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Strategies & Market Trends : TA-Quotes Plus

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To: Paul Beattie who wrote (3027)1/14/1998 1:48:00 AM
From: Bob Jagow  Read Replies (1) of 11149
 
Paul,
I'm not sure that the code is bug free. A scan with S := 30 looks iffy. That is, adding the condition
-----
if b > .1 then
println symbol,",",b:8:2,",",close(0):8:2;
endif;
------
and sorting on b doesn't look quite right. I want to check it out in MSWIN or by exporting the list to a spreadsheet to be sure.

The values of a and b in y = a + b*x must satify the two equations
Sy = a*S + b*Sy and Sxy = a*Sx + b*Sxx, which gives
a = (Sxx*Sy - Sx*Sxy)/D, b = S*Sxy - Sx*Sy/D, where D = S*Sxx - Sx*Sx.

Anyone see any obvious errors in the equations or the code ?

Bob
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