Comments on: Linear Regression Angle Measurement
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Technical Analysis of the financial markets, and other thoughts on tradingTue, 22 Oct 2013 23:01:29 +0000hourly1http://wordpress.org/?v=4.3.1By: de
http://tuckerreport.com/indicators/angle-measure/comment-page-1/#comment-74242
Wed, 13 Jun 2012 23:42:17 +0000http://tuckerreport.com/indicators/angle-measure/#comment-74242If you have to choose one indicator (Linear regression angle or Linear regression slope indicator),which one would you chose?why?
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Sat, 22 Oct 2011 21:05:04 +0000http://tuckerreport.com/indicators/angle-measure/#comment-31485[…] want to predict the performance for and then you would add this figure to the SI Regression Level.This shows the level of regression for todays race and can be a strong indicator of the level of per…a similar distance (the same as the RA Graphs). This is NOT necessary to know to use the figures but […]
]]>By: Indicator: Add to opened position - Big Mike's Day Trading Forum
http://tuckerreport.com/indicators/angle-measure/comment-page-1/#comment-13917
Thu, 08 Jul 2010 12:38:06 +0000http://tuckerreport.com/indicators/angle-measure/#comment-13917[…] Add to opened position Hi guys, recently I've stumbled on following post Linear Regression Angle Measurement by Doug Tucker. It looked nice and I wanted to give it a try creating such indicator. To keep it […]
]]>By: Mike Winfrey
http://tuckerreport.com/indicators/angle-measure/comment-page-1/#comment-28
Fri, 31 Aug 2007 22:22:05 +0000http://tuckerreport.com/indicators/angle-measure/#comment-28Just having a bit of fun with this. I made it adaptive. However, I didn’t like what I saw for the way I trade. The adaptive period was too big. So, I cut the adaptive period in half. That seemed to do a better. The half adaptive is the fast ma and then I have a mulitplier to calculate the slower ma. So if the adaptive period is calculated as 34, I cut that in half to use 17 for the faster ma. Then I use 17 as the base to calculate the slower ma. The mulitplier can be 1 through whatever. Like I said…having fun. Some of the ma combinations create some patterns that really look tradeable. Very CCI-ish and timely entries too.
]]>By: Doug Tucker
http://tuckerreport.com/indicators/angle-measure/comment-page-1/#comment-27
Fri, 31 Aug 2007 14:13:15 +0000http://tuckerreport.com/indicators/angle-measure/#comment-27Mike, I forgot the other part of your question. Yes I do have to adjust for different markets and time frames. So far I’m only using it on tick charts, but if I use it on daily charts the angles have the correct direction, but the scaling is off. But I’m not so interested if I get the exact angle as that will be influenced by how the chart is scaled. If you do an actual angle measurement of the regression curve it will change depending on how many indicators you have, size of monitor, bar spacing, etc. So I’m more concerned about the general direction and relative steepness of the measurement.
]]>By: Doug Tucker
http://tuckerreport.com/indicators/angle-measure/comment-page-1/#comment-26
Fri, 31 Aug 2007 14:04:13 +0000http://tuckerreport.com/indicators/angle-measure/#comment-26Mike, I also use an exponential moving average to smooth it. It adds a little lag, but I like the smoothness. Tradestation uses a simple moving average, but calculation times are much longer, so I changed it to exponential. There isn’t much difference. On a 34 regression period I’d try moving average values of 10 or 14, or if using exponential the appropriate exponent value of course. I like the 80 period regression with the 14 moving average. Some of my example are even longer like 100 and 20. You just have to experiment. The very short values are also helpful, such as the default values in tradestation of 21 for the LR and 3 for the MA. That’s what the original reference by Jon Anderson used, and it works quite well.
Keep me posted on your progress.
Thanks, Doug
]]>By: Mike Winfrey
http://tuckerreport.com/indicators/angle-measure/comment-page-1/#comment-25
Fri, 31 Aug 2007 12:49:51 +0000http://tuckerreport.com/indicators/angle-measure/#comment-25Hello Doug,
Another interesting concept that makes a lot of sense. So, I tried it myself. Only have the angle lines represented so far and see what you are talking about. I’m using a 34 linreg as the base and experimenting with the faster ones to see what they show. I see that my zero line crosses and the direction changes on the 34 coincide with each other so it seems that I have that part right. The only thing I’m curious about at this point is why my angle lines aren’t as smooth as your’s. the 34 seems to be ok but no matter what I use for the faster one, the line is very angular. Any recommendations? Also do you include a multiplier in your formula to account for the differences in number of ticks/price point between the different markets? I have that included in mine and it seems to actually make the angle lines even more angular and of course the amplitude increases as I use a larger number.