Linear Reg Curve LIMITATION

Questions about MultiCharts .NET and user contributed studies.
magcf
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Linear Reg Curve LIMITATION

Postby magcf » 21 Aug 2013

Hi there. I am working with .NET SE (64bit, Win 7).

I noticed that the shape of Linear Reg Curve becomes completely wrong when input is higher than 1024. Please have a look into this for future releases, it severely limitates the ability to build long-term / slow charts.

Thanks in advance

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Henry MultiСharts
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Re: Linear Reg Curve LIMITATION

Postby Henry MultiСharts » 23 Aug 2013

Hello magcf,

Why do you think that Linear Reg Curve values become incorrect? Have you checked the source code of the study to learn how it works? Do you compare it with a different platform?

magcf
Posts: 19
Joined: 21 Aug 2013

Re: Linear Reg Curve LIMITATION

Postby magcf » 23 Aug 2013

Hello magcf,

Why do you think that Linear Reg Curve values become incorrect? Have you checked the source code of the study to learn how it works? Do you compare it with a different platform?

Hi there. I have compared it with a different platform. And in both platforms I have then tried to change the lookback parameter to see the results.

For instance, if you load enough bars in MC NET SE to form a long 1 minute chart, try to apply a 1024 Linear Reg Curve. Then modify it to 1025, and in MC NET you'll have a dramatic change in the shape, while in the other platform the two curves are identical (too similar to appreciate any difference), as you would expect.

Thanks for your help.

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Henry MultiСharts
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Re: Linear Reg Curve LIMITATION

Postby Henry MultiСharts » 23 Aug 2013

Please provide the source code of the Linear Reg Curve study from that other platform.

magcf
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Re: Linear Reg Curve LIMITATION

Postby magcf » 23 Aug 2013

Please provide the source code of the Linear Reg Curve study from that other platform.
Sorry, I haven't got it. It's not open source. But MC is the only platform in the two that changes the shape of the curve dramatically when moving beyond 1024. You can compare it with Excel as well, still doing 1024 then 1025, to see that the two curves should be identical.

Regards

magcf
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Re: Linear Reg Curve LIMITATION

Postby magcf » 27 Aug 2013

The picture attached shows the problem. These three MC NET SE charts refer to the same series of data, a 1min series of the current ES (S&P e-mini) September contract.

See how the 1023 and 1024 curves are identical, while the 1025 has a very different shape AND position. Same settings on all the curves: updated every tick, scale as instrument.

I am scratching my head...

Thanks for any help
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MC NET SE Lin Regr Curve problem.jpg
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Henry MultiСharts
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Re: Linear Reg Curve LIMITATION

Postby Henry MultiСharts » 28 Aug 2013

This issue has been confirmed. It will be resolved in the next version of MultiCharts.

magcf
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Re: Linear Reg Curve LIMITATION

Postby magcf » 28 Aug 2013

This issue has been confirmed. It will be resolved in the next version of MultiCharts.
Thanks very much guys, looking forward to that.


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