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previous mail was the standard deviation. This one I use StdErr(C,per). Again I'm not sure if you need to add wd = wd / 2;
rgds, Ed
/*
trend channel development
standard deviation
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;
dhh = abs(H - yy);
dll = abs(L - yy);
dtt = MAX(dhh,dll);
// calculate the standard deviation
wd = SelectedValue(StdErr(C,per));
Plot(yy, "LinReg", colorBlue, 1);
Plot(yy + wd, "Upper Boundary", colorRed, 1);
Plot(yy - wd, "Lower Boundary", colorBrightGreen, 1);
Plot(C,"",colorwhite,64);
// calculate points into the "future" (no real future display possible - as far as I know -)
fut = 4;
fxx = IIF(x > selv AND x <= selv + fut, x - (selv - per),null);
fyy = daa + dbb * fxx;
Plot(fyy, "LinReg", colorBlue ,styleDots | styleNoLine);
Plot(fyy + wd, "Upper Boundary", colorRed ,styleDots | styleNoLine);
Plot(fyy - wd, "Lower Boundary", colorBrightGreen ,styleDots | styleNoLine);
----- Original Message -----
From: suree namsiripongpan
To: amibroker@xxxxxxxxxxxxxxx ; ed2000nl@xxxxxxx
Sent: Saturday, November 13, 2004 10:45 AM
Subject: [amibroker] little piece of code for standard error channel
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
>
>
>
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