fxcodebase-backup
Integral of Linear Regression Slope
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66037
Forum: 48 · Topic 66037 · 1 post(s)
Integral of Linear Regression Slope
Alexander.Gettinger · Wed May 02, 2018 11:30 am
Formula: ILRS[i]=(NSum1-SumSumy)/(SumSum-NSum2)+MVA(I,N), where Sum=N(N-1)0.5, Sum2=N(N-1)(2N-1)/6, Sum1=1Price[i-1]+2Price[i-2]+…+(N-1)Price[i-N+1], Sumy=Price[i]+Price[i-1]+…+Price[i-N+1], MVA(i,N) – Simple Moving Average.
Download: