Linear Regression Intercept ?

xel · 2017-08-31T08:08:17+00:00

Hello! On must platforms, there is a way to know the value of a certain iteration from a linear regression calculation, on some platforms like AmiBroker this is called by Linregintercept function, in tradingview by offset as defined in the same linreg(array,lenght,OFFSET) function. ProRealCode currently plots the last pont of the linreg. What should we do for calculate, for example, from a 30 period linreg, the value of the 21’st period (9 periods offset back from last point) and then plot the MA generated..? Thanks in advance!

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08/31/2017 at 9:08 AM #44994 quote

xel
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Hello!

On must platforms, there is a way to know the value of a certain iteration from a linear regression calculation, on some platforms like AmiBroker this is called by Linregintercept function, in tradingview by offset as defined in the same linreg(array,lenght,OFFSET) function.

ProRealCode currently plots the last pont of the linreg. What should we do for calculate, for example, from a 30 period linreg, the value of the 21’st period (9 periods offset back from last point) and then plot the MA generated..?

Thanks in advance!

05/26/2018 at 8:54 AM #71368 quote

Vagus_Lux
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Hi xel,
Are you still interested or is it already obsolete?

05/28/2018 at 7:43 AM #71463 quote

Nicolas
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Hi Vagus, do you have any answer to the Xel question? Even if he doesn’t respond, any given reply would be of interest for future purpose, thank you.

05/28/2018 at 6:32 PM #71526 quote

Vagus_Lux
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Hi Nicolas,
I am currently working on that topic but I am still struggling with an inaccuracy. In the following lines you can see that the line of Linear Regression made by coding is not the same as made with the function of the ProRealTime Toolbar. The lines starts at the same point[1] but ends at different values. If you vary the depth of calculation the mistake also varies.

LinReg.itf LinReg.jpg
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