Roy: One other thing: If you eliminate this line from the if statement:
j<0 and // eliminate first pass thru loop
you can get the moves up in slope for the final day (the last trading day).
I took it out with slashes:
//j<0 and // eliminate first pass thru loop
With j in date(j), do you need it now? The scan appears to work fine without it, and the values match those in Metastock.
So your scan is now:
//Slope formula by Bob Jagow
//Back-testing version by Roy Yorgensen
output = "linregslope.lst";
issuetype common;
Daystoload = 50;
integer i,j, S, Sx, Sxx;
float b,b1, Sxy, Sy;
b1:=0; // only initialized first time
for j = 0 to -10 step -1 do
// reset all variables at stat of next loop
S := 21;
Sx := 0;
Sxx := 0;
Sxy := 0;
Sy := 0;
for i = j+(1 - S) to j do
Sx := Sx + i;
Sy := Sy + close(i); //kills println wo d2ld
Sxx := Sxx + i*i;
Sxy := Sxy + i*close(i); //kills println wo d2ld
//Sxy := Sxy + i*close(0);
next i;
b := (S*Sxy - Sx*Sy)/(S*Sxx - Sx*Sx);
if
//j<=0 and // eliminate first pass thru loop
b< b1 then
println symbol,",", date(j),",",close(0):8:2,",",b:8:4;
b1:=b; // save current for next test
else
b1:=b; // must alway set ot last day's val
endif;
next j; |
