커뮤니티
수식문의
2013-03-22 11:43:50
260
글번호 61070
1. R-Squared
2. Standard Error
3. Standard Error Bands
3가지 지표식 작성 부탁드립니다.
감사합니다.
답변 1
예스스탁 예스스탁 답변
2013-03-26 14:08:14
안녕하세요
예스스탁입니다.
1.
input: Period(14);
var: y(0),x(0),n(0),RSQR(0);
y = C;
x = index;
n = Period;
RSQR = ((n*accumN(x*y,n) - (accumN(x,n)*accumN(y,n))) /
sqrt((n*accumN(x^2,n)-(accumN(x,n)^2)) * (n*accumN(y^2,n) - (accumN(y,n)^2))))^2;
plot1(RSQR);
2.
INPUTS: LENGTH(14);
VARS: LINREGY(0), X(0), STDERR(0), LINREGS(0), SERR(0),calcB(0),calcA(0);
LINREGY = LRL(CLOSE, LENGTH);
X = INDEX;
Value11 = AccumN(X * Close, Length) - (Length * Average(X, Length) *Average(Close, Length));
Value12 = AccumN(Square(X), Length) - (Length * Square(Average(X, Length)));
calcB = Value11/Value12;
calcA = ma(Close, Length) - (calcB * ma(X, Length));
IF INDEX > LENGTH THEN BEGIN
VALUE1 = (ACCUMN(CLOSE^2, LENGTH)) - ((CALCA * ACCUMN(CLOSE, LENGTH))) -
((CALCB * ACCUMN(X * CLOSE, LENGTH)));
VALUE2 = LENGTH - 2;
VALUE3 = (VALUE1 / VALUE2);
IF VALUE3 > 0 THEN
STDERR = SQRT(VALUE1 / VALUE2);
ELSE
STDERR = STDERR[1];
PLOT1(STDERR, "STDERR");
END;
3.
INPUTS: LENGTH(21), SDEG(3);
VARS: LINREGY(0), X(0), STDERR(0), LINREGS(0), SERR(0),calcB(0),calcA(0);
LINREGY = LRL(CLOSE, LENGTH);
X = INDEX;
Value11 = AccumN(X * Close, Length) - (Length * Average(X, Length) *Average(Close, Length));
Value12 = AccumN(Square(X), Length) - (Length * Square(Average(X, Length)));
calcB = Value11/Value12;
calcA = ma(Close, Length) - (calcB * ma(X, Length));
IF INDEX > LENGTH THEN BEGIN
VALUE1 = (ACCUMN(CLOSE^2, LENGTH)) - ((CALCA * ACCUMN(CLOSE, LENGTH))) -
((CALCB * ACCUMN(X * CLOSE, LENGTH)));
VALUE2 = LENGTH - 2;
VALUE3 = (VALUE1 / VALUE2);
IF VALUE3 > 0 THEN
STDERR = SQRT(VALUE1 / VALUE2);
ELSE
STDERR = STDERR[1];
LINREGS = MA(LINREGY, SDEG);
SERR = 2 * MA(STDERR, SDEG);
PLOT1(LINREGS, "LINREGS");
PLOT2(LINREGS + SERR, "+STDERRS");
PLOT3(LINREGS - SERR, "-STDERRS");
END;
즐거운 하루되세요
> 무사시 님이 쓴 글입니다.
> 제목 : 수식문의
>
1. R-Squared
2. Standard Error
3. Standard Error Bands
3가지 지표식 작성 부탁드립니다.
감사합니다.
다음글
이전글