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End Points of a Linear Regression Line
rev. 01/06/97 In MetaStock 5.x for Windows there is a way to plot the end points of
a linear regression line with channels +/- 2 Standard Deviations.

Here are the three formulas:

*Linear Regression (14)

(14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14)* Sum(C,14)) /
(14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)) *
Cum(1) + (Mov(C,14,S) - Mov(Cum(1),14,S) *
(14 * Sum(Cum(1)* C,14) - Sum(Cum(1),14) * Sum(C,14)) /
(14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)))

*Linear Regression Lower Band

Fml( "*Linear Regression (14)" ) - 2 * Stdev(Fml( "*Linear Regression (14)" ) ,14)

*Linear Regression Upper Band

Fml( "*Linear Regression (14)" ) + 2 * Stdev(Fml( "*Linear Regression (14)" ) ,14)

2 in 1 for MS 6.5 :


End Points of Linear Regression Band's

;((14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14)* Sum(C,14)) /
(14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)) * Cum(1)+
(Mov(C,14,S) - Mov(Cum(1),14,S) * (14 * Sum(Cum(1)* C,14) -
Sum(Cum(1),14) * Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) -
Pwr(Sum(Cum(1),14),2)))) - 2 * Stdev( ((14* Sum(Cum(1) * C,14) -
Sum(Cum(1),14)* Sum(C,14)) /(14 * Sum(Pwr(Cum(1),2),14) -
Pwr(Sum(Cum(1),14),2)) * Cum(1) + (Mov(C,14,S)- Mov(Cum(1),14,S) *
(14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14) * Sum(C,14)) /
(14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)))),14) {Up}

;((14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14)* Sum(C,14)) /
(14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)) * Cum(1)+
(Mov(C,14,S) - Mov(Cum(1),14,S) * (14 * Sum(Cum(1)* C,14) -
Sum(Cum(1),14) * Sum(C,14)) / (14 * Sum(Pwr(Cum(1),2),14) -
Pwr(Sum(Cum(1),14),2)))) + 2 * Stdev( ( (14* Sum(Cum(1) * C,14) -
Sum(Cum(1),14)* Sum(C,14)) /(14 * Sum(Pwr(Cum(1),2),14) -
Pwr(Sum(Cum(1),14),2)) * Cum(1) + (Mov(C,14,S)- Mov(Cum(1),14,S) *
(14 * Sum(Cum(1) * C,14) - Sum(Cum(1),14) * Sum(C,14)) /
(14 * Sum(Pwr(Cum(1),2),14) - Pwr(Sum(Cum(1),14),2)))),14) {Down}



e-w-End_Points_Linear_Regression_Line.gif

 

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