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Integral of Linear Regression Slope
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59963
Forum: 38 · Topic 59963 · 1 post(s)
Integral of Linear Regression Slope
Alexander.Gettinger · Mon Nov 25, 2013 2:34 pm
Integral of Linear Regression Slope (ILRS moving average).
Formulas: 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, N - Length.
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