آر – Squared indicato

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نالو:
آر - Squared indicator [ ru ]
ليکڪ: melihonurs (2007.11.14 13:13)
ڊائون لوڊ ٿيل: 5653
ڊائون لوڊ ڪريو:
R - Squared indicato 1
r-squared.mq4 (4.1 Kb) ڏيک
r-squared shows the correlation with its linear regression line

values close to 1.0 show perfect relation
values close to 0.0 show poor relation

See Metastock Help
To determine if the trend is statistically significant for a given x-period linear regression line,
plot the r-squared indicator and refer to the following table. This table shows the values of
r-squared required for a 95% confidence level at various time periods. If the r-squared value
is less than the critical values shown, you should assume that prices show no statistically
significant trend.
Number ofPeriods r-squaredCritical Value(95%confidence)
5 0.77
10 0.40
14 0.27
20 0.20
25 0.16
30 0.13
50 0.08
60 0.06
120 0.03
You may even consider opening a short-term position opposite the prevailing trend when you
observe r-squared rounding off at extreme levels. مثال طور, if the slope is positive and
r-squared is above 0.80 and begins to turn down, you may consider selling or opening a short position.
There are numerous ways to use the linear regression outputs of r-squared and Slope in trading
سسٽم. For more detailed coverage, refer to the book The New Technical Trader by Tushar Chande
and Stanley Kroll.

1 تبصرو ھڪڙو نئون تبصرو پوسٽ ڪرڻ لاء, مهرباني ڪري لاگ ان يا رجسٽر

زبردست, I was just going to code a linear regression myself.
بهرحال, I found to mistakes in the code, but they'll only become obvious when looking at the slope.
I changed the regression iteration to:

لاءِ (i=0; i<=per-1; i++) {
x = في - i;

This first line was modified to get display rSquare at the correct bar
The second modification is a correction for the fact that MT4 counts the bars back. In the original code X1 is linked to Yn etc. But this only affects the slope calculation

هي پوسٽ ڪيترو مفيد هو?

ان کي ريٽ ڪرڻ لاء اسٽار تي ڪلڪ ڪريو!

سراسري درجه بندي 0 / 5. ووٽن جي ڳڻپ: 0

هن وقت تائين ڪوبه ووٽ ناهي! هن پوسٽ جي درجه بندي ڪرڻ لاء پهريون ٿيو.

اسان کي افسوس آهي ته هي پوسٽ توهان لاء مفيد نه هئي!

اچو ته هن پوسٽ کي بهتر بڻايون!

اسان کي ٻڌايو ته اسان هن پوسٽ کي ڪيئن بهتر ڪري سگهون ٿا?



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