Linear Regression Slope

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

  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

  

  planbtrading

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

  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.

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  planbtrading

  

  Nicolas

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  11/27/2021 at 8:31 PM #182431
  Vjper

  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.

   

  

  Vjper

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

  @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 🙂

   

  

  robertogozzi

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