Annualized Exponential Linear Regression Slop of X Bars

Kamisyed · Postby **Kamisyed** » 28 Jul 2017

Hi, I would highly appreciate if someone on the forum could please assist with this indicator below. I am trying to plot the annualized exponential linear regression slope multiplied by the coefficient of determination (i.e. RSquared).

I essentially need to calculate the exponential linear regression slope (based on lognormal prices), then annualize it based on 250 trading days in a year, and then multiply it by RSquared. I have drafted the following code, but not sure if correct.

Any help would be seriously & highly appreciated!!!!

Code: Select all

// Annualized Exponential Linear Regression Slope

Inputs:

Price (Close),

Length1 (250);



Vars:

LRS1 (0), AnnExpLRS1 (0), T1(0);

LRS1 = LinearRegSlope(Log(Price), Length1);

AnnExpLRS1 = (power((1+LRS1),250) - 1) * 100;

T1= AnnExpLRS1 * RSquare(Barnumber, Price, Length1);



Plot1(T1, "T1");

Plot2( 5, "5Line" ) ;

Plot3( 0, "ZeroLine" ) ;

TJ · Postby TJ » 28 Jul 2017

See post #1 & #2
viewtopic.php?t=11713

Kamisyed · Postby **Kamisyed** » 28 Jul 2017

Thanks for the heads up TJ. Updated the post with Code properly tagged.

Annualized Exponential Linear Regression Slop of X Bars

Annualized Exponential Linear Regression Slop of X Bars

Re: Annualized Exponential Linear Regression Slop of X Bars

Re: Annualized Exponential Linear Regression Slop of X Bars