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Search: Posts Made By: IlyaKipnis
Forum: TradeStation August 24th, 2014, 08:26 PM
Replies: 10
Views: 3,296
Posted By IlyaKipnis
Alright, so Rsquare is the R-squared of the high...

Alright, so Rsquare is the R-squared of the high of prices (y) with respect to bar number (x).
The slope, ALSO, is the high of prices (y) with respect to bar number(x)?
Forum: TradeStation August 24th, 2014, 08:16 PM
Replies: 10
Views: 3,296
Posted By IlyaKipnis
I get that PriceH is the dependent variable (the...

I get that PriceH is the dependent variable (the y). What is the x? 1 through Length?
Forum: TradeStation August 24th, 2014, 08:11 PM
Replies: 10
Views: 3,296
Posted By IlyaKipnis
Right. I'm asking about that slope that's...

Right. I'm asking about that slope that's positive or negative. Is that also using those same integers (EG 481-500) as the independent variable in that second line as well?
Forum: TradeStation August 24th, 2014, 07:53 PM
Replies: 10
Views: 3,296
Posted By IlyaKipnis
I suppose I'm asking what both of those lines do....

I suppose I'm asking what both of those lines do. That is, am I doing a rolling linear regression on integer values specifying time, or am I doing the rolling linear regression on the price against a...
Forum: TradeStation August 24th, 2014, 07:42 PM
Replies: 10
Views: 3,296
Posted By IlyaKipnis
TradeStation keyword question

Guys, simple question: in the following code, is the independent variable some sort of sequence of integers (EG if the length is 20, that the independent variable is 1-20), or is it the lagged price?...
Showing results 1 to 5 of 5

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