Jan, here it is at least without the "for loop," in all its obsessive
compulsive glory. I can't seem to get the values right with the for
loop yet. But the following scan does what you wanted, I think. The
first column in the output is the close, of course; the second is the
slope on the date listed; the third is the slope before that day; the
fourth is the date when the slope moved up. Because of the lack of the
for loop, it ain't one o' me proudest efforts, but it does the job:
output = "linregslope.lst";
input="portfoli.lst";
issuetype common;
Daystoload = 50; //needed for R2 bug!!!
integer i, S, Sx, Sxx;
float b, Sxy, Sy, Syb, Syc, Syd, Sye, Syf, Syg, Syh, Syi, Syj,
Sxyb, Sxyc, Sxyd, Sxye, Sxyf, Sxyg, Sxyh, Sxyi, Sxyj,
bb, bc, bd, be, bf, bg, bh, bi, bj;
S := 21;
Sx := 0;
Sxx := 0;
Sxy := 0;
Sxyb := 0;
Sxyc := 0;
Sxyd := 0;
Sxye := 0;
Sxyf := 0;
Sxyg := 0;
Sxyh := 0;
Sxyi := 0;
Sxyj := 0;
Sy := 0;
Syb := 0;
Syc := 0;
Syd := 0;
Sye := 0;
Syf := 0;
Syg := 0;
Syh := 0;
Syi := 0;
Syj := 0;
for i = 1 - S to 0 do
Sx := Sx + i;
Sy := Sy + close(i); //kills println wo d2ld
Syb := Syb + close(i-1);
Syc := Syc + close(i-2);
Syd := Syd + close(i-3);
Sye := Sye + close(i-4);
Syf := Syf + close(i-5);
Syg := Syg + close(i-6);
Syh := Syh + close(i-7);
Syi := Syi + close(i-8);
Syj := Syj + close(i-9);
Sxx := Sxx + i*i;
Sxy := Sxy + i*close(i); //kills println wo d2ld
Sxyb := Sxyb + i*close(i-1);
Sxyc := Sxyc + i*close(i-2);
Sxyd := Sxyd + i*close(i-3);
Sxye := Sxye + i*close(i-4);
Sxyf := Sxyf + i*close(i-5);
Sxyg := Sxyg + i*close(i-6);
Sxyh:= Sxyh + i*close(i-7);
Sxyi := Sxyi + i*close(i-8);
Sxyj := Sxyj + i*close(i-9);
//Sxy := Sxy + i*close(0);
next i;
b := (S*Sxy - Sx*Sy)/(S*Sxx - Sx*Sx);//Today's slope
bb := (S*Sxyb - Sx*Syb)/(S*Sxx - Sx*Sx);//Yesterday's slope
bc := (S*Sxyc - Sx*Syc)/(S*Sxx - Sx*Sx);//slope -2
bd := (S*Sxyd - Sx*Syd)/(S*Sxx - Sx*Sx);// slope -3
be := (S*Sxye - Sx*Sye)/(S*Sxx - Sx*Sx);// slope -4
bf := (S*Sxyf - Sx*Syf)/(S*Sxx - Sx*Sx);// slope -5
bg := (S*Sxyg - Sx*Syg)/(S*Sxx - Sx*Sx);// slope -6
bh := (S*Sxyh - Sx*Syh)/(S*Sxx - Sx*Sx);//slope -7
bi := (S*Sxyi - Sx*Syi)/(S*Sxx - Sx*Sx);// slope -8
bj := (S*Sxyj - Sx*Syj)/(S*Sxx - Sx*Sx);// slope -9
if b > bb then
println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,", ", date(0);
if bb > bc then
println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,", ", date(-1);
if bc > bd then
println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,", ", date(-2);
if bd > be then
println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,", ", date(-3);
if be> bf then
println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,", ", date(-4);
if bf > bg then
println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,", ", date(-5);
if bg > bh then
println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,", ", date(-6);
if bh > bi then
println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,", ", date(-7);
if bi > bj then
println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,", ", date(-8);
endif; endif; endif; endif; endif; endif; endif; endif; endif;
// or bb>bc or bc>bd or bd>be or be>bf or bf>bg or bg> bh or bh>bi or bi>bj then
// println symbol,",",close(0):8:2,",",b:8:3,",", bb:8:3,",",bc:8:3,",",bd:8:3,",",be:8:3
//,",",bf:8:3,",",bg:8:3,",",bh:8:3,",",bi:8:3,",",bj:8:3;
//endif;
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