Implementing Excel's function SLOPE

[Armin_Tamzarian]

I have found the solution in this forum, sorry I though I had searched thoroughly before posting. Thank you very much!

Calculating half life for mean reverting series

Also you can code just from scratch like below. Code uses ALL bars and produces single value of intercept / slope for all bars. X = /* independent var */; Y = /* dependent var */; bars = BarCount - 1; // use all bars // calculate mean values mX = LastValue( MA( X, bars ) ); mY = LastValue( MA( Y, bars ) ); // differences x - mean(x) and y - mean(y) dX = X - mX; dY = Y - mY; // sums of squared differences sumX2 = LastValue( Sum( dX * dX, bars ) ); sumXY = LastValue( Sum( dX * dY, bars ) ); …