### Integral of Linear Regression Slope

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**Mon Nov 25, 2013 2:34 pm**Integral of Linear Regression Slope (ILRS moving average).

Formulas:

ILRS[i]=(N*Sum1-Sum*Sumy)/(Sum*Sum-N*Sum2)+MVA(I,N), where

Sum=N*(N-1)*0.5,

Sum2=N*(N-1)*(2*N-1)/6,

Sum1=1*Price[i-1]+2*Price[i-2]+…+(N-1)*Price[i-N+1],

Sumy=Price[i]+Price[i-1]+…+Price[i-N+1],

MVA(i,N) – Simple Moving Average,

N - Length.

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Formulas:

ILRS[i]=(N*Sum1-Sum*Sumy)/(Sum*Sum-N*Sum2)+MVA(I,N), where

Sum=N*(N-1)*0.5,

Sum2=N*(N-1)*(2*N-1)/6,

Sum1=1*Price[i-1]+2*Price[i-2]+…+(N-1)*Price[i-N+1],

Sumy=Price[i]+Price[i-1]+…+Price[i-N+1],

MVA(i,N) – Simple Moving Average,

N - Length.

Download: