**Linear Regression Line – Where Does it Start?**
I wanted to verify my calculation for a linier regression line so I compared it with the line in QuoteTracker. The end point always comes out the same but the start point always comes out different.
I thought it should start from the linear regression value at the start period of the current line, e.g for a 20 period line the end be calculated from the last 20 minute block and the start from the 20 minutes before that but that doesn’t seem to be the case.
So, where should the line start?
Also, could you just confirm I’ve done the calculation right?
The above calculation should match the middle line here:
As you can see the end point appears to come out righ but the start point is $0.03 from where it should be. So is the caculation for the end point correct, and how should the start point be calculated
Thanks for your help. |