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HB,
Try working off this formula from the AFL library.
http://www.amibroker.com/library/formula.php?id=106
Ed
--- In amibroker@xxxx, "HB" <hbahlool0542@xxxx> wrote:
> Ok, I've been trying to build the 40-day linear regression line
(starting from today, going back 40 days) and I can't even seem to do
that.
>
> First, some basic math:
>
> linear line: y = mx + b where m is the slope, b is the intercept,
and x is the bar #
>
> LRline = Slope * (bar #) + Intercept
>
> Note: Any time I write "Summation", it is the sum of the variable
for i = 1 to N, where N is the period
>
> Slope = [ N*(Summation(X*Y)) - Summation(X) * Summation(Y) ] / [N *
Summation (X^2) - (Summation(X))^2]
> OR
> Slope = [Summation ((X-MeanX)*(Y-MeanY))] / [Summation((X-MeanX)^2)]
>
> Intercept = [Summation(Y) - Slope * Summation(X)] / N
> OR
> Intercept = MeanY - Slope * MeanX
>
> Based on that, here's the AFL I've implemented so far. Someone
please correct what I'm doing wrong !
>
> // Raff Regression Channels (at least the beginning of it :)
>
> periods = 40;
> DaysBack = 0;
>
> // Compute the number of bars in datafile, this section was
developed by Frank Snay
> RABars = 0; //initialize
> TotalBars = Cum(1); //how many bars in database
> FinalBar = LastValue(TotalBars);//number value of last bar
> EndDay = FinalBar - DaysBack;//for other than 0 DaysBack
> StartDay = EndDay - periods+1;//starting point for line
> Master1 = IIf(TotalBars >= StartDay AND TotalBars <=
EndDay,1,0);//defined period
> RABars = IIf(Master1,Ref(RABars,-1)+1,0); // daily counter in
defined period
> RABarKntr = IIf(Master1,Sum(RABars,periods),0); //Sum of daily
counts
>
> // Calculate LRLine formula components
> SumX = Sum (RABars, periods);
> SumY = Sum(C, periods);
> SumXY = Sum (C * RABars, periods) ;
> SumXX = Sum (RABars * RABars, periods);
>
> n = periods;
>
> Slope = (n * SumXY - SumX * SumY) / (n * SumXX - SumX * SumX );
> Intercept = (SumY - Slope * SumX) / n;
>
> /*
> // Other calculation method which yields a different result ?!
> SumX = Sum (RABars, periods);
> SumY = Sum(C, periods);
> SumXY = Sum (C * RABars, periods) ;
> SumXX = Sum (RABars * RABars, periods);
> MeanX = SumX/periods;
> MeanY = SumY/periods;
>
> Slope = Sum((RABars-MeanX)*(C-MeanY), periods);
> Intercept = MeanY - slope * MeanX;
> */
>
> // Linear Regression Line
> LRLine = Slope * RABars + Intercept;
> LRLine = IIf(RABarKntr >= 1, LRLine,-1e10);
>
> // Graph the output
> MaxGraph=2;
> Graph0 = Close; Graph0Style = 1; Graph0Color =1;
> Graph1 =LRLine; Graph1Style = 1;
>
> //END
>
> ----- Original Message -----
> From: hmab1
> To: amibroker@xxxx
> Sent: Tuesday, July 23, 2002 7:07 PM
> Subject: [amibroker] Parallel lines for regression channels ?
>
>
>
> Hello,
>
> Is it possible in AFL to contruct parallel lines on either side
of a
> linear regression line ?
>
> I'm trying to build a linear regression channels indicator.
>
> The central line would be the linear regression line. The upper
and
> lower channel lines are placed equidistant from the center line
and
> parallel to it. The distance between the central line and the
upper
> line would be equal to greatest distance between the central line
and
> the highest value. The distance between the central line and the
> lower line would be equal to greatest distance between the
central
> line and the lowest value.
>
> I've been racking my brain, reading through the various AFL
> functions, and searching this group !! Is this even possible ?
>
> Inputs would be the start date, end date, and variable array
(e.g.
> Close).
>
> Thanks,
> HB
>
>
>
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