Linear regression channel - page 7
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"More precisely the root of the RMS" - i.e. std indicator? Quite simply and without any tricks - should the channel width be equal to the value of the std indicator multiplied by 1.41?
I do not see it that way. It looks more like my wrong std calculation.
Give me an exact step by step algorithm on how to check and make sure. So far, even this, an unconvincing way to prove it, doesn't work.
The indicator you presented is simply a Bollinger Bands channel shire. What does linear regression have to do with it?
You don't seem to know what I'm talking about.
I'll say it again.
And for your simple case of calculating the width of the Bollinger Bands channel, and for the linear regression, and for the parabolic regression and regression by a polynomial of the third power, etc., you can calculate the value of the channel width (CKO - standard deviation or SD -Standard deviation) of the current value without a cycle.
You only need the cycle once when calculating the first value. The next step is cycle-free calculation based on the previous values.
no of course. If this point lies on the MA of the same period as the regression channel, then it is generally calculated from the left half of the channel data and the same size data to the left of the channel range. How can it coincide if the calculated data is different?
Yes, I didn't express my point well. Of course, the coincidence is with the MA shifted to the left by half a period. The period of the LR and the MA should coincide.
You can see that the middle of the standard LR coincides with the shifted MA. Unfortunately, your indicator does not coincide with it. Yes, it does. You just do not have this line.
But we must decide on the width. What is actually being calculated.
Have you tried regression on splines or wavelets? Like GAM and other generalised models. They already have some predictive power, too. Probabilistic, I mean.
Yes, I didn't express my point well. Of course, a match with the MA shifted to the left by half a period. The period of the LR and the MA should coincide.
So of course they do. After all, the centre of the channel corresponds to the arithmetic mean of the whole channel.
The indicator you presented is just a Bollinger Bands channel bump. What does linear regression have to do with it?
You don't seem to know what I'm talking about.
I'll say it again.
And for your simple case of calculating the width of the Bollinger Bands channel, and for the linear regression, and for the parabolic regression and regression by a polynomial of the third power, etc., you can calculate the value of the channel width (CKO - standard deviation or SD -Standard deviation) of the current value without a cycle.
You only need the cycle once when calculating the first value. The next step is cycle-free calculation based on the previous values.
And who wrote here that the channel is the root of the RMS multiplied by 1.41? Did I? But I checked and it turns out that your statement is untrue.
***
By the way, I was very pleased with one term... First "You don't get it at all" and then the phrase "Bollinger Bands channel width")), giving away your deepest mathematical knowledge.
***
What am I missing? Who suggested to download the demo and check it? I downloaded it, checked it - your statement does not correspond to reality.
***
And you can't calculate RMS without a cycle. Without a cycle, you can calculate something resembling RMS, but not RMS. This has even been demonstrated here already.
the man seems to be in shock, he just asked for help with the regression :D
And then, boom, marketing genius comes out of nowhere?
Have you tried regression on splines or wavelets? Like GAM and other generalised models. They already have some predictive power, too. Probabilistic, I mean.
I was reminded of the joke about"Dad, who were you talking to just now?
But seriously, it is my deep conviction that parabolic regression rules. By virtue of its quadratic nature. Just as in the material world, the gravitational influence between two objects is inversely proportional to the square of the distance:
The same laws apply in the world of money.
Well seriously, it is my deep conviction that parabolic regression is what rules.
I could verify this assertion via the escalator in the article. But you need a quick regression calculator.
And who wrote here that the channel is the root of the RMS multiplied by 1.41? Did I? But I checked and it turns out that your statement is untrue.
***
By the way, I was very pleased with one term... First "You don't get it at all" and then the phrase "Bollinger Bands channel width")), giving away your deepest mathematical knowledge.
***
What am I missing? Who suggested to download the demo and check it? I downloaded it, checked it - your statement does not correspond to reality.
***
And you can't calculate RMS without a cycle. Without a cycle, you can calculate something similar to RMS, but not RMS.
Dimitri, you look at you and your first thought is how smart you are:
But why do you keep talking such rubbish?