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Anthony,
"Amibroker has linear regression slope as a built-in"
Thanks, yes I know.
I guess you didn't check out the link that I posted on the topic of
discussion.
http://www.stockcentral.com.au/forum/machine/Forum32/HTML/000864
.html
Cheers Glenn
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
<ajf1111@xxxx> wrote:
> Glen,
>
> Amibroker has linear regression slope as a built-in:
>
> add this to the bottom of the formula you just posted....
>
> Plot(LinRegSlope(C,21),"",colorRed,styleLine|styleOwnScale);
>
> ----- Original Message -----
> From: Glenn
> To: 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:
>
>
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);
>
>
>
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