Formula Standard Error Bands
Per l’interpretazione fai riferimento all’articolo "Standard Error Bands", edito nel settembre 96 dalla rivista TASC, scritto da Jon Anderson.
Categoria: Ibridi
Formula per MetaStock™:
§ SEB 21 period Upper Band (smoothed)
INIZIO FORMULA
Prd:= 21;
Mov((Prd * Sum(Cum(1) * C,Prd) - Sum(Cum(1),Prd) * Sum(C,Prd)) / (Prd * Sum(Pwr(Cum(1),2),Prd) - Pwr(Sum(Cum(1),Prd),2)) * Cum(1) + (Mov(C,Prd,S) - Mov(Cum(1),Prd,S) * (Prd * Sum(Cum(1) * C,Prd) - Sum(Cum(1),Prd) * Sum(C,Prd))/ (Prd * Sum(Pwr(Cum(1),2),Prd) - Pwr(Sum(Cum(1),Prd),2))) +2*(Sqrt(((Sum(Power(C,2),Prd)-(Power(Sum(C,Prd),2)/Prd)) -((Sum(Cum(1)*C,Prd))-((Sum(Cum(1),Prd)*Sum(C,Prd)/Prd)))/ ((Sum(Power(Cum(1),2),Prd))-(Power(Sum(Cum(1),Prd),2)/Prd)) *((Sum(Cum(1)*C,Prd))-((Sum(Cum(1),Prd)*Sum(C,Prd)/Prd)))) /19)),3,S)
FINE FORMULA
§ SEB 21 period Lower Band (smoothed):
INIZIO FORMULA
Prd:= 21;
Mov((Prd * Sum(Cum(1) * C,Prd) - Sum(Cum(1),Prd) * Sum(C,Prd)) / (Prd * Sum(Pwr(Cum(1),2),Prd) - Pwr(Sum(Cum(1),Prd),2)) * Cum(1) +(Mov(C,Prd,S) - Mov(Cum(1),Prd,S) * (Prd * Sum(Cum(1) * C,Prd) - Sum(Cum(1),Prd) * Sum(C,Prd))/ (Prd * Sum(Pwr(Cum(1),2),Prd) - Pwr(Sum(Cum(1),Prd),2))) - 2*(Sqrt(((Sum(Power(C,2),Prd)-(Power(Sum(C,Prd),2)/Prd)) -((Sum(Cum(1)*C,Prd))- ((Sum(Cum(1),Prd) * Sum(C,Prd)/Prd))) / ((Sum(Power(Cum (1),2),Prd))-(Power(Sum(Cum(1),Prd),2)/Prd))*((Sum(Cum(1)*C,Prd))- ((Sum(Cum(1),Prd)*Sum(C,Prd)/Prd)))) /19)),3,S)
FINE FORMULA
§ SEB 21 period R2 (smoothed):
INIZIO FORMULA
Prd:= 21;
Mov((Pwr(Corr(Cum(1),C,Prd,0),2)),3,S)
FINE FORMULA
§ SEB 21 period Regression Slope:
INIZIO FORMULA
Prd:= 21;
(((Sum(Cum(1)*C,Prd))-(Sum(Cum(1),Prd)*Sum(C,Prd)/Prd)) / ((Sum(Power(Cum(1),2),Prd))-(Power(Sum(Cum(1),Prd),2)/Prd)))
FINE FORMULA
§ SEB 21 period %A
INIZIO FORMULA
Prd:= 21;
((C-Fml("Prd period lower band (smoothed)")) / (Fml("Prd period upper band(smoothed)") -Fml("Prd period lower band (smoothed)")))
FINE FORMULA
§ SEB 21 period Regression (smoothed)
INIZIO FORMULA
Prd:= 21;
Mov((Prd*Sum(Cum(1)*C,Prd)-Sum(Cum(1),Prd)*Sum(C,Prd))/ (Prd*Sum(Pwr(Cum(1),2),Prd)-Pwr(Sum(Cum(1),Prd),2))*Cum(1) +(Mov(C,Prd,S) - Mov(Cum(1),Prd,S) * (Prd*Sum(Cum(1) * C,Prd) - Sum(Cum(1),Prd)*Sum(C,Prd))/(Prd*Sum(Pwr(Cum(1),2),Prd) -Pwr(Sum(Cum(1),Prd),2))),3,S)
FINE FORMULA