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no problem. By-the-way these 3 lines can be removed from the code because
they were only used in the other version. I forgot to delete them
> dhh = abs(H - yy);
> dll = abs(L - yy);
> dtt = MAX(dhh,dll);
rgds, Ed
----- Original Message -----
From: "suree namsiripongpan" <suree_n@xxxxxxxxx>
To: <ed2000nl@xxxxxxx>
Sent: Saturday, November 13, 2004 4:21 PM
Subject: Re: [amibroker] little piece of code for standard error channel
> dear ed,
>
> many thanks, it works !
>
>
> --- ed nl <ed2000nl@xxxxxxx> wrote:
>
>> 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.
>> >
>>
> === message truncated ===
>
>
>
>
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