|
PureBytes Links
Trading Reference Links
|
dear ed,
with reference to the code below, can u modify it to
plot
standard error channel trendline instead ?
many think
--- ed nl <ed2000nl@xxxxxxx> wrote:
> 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]
>
>
__________________________________
Do you Yahoo!?
Check out the new Yahoo! Front Page.
www.yahoo.com
------------------------ 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/
|