Looks good, Gale. I left some unneeded variables in the float (forgot to take them out when I shortened the formula). Here's the corrected version (gives the same output, but doesn't have the unnecessary, unused variables):
//Slope of Dahl by Brooke Elise Nagler,
//Using Bob Jagow's QP formula for slope
output = "dalslope3.lst";
input = "portfoli.lst";
issuetype common;
Daystoload = 500;
float f, q, dalslope, Sxy, Sy;
integer S, Sx, Sxx, i, j, r;
S := 13; //S is the number of days for the slope
f:=0;
q:=0;
for j=0 to -(S-1) step -1
do
f := f + (MovAvg(j,50,cl)- MovAvg(j-15,50,cl)); //f + MovAvg(j,50,cl);
next j;
q:=0;
for r=0 to -(S-1) step -1
do
q := q+(r*(MovAvg(r,50,cl)-MovAvg(r-15,50,cl)));
next r;
Sx := 0;
Sxx := 0;
//Sxy := 0;
//Sy := 0;
for i = 1 - S to 0 do
Sx := Sx + i;
Sy := f;
Sxx := Sxx + i*i;
Sxy := q;
next i;
dalslope := (S*Sxy - Sx*Sy)/(S*Sxx - Sx*Sx);
println symbol,",",close(0):8:2,",",dalslope:8:4; |
