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Please. How would you specify:
8 linear regression
3 MA
2 Std error
Greg
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Yes that's true. Actually "Standard Error" parameter defines
number of periods for BOTH standard error and linear reg. (as in
> built-in BBandTop and BBandBot). "Periods" is unused (left over
the William's original code he sent me for checking).
>
> The most important part is SteBand function
>
> function SteBand( array, periods, upper )
> {
> Lr = LinearReg( array, periods );
> se = StdErr( array, periods );
> return LR + IIf( upper, 1, -1 ) * 2 * se;
> }
>
> You can for your convenience use it to write functions that
> are similar to BBandTop, BBandBot:
>
> function SteBandTop( array, periods )
> {
> return SteBand( array, periods, True );
> }
>
> function SteBandBot( array, periods )
> {
> return SteBand( array, periods, False );
> }
>
> ///
> Now for your convenience the entire formula with extra parameter
removed:
>
> Var= Param("STD Err Band Periods", 18, 1, 100, 1);
>
> function SteBand( array, periods, upper )
> {
> Lr = LinearReg( array, periods );
> se = StdErr( array, periods );
> return LR + IIf( upper, 1, -1 ) * 2 * se;
> }
>
> upperstderrband = SteBand( C, Var, True );
> lowerstderrband = SteBand( C, Var, False );
> midstderrband = (upperstderrband + lowerstderrband )/2;
>
> Plot(upperstderrband ,"upperstderrband ",colorGreen,4);
> Plot(Close,"Close",colorBlack,styleCandle);
> Plot(lowerstderrband ,"lowerstderrband ",colorRed,4);
> Plot(midstderrband ,"midstderrband ",colorBlack ,styleLine);
> GraphXSpace = 5;
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "William Peters" <williampeters@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, December 21, 2003 12:19 AM
> Subject: [amibroker] Re: Standard Error bands - Indicator
>
>
> > Dave,
> >
> > No it's not just you, i'll have to find out what the problem is.
Or if TJ is monitoring this he might be able to give an answer to
> the problem. I'm sure its an easy modification but not for me :)
> >
> > Regards,
> > William Peters
> > www.amitools.com
> >
> >
> >
> > -----Original Message-----
> > From: dcrotty2003 [mailto:dcrotty2003@x...]
> > Sent: Saturday December 20, 2003 5:52 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Standard Error bands - Indicator
> >
> >
> > Hi William,
> >
> > Maybe it's just me, but the Param:
> >
> > Periods= Param("Periods", 3, 1, 100, 1);
> >
> > ...doesn't seem to work.
> >
> > Dave.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "William Peters"
> > <williampeters@xxxx> wrote:
> > > Hi,
> > >
> > > Just sharing some code that I originally found on this forum
> > (somewhere) and
> > > was subsequently found to be wrong. Tomasz has made the
> > corrections so here
> > > it is. I've also added it to the AFL library on the AmiBroker
web site.
> > >
> > > /* Standard Error Bands */
> > > Var= Param("Standard Error", 18, 1, 100, 1);
> > > Periods= Param("Periods", 3, 1, 100, 1);
> > >
> > > function SteBand( array, periods, upper )
> > > {
> > > Lr = LinearReg( array, periods );
> > > se = StdErr( array, periods );
> > > return LR + IIf( upper, 1, -1 ) * 2 * se;
> > > }
> > >
> > > upperstderrband = SteBand( C, Var, True );
> > > lowerstderrband = SteBand( C, Var, False );
> > > midstderrband = (upperstderrband + lowerstderrband )/2;
> > >
> > > Plot(upperstderrband ,"upperstderrband ",colorGreen,4);
> > > Plot(Close,"Close",colorBlack,styleCandle);
> > > Plot(lowerstderrband ,"lowerstderrband ",colorRed,4);
> > > Plot(midstderrband ,"midstderrband ",colorBlack ,styleLine);
> > > GraphXSpace = 3;
> > > Regards,
> > > William Peters
> > > www.amitools.com
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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> >
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> >
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/)
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