Hi guys,
Came across below from Market Index’s ASX Top 5 Strategy Whitepaper. I’m trying to find out how to we compute the trend quality in Amibroker to filter out stocks with “bad” quality trend as shown on the left graph?
I’m thinking using a Linear Regression Slope might help but not sure how to implement it.
If anyone can point to me to some direction it’ll be greatly appreciated. I’m quite new to quantitative analysis.
Thank you,
Ed
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