Linear Regression Slope

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  • 09/18/2019 at 12:58 AM #107867 quote
    planbtrading
    Participant
    Average

    Hi Team, i’m doing some calculations of pricing data outside of PRT which I wish to reconcile back to PRT to ensure I understand the numbers correctly. I’m currently calculating the slope of prices in excel using the excel slope formula =slope(an array of LN(close), a linear list of numbers eg: 1-90) and the above is not reconciling with the inbuilt linear regressions slope function in PRT.

    Does anyone know the logic used behind the inbuilt function?

    thanks

    planb

    09/18/2019 at 7:52 AM #107873 quote
    Nicolas
    Keymaster
    Master

    There are some codes in the library/forums that are the same than the linear regression of the platform. Slope is just the difference between the value of the current period and a previous N one.

    planbtrading thanked this post
    11/27/2021 at 8:31 PM #182431 quote
    Vjper
    Participant
    Junior

    Guten Abend,

    hoffentlich ist die Anfrage noch aktuell!

    @Planhandel:

    Meinst du diese Steigung : Σ[(x – x*) * (y – y*)] / Σ[(x – x*)²]

    Falls du den Code gefunden  hast (Beispielsweise mit einer Schleife von: for x = 1 to n), dann würde ich mich freuen, wenn Sie unterstützen könnten.

    Good evening, I hope the request is still up to date!

    @Planhandel: Do you mean this slope:  Σ [(x – x *) * (y – y *)] / Σ [(x – x *) ²]

    If you have found the code (for example with a loop of: for x = 1 to n), then I would be happy if you could support.

    11/27/2021 at 10:23 PM #182433 quote
    robertogozzi
    Moderator
    Master

    @Vjper

    Only post in the language of the forumthat you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.

    Thank you 🙂

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Linear Regression Slope


ProBuilder: Indicators & Custom Tools

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planbtrading @planbtrading Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by robertogozzi
4 years, 2 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 09/18/2019
Status: Active
Attachments: No files
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