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Strategies & Market Trends : The 56 Point TA; Charts With an Attitude

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To: bdog who wrote (22276)10/22/1998 9:45:00 PM
From: Bob Jagow  Read Replies (2) of 79230
 
Think they are all related, bdog.
TSF uses the linear regression data: If Pr = a + b*bar , TSF:= a + b*1.

Not sure what you mean by 'Moving Linear Regression', but think the answer is yes. What I suggested to Craig was to step thru the LR a bar at a time (replacing the oldest by the new bar) in order to speed it up -- don't want to recalculate 50- or 150-d LRs from scratch each day.
There are two ways to calculate the LR; the old [Brooke's site] way and a numerically more accurate method pushed in all the books.
I got hung up trying to do the 2nd one a step-at-a-time -- can't be done.
Will try to post the 1st one on QP tonight.

C
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