StockFetcher Forums · Filter Exchange · Linear Regression Strategies<< >>Post Follow-up
guru_trader
485 posts
msg #56789
Ignore guru_trader
11/16/2007 5:31:44 AM

Maybe someone can code these ... although, they look like they were taken from this forum!

Source: http://inb.scans.dataviewllc.com/help/LinRegStrategies.asp

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Daily Retracements: The Bottom of an Up Channel
Stocks below -.9 standard deviations of a 23-day linear regression channel. The results are sorted with the steepest upwardly sloping channels first. The criteria for this scan are:

Average volume (30 days) > 500,000
Average daily range (30 days) > $.40
3-day linear regression line below -.9 standard deviations
3-day linear regression line is turned up
The slope of the 23-day linear regression channel is up

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Daily Retracements: The Top of a Down Channel
Stocks above +.9 standard deviations of a downwardly sloping 23-day linear channel. The results are sorted with the steepest downward sloping channels first. The criteria for this scan are:

Average volume (30 days) > 500,000
Average daily range (30 days) > $.40
3-day linear regression line above +.9 standard deviations
3-day linear regression line is turned down
The slope of the 23-day linear regression channel is down

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Flat Daily Channels: The Bottom of a Flat Channel
Stocks below -.9 standard deviations from a flat 23-day linear regression line. The results are sorted based on the distance between the 3-day linear regression line and the 23-day linear regression line. The criteria for this scan are:

Average volume (30 days) > 500,000
Average daily range (30 days) > $.40
3-day linear regression line below -.9 standard deviations
The slope of the 23-day linear regression channel is flat

=======================================

Flat Daily Channels: The Top of a Flat Channel
Stocks above +.9 standard deviations from a flat 23-day linear regression line. The results are sorted based on the distance between the 3-day linear regression line and the 23-day linear regression line. The criteria for this scan are:

Average volume (30 days) > 500,000
Average daily range (30 days) > $.40
3-day linear regression line above +.9 standard deviations
The slope of the 23-day linear regression channel is flat

twiga
3 posts
msg #57041
Ignore twiga
11/27/2007 12:38:40 AM

I would be interested to see if this could be coded too.

nikoschopen
2,824 posts
msg #57042
Ignore nikoschopen
11/27/2007 2:25:54 AM

3-day linear regression line below -.9 standard deviations

-.9 standard deviations of what? 3-day linear regression line or the average of the stock price (much like Bollinger Band)? And is the "linear regression line" referring to the linear regression indicator or the linear regression channel?

twiga
3 posts
msg #57073
Ignore twiga
11/28/2007 1:39:56 AM

The linear regression line is an indicator that Mel Raimen has developed. I'm not sure as I sit here what it is comprised of. However, However, much of his work is based on finding stocks within channels of +1.-1 +2,-2 std deviations. He uses this site too, maybe he will chime in.

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