Linreg online dating
Thanks in advance and I'll check back in another day or so, have to work nights again tomorrow, and am glued to the marker during the weekdays. That code does work, but I tried to change it to 3 & -3 standard deviation and just changed the #s on lines 8 and 9 that say Num Devs Up and Num Devs Dn.Is that right or do I need to change other numbers in the code?Bands if need be for each one like LR/SD 1, 1.5, 2.5, 3, 3.5, just would like a code for a linear regression with 2 standard deviations plotted off of it, just need a low number period to work with because I'll mostly be looking at it weekly and monthly more than that.Esig has a page with people discussing formulas for plotting it, but they have and easy way with jumpboxes to adjust LR and SD and standard error to whatever you want, and the moving linear regression is not necessary, just would like cleaner pre-plotted LR/SD that I can change to gauge more about stocks and the market.That is, they are not fixed throughout the period of the strategy.
It's been proven that a linear regression/standard deviation of plus and minus 2 usually contains about 90% of the range of a stock, and a LR/SD -3 contains approx.
from TTM LRC I'd attach some screen shots of how I use the LRC, but I have no clue what I'm doing. The LRC url above eventually links to Pat Barham's webinar on grains.
You can skip to the first hour (about 55 to 60th minute) to see the Linear Regression Channel analysis on grains where Pat uses 50 and 100 period LRCs.
One approach to this problem is to utilise a rolling linear regression with a lookback window.
This involves updating the linear regression on every bar so that the slope and intercept terms "follow" the latest behaviour of the cointegration relationship.