Greetings all, I have a function where within it I call the LinearRegValue function and save it to a variable, with the intention of course of saving the whole "series" of those values to that variable so I can access them as HLR[0], HLR[1], etc. Like so:

 

Code

Var: HLR(0.0); . . . hfx = 140; HLR = LinearRegValue(Close, hfx, 0); FilterResult = C[0] < HLR AND HLR[0] < HLR[1];

I was getting some puzzling results so I added PRINT statements in the function to see what was getting saved in variable HLR. Turns out the value in HLR[0] is fine and always matches exactly with LinearRegValue[0], but what gets saved in HLR[1] is always very *slightly* off from what is LinearRegValue[1]. For example:

 

Code

1201231.00 1515.00 C[0]: 29.56 LRV(Close, hfx, 0)[0]: 29.2878 LRV(Close, hfx, 0)[1]: 29.2798 HLR[0]: 29.2878 HLR[1]: 29.2808 FilterResult: FALSE 1201231.00 1530.00 C[0]: 29.57 LRV(Close, hfx, 0)[0]: 29.2952 LRV(Close, hfx, 0)[1]: 29.2868 HLR[0]: 29.2952 HLR[1]: 29.2878 FilterResult: FALSE 1201231.00 1545.00 C[0]: 29.51 LRV(Close, hfx, 0)[0]: 29.3019 LRV(Close, hfx, 0)[1]: 29.2943 HLR[0]: 29.3019 HLR[1]: 29.2952 FilterResult: FALSE 1201231.00 1600.00 C[0]: 29.59 LRV(Close, hfx, 0)[0]: 29.3104 LRV(Close, hfx, 0)[1]: 29.3011 HLR[0]: 29.3104 HLR[1]: 29.3019 FilterResult: FALSE 1201231.00 1615.00 C[0]: 29.54 LRV(Close, hfx, 0)[0]: 29.3175 LRV(Close, hfx, 0)[1]: 29.3097 HLR[0]: 29.3175 HLR[1]: 29.3104 FilterResult: FALSE 1201231.00 1630.00 C[0]: 29.59 LRV(Close, hfx, 0)[0]: 29.3254 LRV(Close, hfx, 0)[1]: 29.3170 HLR[0]: 29.3254 HLR[1]: 29.3175 FilterResult: FALSE 1201231.00 1645.00 C[0]: 29.58 LRV(Close, hfx, 0)[0]: 29.3331 LRV(Close, hfx, 0)[1]: 29.3249 HLR[0]: 29.3331 HLR[1]: 29.3254 FilterResult: FALSE 1201231.00 1700.00 C[0]: 29.56 LRV(Close, hfx, 0)[0]: 29.3416 LRV(Close, hfx, 0)[1]: 29.3327 HLR[0]: 29.3416 HLR[1]: 29.3331 FilterResult: FALSE

It's a little bit weird... has anyone else ever encountered this? My function is set to "Auto-detect" and overall it returns a boolean value (ie. the value of "FilterResult").

Thanks!
Shawn

shawnh 

Greetings all, I have a function where within it I call the LinearRegValue function and save it to a variable, with the intention of course of saving the whole "series" of those values to that variable so I can access them as HLR[0], HLR[1], etc. Like so:   Code Var: HLR(0.0); . . . hfx = 140; HLR = LinearRegValue(Close, hfx, 0); FilterResult = C[0] < HLR AND HLR[0] < HLR[1]; I was getting some puzzling results so I added PRINT statements in the function to see what was getting saved in variable HLR. Turns out the value in HLR[0] is fine and always matches exactly with LinearRegValue[0], but what gets saved in HLR[1] is always very *slightly* off from what is LinearRegValue[1]. For example:   Code 1201231.00 1515.00 C[0]: 29.56 LRV(Close, hfx, 0)[0]: 29.2878 LRV(Close, hfx, 0)[1]: 29.2798 HLR[0]: 29.2878 HLR[1]: 29.2808 FilterResult: FALSE 1201231.00 1530.00 C[0]: 29.57 LRV(Close, hfx, 0)[0]: 29.2952 LRV(Close, hfx, 0)[1]: 29.2868 HLR[0]: 29.2952 HLR[1]: 29.2878 FilterResult: FALSE 1201231.00 1545.00 C[0]: 29.51 LRV(Close, hfx, 0)[0]: 29.3019 LRV(Close, hfx, 0)[1]: 29.2943 HLR[0]: 29.3019 HLR[1]: 29.2952 FilterResult: FALSE 1201231.00 1600.00 C[0]: 29.59 LRV(Close, hfx, 0)[0]: 29.3104 LRV(Close, hfx, 0)[1]: 29.3011 HLR[0]: 29.3104 HLR[1]: 29.3019 FilterResult: FALSE 1201231.00 1615.00 C[0]: 29.54 LRV(Close, hfx, 0)[0]: 29.3175 LRV(Close, hfx, 0)[1]: 29.3097 HLR[0]: 29.3175 HLR[1]: 29.3104 FilterResult: FALSE 1201231.00 1630.00 C[0]: 29.59 LRV(Close, hfx, 0)[0]: 29.3254 LRV(Close, hfx, 0)[1]: 29.3170 HLR[0]: 29.3254 HLR[1]: 29.3175 FilterResult: FALSE 1201231.00 1645.00 C[0]: 29.58 LRV(Close, hfx, 0)[0]: 29.3331 LRV(Close, hfx, 0)[1]: 29.3249 HLR[0]: 29.3331 HLR[1]: 29.3254 FilterResult: FALSE 1201231.00 1700.00 C[0]: 29.56 LRV(Close, hfx, 0)[0]: 29.3416 LRV(Close, hfx, 0)[1]: 29.3327 HLR[0]: 29.3416 HLR[1]: 29.3331 FilterResult: FALSE It's a little bit weird... has anyone else ever encountered this? My function is set to "Auto-detect" and overall it returns a boolean value (ie. the value of "FilterResult"). Thanks! Shawn

You'd have to dig into the LRV function to see what values it is using, but my guess is that is the LRV [1] calculation is using the current close, and not the previous close.
What do you get, for example, with this LRV(Close[1], hfx, 0) ? Does that return same value as HLR[1]?


And if you are saving LRV result in HLR, why do you need to use LRV(Close, hfx, 0)[1] at all? I would just use HLR[1], since that works correctly.

kevinkdog 

You'd have to dig into the LRV function to see what values it is using, but my guess is that is the LRV [1] calculation is using the current close, and not the previous close. What do you get, for example, with this LRV(Close[1], hfx, 0) ? Does that return same value as HLR[1]? And if you are saving LRV result in HLR, why do you need to use LRV(Close, hfx, 0)[1] at all? I would just use HLR[1], since that works correctly.

Thanks Kevin... I found the problem - I simply tried the "fast calculation" version of LinearRegValue (ie. LinearRegValueFC) and left everything else as is, and it worked perfect! Weird eh? Must be an indexing issue or something in the regular LinearRegValue...

Thank You!
Shawn

shawnh 

Thanks Kevin... I found the problem - I simply tried the "fast calculation" version of LinearRegValue (ie. LinearRegValueFC) and left everything else as is, and it worked perfect! Weird eh? Must be an indexing issue or something in the regular LinearRegValue... Thank You! Shawn

Awesome!

How are you using Tradestation as a Canadian, since they do not allow accounts there anymore? Are you paying a monthly fee for the platform and data?

Just curious...