LebowskiUrbanAchievers 56 posts msg #90094  Ignore LebowskiUrbanAchievers 
3/22/2010 11:51:33 AM
Chetron,
Could you make a filter for stocks that are closing in on their daily 100 period linear regression lines? Maybe add a column for their 5 min 100 period ilnear regression lines?

Kevin_in_GA 4,599 posts msg #90101  Ignore Kevin_in_GA 
3/22/2010 1:29:46 PM
SF does not have intraday capabilities.
What specifically do you mean by "closing in" on the their 100 period LR?
Something like this?
or

mystiq 650 posts msg #90104  Ignore mystiq 
3/22/2010 2:24:51 PM
set{a,Top Linear Regression(100,1)  Bottom Linear Regression(100,1)}
set{b,a / 2}
set{c,Bottom Linear Regression(100,1) + b}
set{d,Price  c}
set{e,d / b}
set{f,e * 100}
add column f
f 100 bottom linear reg
f 100 top linear reg

LebowskiUrbanAchievers 56 posts msg #90116  Ignore LebowskiUrbanAchievers 
3/22/2010 5:06:45 PM
Thanks everyone, need to narrow down selections. I think showing stocks that are optionable, near either the top of the100 period linear regression and trending up might help narrow it down. Also the reverse trending lower and near the bottom. Most all stocks will bounce off the top or bottom of their 100 day linear regression channels, mostly trending back to the mean line. I will try to post a graph to show this.

LebowskiUrbanAchievers 56 posts msg #90118  Ignore LebowskiUrbanAchievers 
3/22/2010 5:20:14 PM

Kevin_in_GA 4,599 posts msg #90120  Ignore Kevin_in_GA 
3/22/2010 6:14:25 PM
Something like this?
or

chetron 2,817 posts msg #90122  Ignore chetron modified 
3/22/2010 6:50:19 PM
interesting look.....
AND ..

Systrader 56 posts msg #90154  Ignore Systrader 
3/23/2010 10:01:31 AM
Hi Chetron,
Suggestion , would you not want to add the line:
linear regression(10) slope is above 0
when at the bottom of the LR100 , so this is a buy on pullback following an upward trend ?
vice versa for those at the top of the LR100 add the line
linear regression(10) slope is below 0 , for downward trending stocks.

Systrader 56 posts msg #90155  Ignore Systrader 
3/23/2010 10:03:23 AM
I meant linear regression period 100 ... lr (100)

Kevin_in_GA 4,599 posts msg #90160  Ignore Kevin_in_GA 
3/23/2010 10:30:49 AM
Agreed. The slope of the linear regression line ahould be positive for longs, and negative for shorts. Classic upchannel, downchannel plays.
