LS of Close()-LS

[whizz]

1. - MADPsq
2. - Non-price Study
3. - Regular Study (Indicator)
4. - The code below returns the value of Close()-Least Squared called "eek".

I would like the study to return the least squared value of eek (n periods), in other words, return the least squares of the last n periods of eek. Should seem easy enough, but I'm struggling with creating an elegant solution to the creation of the array of "eek" values ....right now I'm doing a lot of array processing the old-fashioned way, and I'm sucking up a lot of processor time when refreshing the chart. I'm sure there is a more efficient way to do it than what I've been trying.

function preMain()
{
setPriceStudy(false);
setStudyTitle("MADP (CL-LeastSq) ");
setCursorLabelName("Madp", 0);
setDefaultBarFgColor(Color.blue, 0);
setDefaultBarThickness(3,0);
addBand(0, PS_DASH, 5, Color.navy);
}

function main(n) {
if(n == null) n = 30;
var sum = 0;
var i = 0;
var wt = 0;

for(i = n; i > 0; i--)
sum += ((i - (n + 1) / 3) * close(i - n));
wt = 6 / (n * (n + 1)) * sum;

var eek = close()-wt;


return eek;
}

[JayF]

Whizz,

Please take a look at this LSMA formula. Your study should be able to be derived from that pretty easily. If I read your post correctly, you should be able to adjust it, by adjusting two lines. Set setPriceStudy(true); to setPriceStudy(false); on line 21, and change line 100 to read... return LSMA_Array[nOffset] - close();