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An array for least squares regression line slope

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    An array for least squares regression line slope

    I have this code for least squares regression slope

    Have i coded this correctly, I want to find the slope for just 1 line, therefor the Y's are my data and X's the intervals?

    Is this correct?

    LSarrayY[0]=RWasklimit0;
    LSarrayY[1]=RWasklimit1;
    LSarrayY[2]=RWasklimit2;
    LSarrayY[3]=RWasklimit3;
    LSarrayY[4]=RWasklimit4;

    LSarrayX[0]=1;
    LSarrayX[1]=2;
    LSarrayX[2]=3;
    LSarrayX[3]=4;
    LSarrayX[4]=5;

    double LS=LSslope(LSarrayY,LSarrayX,5);

    Code:
            private static double LSslope(double[]y,double[]x,int n)    
            {
            // values needed prior to code snippet
            //
            // int n = number of (x,y) points
            // double x[ i ] for i = 0 to n-1 ... the x points
            // double y[ i ] for i = 0 to n-1 ... the y points
            //
    
            double s0 = 0;
            double s1 = 0;
            double s2 = 0;
            double t0 = 0;
            double t1 = 0;
    
            for (int i=0; i< n; i++)
            {
            s0++;
            s1 = s1 + x[ i ];
            s2 = s2 + x[ i ]*x[ i ];
            t0 = t0 + y[ i ];
            t1 = t1 + x[ i ]*y[ i ];
            }
    
    //        double M = ( s0*t1 - s1*t0 ) / (s0*s2 - s1*s1) ; // slope
            return ( s0*t1 - s1*t0 ) / (s0*s2 - s1*s1) ; // slope
    //        double B = ( s2*t0 - s1*t1 ) / (s0*s2 - s1*s1) ; // y-intercept
            }

    #2
    Hi tinkerz,

    Can you please be more specific...
    Are you receiving certain errors or unexpected behavior?

    Unfortunately, I will not be able to debug or comment on whether the math functions of your code are correct. Same for the arrays, as they are outside of the scope of support we provide.

    I believe there are some default indicators that also use Least Squares calculations.
    TimNinjaTrader Customer Service

    Comment


      #3
      No errors I was asking forum members, I understand its outside the scope of support, i will look least squares code

      Comment

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