Does anybody have an equivilant version of the TS LinearRegSlop() function? Or can someone post the text of the TS LinearRegSlope() function from TS so that I can translate it to a efs function?
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LinearRegSlope() TS function
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bpschoch
Enclosed below is the TS code
Alex
Code:Inputs: Price(NumericSeries), Len(NumericSimple); Variables: X(0), Num1(0), Num2(0), SumBars(0), SumSqrBars(0), SumY(0), Sum1(0), Sum2(0); If Len = 0 Then LinearRegSlope=0; SumBars = Len * (Len - 1) * .5; SumSqrBars = (Len - 1) * Len * (2 * Len - 1) / 6; Sum1 = 0; For X = 0 To Len - 1 Begin Sum1= Sum1 + X * Price[X]; End; SumY = Summation(Price, Len); Sum2 = SumBars * SumY; Num1 = Len * Sum1 - Sum2; Num2 = SumBars * SumBars - Len * SumSqrBars; If Num2 <> 0 Then LinearRegSlope = Num1 / Num2 Else LinearRegSlope = 0;
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