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Glen,
Amibroker has linear regression slope as a
built-in:
add this to the bottom of the formula you
just posted....
Plot(<FONT color=#0000ff
size=2>LinRegSlope(C,<FONT color=#ff00ff
size=2>21),<FONT color=#ff00ff
size=2>"",colorRed,styleLine|styleOwnScale);<FONT
face="Courier New" size=2>
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Glenn
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, June 20, 2003 7:46 PM
Subject: [amibroker] Re: Trendline with
Degree output
Hi,Regarding the linear regression slope.A
Metastock indicator (by Jose) posted and discussed here:<A
href="">http://www.stockcentral.com.au/forum/machine/Forum32/HTML/000864.htmlHere
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);
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