Log in to see Cloud of Tags

Wealth-Lab Wiki

RegressionDivergence

RSS

Syntax

public RegressionDivergence(Bars bars, Bars barsFirst, Bars barsSecond, int periodRegression, int periodRegressionMomentum, int periodROC, string description) public static RegressionDivergence Series(Bars bars, Bars barsFirst, Bars barsSecond, int periodRegression, int periodRegressionMomentum, int periodROC)

Parameter Description

barsBars object
barsFirstFirst symbol for building correlation (FXY)
barsSecondSecondsymbol for building correlation (SPY)
periodRegressionDivergence regression lookback period
periodRegressionMomentumRegression momentum lookback period
periodROCROC lookback period

Description

Created by Markos Katsanos, Regression Divergence calculates the divergence between a security and related market by regressing the rate of change between the two securities and then calculating the difference of the actual from the forecasted price.

Example

Please refer to July 2017 Traders' Tip article's code in Stocks and Commodities Magazine.

Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes. By using this web site, you agree to the terms of this disclaimer and our Terms of Use.


ScrewTurn Wiki. Some of the icons created by FamFamFam.