Hi,
can anyone to help me with this TOS function for Inertia:
script inertiaTS {
input y = close;
input n = 20;
def x = x[1] + 1;
def a = (n * Sum(x * y, n) - Sum(x, n) * Sum(y, n) ) / ( n * Sum(Sqr(x), n) - Sqr(Sum(x, n)));
def b = (Sum(Sqr(x), n) * Sum(y, n) - Sum(x, n) * Sum(x * y, n) ) / ( n * Sum(Sqr(x), n) - Sqr(Sum(x, n)));
plot InertiaTS = a * x + b;
}

input length = 20;
plot LinReg1 = Inertia(close, length);
plot LinReg2 = InertiaTS(close, length);

My question is what is X (def x = x[1] + 1 and what is n=20 (maybe it is default length? )
I am totaly confused of X meaning.
Is there anybody who can translate this to Java or C++ ?
Thanks in advance.

I could be incorrect saying this.

There is a built-in study called Inertia. I am unsure if is the same thing as the sample code provided. Information about the study is at tlc.thinkorswim.com/center/charting/studies/studies-library/G-L/Inertia.html (<--- this is a url and i can't post links yet)

The study takes two parameters
- length for "The number of bars used to calculate the linear regression curve." I believe this is what the 20 value represents in the code.
- rvi lenght for "The number of bars used to calculate the Relative Volatility Index." I believe this is what X is.

With thinkScript (the API for thinkDesktop or what people usually call thinkOrSwim) the [1] means the prior bar/day/whatever.

For example, if I want to see what the prior day high was I would do this

 

Code

plot yHigh = high (period = "day")[1];

If I want to see what the prior day was two days ago I would do this

 

Code

plot yHigh = high (period = "day")[2];

This code can be easily ported to C++ or JAVA. However, with that being said I am sure you use a particular platform that has C++/JAVA as a API?

Thx RHcZL0Mfs for your answer.

i dont use API for now. My broker is IB and they have API but i trying to develop simple soft to help me with my option trading. Unfortunately my level of programing(and math) is 0 and my programer trading level is 0 too

so what u mean with: "rvi lenght for "The number of bars used to calculate the Relative Volatility Index." I believe this is what X is." just rvi length or rvi number for that length ?

thx again for your answer and Happy New Year !

i came cross this post.

I am looking at LeavittConvolutionSlope. I notice the LeavittConvolutionSlope use Time Series Forecast which use Inertia.

The ta-lib provides TSF - Time Series Forecast.

if your purpose is to get LeavittConvolutionSlope work, Inertia can be bypass using ta-lib.TSF.