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Direct MessagesDate/Time: Thu, 25 Apr 2024 15:40:25 +0000
Linear Regression between subgraphs
View Count: 1865
| [2014-06-07 11:13:55] |
| Leo33 - Posts: 73 |
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Just checking. Is there a study to perform a linear regression between subgraphs? or should I do it with a spreadsheet [or code one]? thanks, |
| [2014-06-07 21:26:59] |
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How would the calculation be done?
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-06-08 10:08:18] |
| Leo33 - Posts: 73 |
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I want a number that quantifies for me how much subgraph A changes for a change in subgraph B, over N bars [N bars is time or volume] or: For a change in subgraph A over N bars, what is the change in subgraph B over N bars so: What's the linear relationship between X and Y N is an input A1 to AN the values of subgraph A over N bars B1 to BN the values of subgraph B over N bars I want as the output of the study the gradient M [+1 to -1] of a best fit straight line graph [A1 to AN] against [B1 to BN] Calculate the equation of the straight line y = -mx + C using least squares approach [?] [below from http://hotmath.com/hotmath_help/topics/line-of-best-fit.html] Step 1: Calculate the mean of the x-values and the mean of the y-values. Step 2: Compute the sum of the squares of the x-values. Step 3: Compute the sum of each x-value multiplied by its corresponding y-value. Step 4: Calculate the slope of the line ... [I can't copy/paste in the formulae from http://hotmath.com/hotmath_help/topics/line-of-best-fit.html] That slope is M it's my output +1 to -1 Date Time Of Last Edit: 2014-06-08 10:08:32
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| [2014-06-11 15:53:28] |
| vegasfoster - Posts: 444 |
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Just add the Study Subgraph Difference study to your chart and select the two lines as input then add a Moving Linear Regression Study and set Based On to the Study Subgraph Difference study.
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| [2014-06-11 17:51:28] |
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Try the suggestion given in the prior post. Otherwise, for something like this, you really need to custom program it using ACSIL: http://www.sierrachart.com/index.php?l=doc/doc_CreatingDLLs.html Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-06-11 18:51:22] |
| Leo33 - Posts: 73 |
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Thanks vegasfoster. I've done just that. Tried it with the Subgraphs Ratio Study first which I thought would be it... but wasn't, not sure why? But yes what you suggest is helpful . Oh for the record I said M was +1 to -1 ..it's not is it....it can be any number. |
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