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HB,
Try this.
Ed
///////////////////////////////////////////////////////
Period=40;
price=A;// choose price array
LinReg=( Period * Sum( Cum( 1 ) * price,Period ) -
Sum( Cum( 1 ),Period) * Sum( price,Period) ) /
(Period * Sum(Cum( 1 )^2,Period ) -
Sum( Cum( 1 ),Period )^2 ) * Cum( 1 ) + (MA(price,Period) -
MA( Cum(1 ),Period) * (Period * Sum( Cum( 1 ) * price,Period) -
Sum( Cum( 1 ),Period ) * Sum( price,Period) ) / (Period *
Sum( Cum(1 )^2 ,Period) - Sum( Cum( 1 ),Period )^2 ) );
ind=(LastValue(LinReg)-(LastValue(LinRegSlope(price,Period))*
(LastValue(Cum(1))-Cum(1))))+Ref(price,(0-(LastValue(Cum(1))-
Period)))-Ref(price,(0-(LastValue(Cum(1))-Period)));
Dist=ind*.05;// distance from regression
Plot( price, "Price", 1, 64);
Plot( ind, "Regression", 5, 1);
Plot( ind+Dist, "+Line", 6, 1);
Plot( ind-Dist, "-Line", 6, 1);
/////////////////////////////////////////////////////
--- In amibroker@xxxx, "HB" <hbahlool0542@xxxx> wrote:
> Hello Ed,
>
> Yes, I used parts of that formula. However, it plots incorrect
results.
>
> Try plotting that one and you'll see what I mean.
>
> HB
> ----- Original Message -----
> From: Sharps_45_70
> To: amibroker@xxxx
> Sent: Wednesday, July 24, 2002 9:19 AM
> Subject: [amibroker] Re: Parallel lines for regression channels ?
>
>
> 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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> >
> >
> >
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>
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