Post #480 by mapg on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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For the 50d/200d Slopes - you take the collection of 50d SMA and 200d SMA
and then how many points EACH for calculating the slope?

50 and 200 points

SLOPE(LN(F$458:F$507),$A$458:$A$507)*50
SLOPE(LN(F$308:F$507),$A$308:$A$507)*200

The fidelity chart plots a moving linear regression - LR that appears similiar to an Simple Moving Average.

The chart comparison of 50d-SMA to 50d-LR indicates the LR is "faster" more sensitive than the MA. Follows closer to the Price.

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