Re: [amibroker] Re: little piece of code

["ed nl" <ed2000nl@xxxxxxx>]

hi iascool,

see code below. The number of future bars have length "fut". The future channel I plotted as dots.   However they will not be plotted on the last bar (Barcount). I do not think it is possible to draw into the future (after Barcount) or I do not know how. Because to do that you need to be able to extend the arrays we calculate with and I don't think this is possible. Maybe somebody else (TJ?) could comment on that.

Also I added an example of how you could use the trend channel to find buy or sell points. These are plotted in the chart. Just let the trend channel walk through time and you will see buy and sell signals appear occasionally. They are always plotted 1 bar after the channel.

rgds, Ed


/*

trend channel development

Edward Pottasch, nov 2004

*/


per = 20;
fut = 10;
mm = (H + L) / 2;

x = Cum(1);
lastx = LastValue(x); 
selv = SelectedValue(x);

aaa = LinRegIntercept(mm, per);
bbb = LinRegSlope(mm, per);

daa = SelectedValue(ValueWhen(x, aaa, 1));
dbb = SelectedValue(ValueWhen(x, bbb, 1));

xx = IIF(x > selv - per AND x <= selv, x - (selv - per),null);
yy = daa + dbb * xx;

fxx = IIF(x > selv AND x <= selv + fut, x - (selv - per),null);
fyy = daa + dbb * fxx;

dhh = abs(H - yy);
dll = abs(L - yy);
dtt = MAX(dhh,dll);

wd = SelectedValue(HHV(dtt,per));

Buy = Ref(L,-1) == Ref(yy - wd, -1) AND Ref(selv == x,-1);
BuyPrice = O;
Short = Ref(H,-1) == Ref(yy + wd, -1) AND Ref(selv == x,-1);
ShortPrice = O;

Plot(yy, "LinReg", colorBlue, 1);
Plot(yy + wd, "Upper Boundary", colorRed, 1);
Plot(yy - wd, "Lower Boundary", colorBrightGreen, 1);

// plot into future
Plot(fyy, "LinReg", colorBlue ,styleDots | styleNoLine);
Plot(fyy + wd, "Upper Boundary", colorRed ,styleDots | styleNoLine);
Plot(fyy - wd, "Lower Boundary", colorBrightGreen ,styleDots | styleNoLine);

Plot(C,"",colorwhite,64);
PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition = BuyPrice, offset = 0 );
PlotShapes(IIf(Short,shapeHollowDownArrow,0),colorLightBlue, layer = 0, yposition = ShortPrice, offset = 0 );

  ----- Original Message ----- 
  From: iascool 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Wednesday, November 10, 2004 12:53 PM
  Subject: [amibroker] Re: little piece of code



  Hi Ed
  I have a same peice of code in excel with the regressionlines as 
  stated by you. Is it posible for u to code it further so that the 
  reg-lines can be projected 10timeunits ahead in future.This is what 
  I have in excel and it is off emmense use.

  Regards

  --- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx> wrote:
  > previous subject line was in error ....
  > 
  > in my attemps to make a trend following systems I made this little 
  piece of code pure for visualisation. Put is in the Ind. Builder and 
  click somewhere in the chart with the mouse.
  > 
  > rgds, Ed
  > 
  > /*
  > 
  > trend channel development
  > 
  > Edward Pottasch, nov 2004
  > 
  > */
  > 
  > 
  > per = 10;
  > mm= (H + L) / 2;
  > 
  > x = Cum(1);
  > lastx = LastValue( x ); 
  > selv = SelectedValue(x);
  > 
  > aaa = LinRegIntercept( mm, per);
  > bbb = LinRegSlope( mm, per );
  > 
  > daa = SelectedValue(ValueWhen( x, aaa, 1));
  > dbb = SelectedValue(ValueWhen( x, bbb, 1));
  > 
  > xx = IIF(x > selv - per AND x <= selv, x - (selv - per),null);
  > yy = daa + dbb * xx;
  > 
  > detrend = mm - yy;
  > wd = SelectedValue(HHV(abs(detrend),per));
  > 
  > Plot(yy, "LinReg", colorBlue );
  > Plot(yy + wd, "Upper Boundary", colorRed );
  > Plot(yy - wd, "Lower Boundary", colorBrightGreen );
  > 
  > Plot(C,"",colorwhite,64);
  > 
  > [Non-text portions of this message have been removed]





  Check AmiBroker web page at:
  http://www.amibroker.com/

  Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 


        Yahoo! Groups Sponsor 
              ADVERTISEMENT
             
       
       


------------------------------------------------------------------------------
  Yahoo! Groups Links

    a.. To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/
      
    b.. To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx
      
    c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 



[Non-text portions of this message have been removed]



------------------------ Yahoo! Groups Sponsor --------------------~--> 
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/