RE: [amibroker] linear regression

["Herman van den Bergen" <psytek@xxxx>]

This wasn't written by me, sorry don't know where I picked it up...
Herman

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Period=150;
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);
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