|
PureBytes Links
Trading Reference Links
|
Hi,
Regarding the linear regression slope.
A Metastock indicator (by Jose) posted and discussed here:
http://www.stockcentral.com.au/forum/machine/Forum32/HTML/000864
.html
Here is an attempt at a conversion to AB.
Title = "Linear Regression Slope - % 21";
GraphXSpace = 5;
pds= Param("LRS periods",21,1,150,1);
x= Param("Op=1 Hi=2 Lo=3 Cl=4 Vol=5",4,1,5,1);
x= IIf(x==1,O,IIf(x==2,H,IIf(x==3,L,IIf(x==4,C,V))));
LRend= LinearReg(x,pds);
LRstart= LRend-LinRegSlope(x,pds)*(pds-1);
y= Min(LRend,LRstart)/Max(LRend,LRstart);
LRS= (IIf(LRend>LRstart,2-y,y)-1)/(pds-1)*100;
pi= 4*atan(1);
LRSper= atan(LRS)*(180/pi)*10/9;
Plot(LRSper,"LinReg",colorBlue,1);
Plot(0,"",colorRed,1);
Cheers Glenn
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
<ajf1111@xxxx> wrote:
> Mark,
>
> Yes, I have read your previous posts.....I have been working on an
update to the formula **Trendline with degree output**, and from
reading your most recent post...it would seem that I am going in the
same direction.....would you call it **Normalizing the close** ?
>
> Anthony
> ----- Original Message -----
> From: MarkF2
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, June 20, 2003 12:04 PM
> Subject: [amibroker] Re: Trendline with Degree output
>
>
> Anthony- Did you see my response to DT's post? This is not a matter
> of opinion, the formula is being misapplied.
>
> Mark
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
<ajf1111@xxxx>
> wrote:
> > I would like to thank Dimitri for lending a second pair of
> eyes....and checking over the formula for Trendline with Degree
> output.....
> >
> > Anthony
> > ----- Original Message -----
> > From: DIMITRIS TSOKAKIS
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Thursday, June 19, 2003 4:19 AM
> > Subject: [amibroker] Re: Trendline with Degree output
> >
> >
> > The angle of QQQ *is* 4deg, the angle of ^NDX *is* 72deg and
the
> > formula *is* correct.
> > See also #3825 message.
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
<ajf1111@xxxx>
> > wrote:
> > > Thanks Mark.....I am looking into it.....
> > >
> > > Anthony
> > > ----- Original Message -----
> > > From: MarkF2
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Tuesday, June 17, 2003 3:20 PM
> > > Subject: [amibroker] Re: Trendline with Degree output
> > >
> > >
> > > Anthony- really nice, but I think there's a bug somewhere.
> > Comparing
> > > QQQ with NDX, I got slopes of 4 and 72 degrees respectively,
even
> > > though both trendlines were 27 days and the slopes looked
the
> > same.
> > >
> > > Mark
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
> > <ajf1111@xxxx>
> > > wrote:
> > > > //Automatic Support Trendline With Degrees
> > > >
> > > > //Anthony Faragasso, 2003
> > > >
> > > > x = Cum(1);
> > > >
> > > > per =Param("Percent",2,0.01,3,0.01);// Sensitivity setting
> > > >
> > > > s1=L;//Array
> > > >
> > > > EndValue1 = LastValue( Trough( s1, per, 1 ) );
> > > >
> > > > startvalue = LastValue( Trough( s1, per, 2 ) );
> > > >
> > > > endbar = LastValue( ValueWhen( s1 == EndValue1, x,
1 ) );
> > > >
> > > > startbar = LastValue( ValueWhen( s1 == startvalue, x,
1 ) );
> > > >
> > > > aS = (EndValue1-startvalue)/(endbar-startbar);
> > > >
> > > > bS = EndValue1;
> > > >
> > > > trendline = aS * ( x -endbar ) + bS;
> > > >
> > > > //-----------------------------------//
> > > >
> > > > // Conversion to Degrees //
> > > >
> > > > //-----------------------------------//
> > > >
> > > > pi=4*atan(1);
> > > >
> > > > time=endbar-startbar;
> > > >
> > > > myslope=LinRegSlope(trendline,time);
> > > >
> > > > myradian=atan(myslope);
> > > >
> > > > mydegree=myradian*(180/PI);//Degrees
> > > >
> > > > //-------------------------------------//
> > > >
> > > > Plot(C,"close",colorBlack,styleCandle);
> > > >
> > > >
> > > Plot(IIf(x>startbar-5,trendline,-
> > 1e10),"Trendline",colorYellow,styleLine);
> > > >
> > > > direction=WriteIf(mydegree >= 0 AND mydegree <=
0.99,"Flat
> > > > ",WriteIf(mydegree > 0 ,"Rising ",WriteIf(mydegree <
> > 0 , "Falling ",
> > > "")));
> > > >
> > > > DirectionColor=LastValue(IIf(mydegree >
> > > 0,colorBrightGreen,IIf(mydegree < 0,
> > > > colorRed,IIf(mydegree >= 0 AND mydegree <=
> > 0.99 ,colorYellow,Null))));
> > > >
> > > > Title=Name()+"..."+Date()+"\n"+"TRENDLINE is
> > > > "+EncodeColor(directioncolor)+direction+EncodeColor
(colorBlack)
> > +"at
> > > "+"( "+
> > > > WriteVal(mydegree,1)+" )"+" Degrees";
> > > >
> > > >
> > > >
> > > > //plotting ( x, y ) grid
> > > >
> > > > Plot
(startbar==x,"",colorRed,styleHistogram|styleOwnScale);
> > > >
> > > > Plot(ValueWhen(startbar==x,Low),"",colorRed,styleLine);
> > > >
> > > > //-----------------------------------//
> > > >
> > > > // Automatic Anlaysis window Output //
> > > >
> > > > //-----------------------------------//
> > > >
> > > > // Settings : //
> > > >
> > > > // n last quotations and n=1 //
> > > >
> > > > // explore //
> > > >
> > > > //-----------------------------------//
> > > >
> > > > Filter=mydegree > 0 OR mydegree <0;
> > > >
> > > > AddColumn(mydegree,"Degree",1);
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get A Free Psychic Reading! Your Online Answer To Life's Important Questions.
http://us.click.yahoo.com/Lj3uPC/Me7FAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|