StockFetcher Forums · General Discussion · linear regression intercept<< >>Post Follow-up
29 posts
msg #94340
Ignore jcollins01
6/26/2010 9:49:47 PM

The linear regression intercept is used to calculate the linear regression slope but does not seem to be available as a separate indicator. Am I missing something? Any idea how to calculate it?

3,313 posts
msg #94342
Ignore four
6/26/2010 10:25:54 PM


10/31/2002 3:46:26 PM

We recently added the linear regression slope. This measure compute the slope of the linear regression line for the given number of days. Below are some examples:

Fetcher[linear regression(10) slope reached a new 6 month high]

Fetcher[linear regression(10) slope crossed below 0 within the last 1 day]

Does this help?

3,828 posts
msg #94358
Ignore Kevin_in_GA
6/27/2010 1:36:45 PM

The linear legression intercept is not used to calculate slope. Slope is rise over run - that's all. In the case of the linear regression line, it is a best fit linear interpolation of the data where the sum of the squares of the error is minimized.

Wht would the intercept be of value in trading?

3,313 posts
msg #94360
Ignore four
6/27/2010 2:32:00 PM



New to me:

29 posts
msg #94852
Ignore jcollins01
7/17/2010 2:11:13 PM

kevin_in_ga the description says "The linear regression slope indicator simply computes the slope of the linear regression line. " so one would think the linear regression intercept is available. I know the definition of slope, in this case it's the "rise over run" of the linear regression line. My question was, is the linear regression line available by itself? That would give you the intercept.

99 posts
msg #94862
Ignore pirate67
7/17/2010 9:50:10 PM

I agree with Kevin. Why would anyone care about the intercepts for trading? All they tell you is where the line crosses the x or y axis

293 posts
msg #94888
Ignore stocktrader
7/18/2010 1:07:51 PM

Well, not Linear Regression Slope....but I did Slope Angle in Degrees (short-term) for my DSP filter about 3 years ago. Easy to think about slope in terms of angle degrees when looking at just a number. You might find it amusing at least for applying trig to stocks :-)

Fetcher[close above 5
volume above 10000000

set{originxy, open 4 days ago}
set{adjacent, originxy * 0.0378}
set{opposite_vector, close - originxy}
set{radians, opposite_vector / adjacent}
set{atanval, atan(radians)}
set{hcircle, 180 / 3.14159}
set{angledeg, atanval * hcircle}

set{zenith90, 90}
set{nadir90, -90}
set{zero, 0}

and draw 5 day slope of open
and draw 5 day slope of close

and draw angledeg
and draw zenith90 on plot angledeg
and draw zero on plot angledeg
and draw nadir90 on plot angledeg

add column angledeg

and chart-length is 6 months

Sort column 5 descending

683 posts
msg #94922
Ignore duke56468
7/19/2010 7:46:54 PM

Sorry for the nubie question but what setting puts the statistics above all the charts like the above. My charts come up individually with the stats above each chart. Thanks

StockFetcher Forums · General Discussion · linear regression intercept<< >>Post Follow-up

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