Hi Tomasz,
I struggled with "angular" slope definitions as well and I came up with the idea (that seems to work) of normalizing angle calculation to the percentage increase in Y axis.
For example if the price doubles in the 250 bars, and goes from $100 to $200 the increase is 100% or 1.0 in decimal ratio. For a single daily bar 1/252=0.004
My final (daily) LR slope formulae is
LRS = atan((EMA(C, x)-Ref(EMA(C, x), -1))/Ref(EMA(C, x), -1)/0.004);
(where x=252 for daily bars).
I wonder if you could comment on this approach it seems to be similar to % ROC.
Kind Regards
Richard
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Posted by: richpach2@yahoo.com
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