016 at 2:51 PM #10487 quote
    minmax
    Participant
    Average

    I’d like to be able to calculate the angle (linear regression?) of any line i.e. a moving average, a standard deviation

    For example.. if the angle of the Average[500] reaches X degrees positive/negative then buy/sell (means: don’t trade when it’s flat)

    What is the best way to calculate/code that?

    Regards

    Steve

    07/15/2016 at 4:41 PM #10488 quote
    Nicolas
    Keymaster
    Master

    IMO it’s useless since angle degree depends of the height/width of your chart/computer screen. You’d better look at price percentage change over x periods, I think it’s more accurate 🙂

    08/12/2016 at 11:11 AM #11606 quote
    smartinick
    Participant
    New

    Just browsing the forum as i noticed this post… as i’m using ema-trend as a trade filter, i’m happy to share a guite simple code:

     

    if tradeema[1]>tradeema and tradeema[2]>tradeema[1]then
ematrend = -1
endif

if tradeema[1]<tradeema and tradeema[2]< tradeema[1]then
ematrend = 1
endif

     

    this simply compares if the tradeema rises or falls within the last 2 bars.

    you could also check if the difference of tradeema[2] & tradeema[1] if positive but smaller than the diff of tradeema[1] and tradeema -> which would mean it’s getting steeper.

    getting a angle value is useless imho as there’s the need for a absolute x & y scale. but based on the difference you could use a treshold value to check if the slope is steep enough…

    Brgds, Martin.

    AlgoAlex thanked this post
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Calculating the Angle / Linear Regression of a line


ProOrder: Automated Strategies & Backtesting

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minmax @minmax Participant
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This topic contains 2 replies,
has 3 voices, and was last updated by smartinick
9 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/15/2016
Status: Active
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