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Yes Anthony,
The lower Line (not the lowest) is the line I'm interested in finding
stocks closing price at. It's basically finding stocks in an uptrend
(Thats why the slope has to be greater than 0) that have pulled back
to the lower regression line.
Thanks for your help!
Jim
_SECTION_BEGIN("Lin Regr Line w 2 Standard Deviation Channels ");
// Linear Regression Line with 2 Standard Deviation Channels Plotted
Above and Below
// Written by Patrick Hargus, with critical hints from Marcin
Gorzynski, Amibroker.com Technical Support
// Designed for use with AB 4.63 beta and above, using drag and
drop feature.
// Permits plotting a linear regression line of any price field
available on the chart for a period determined by the user.
// 2 Channels, based on a standard deviation each determined by
the user, are plotted above and below the linear regression line.
// A look back feature is also provided for examining
how the indicator would have appeared on a chart X periods in the
past.
P = ParamField("Price field",-1);
Daysback = Param("Period for Liner Regression Line",21,1,240,1);
shift = Param("Look back period",0,0,240,1);
// =============================== Math Formula
=============================================================
x = Cum(1);
lastx = LastValue( x ) - shift;
aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) );
bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) );
y = Aa + bb * ( x - (Lastx - DaysBack +1 ) );
// ==================Plot the Linear Regression Line
==========================================================
LRColor = ParamColor("LR Color", colorCycle );
LRStyle = ParamStyle("LR Style");
LRLine = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y,
Null );
Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); // styleDots );
// ========================== Plot 1st SD Channel
===============================================================
SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);
SD = SDP/2;
width = LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS
WHERE THE WIDTH OF THE CHANELS IS SET
SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width ,
Null ) ;
SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width ,
Null ) ;
SDColor = ParamColor("SD Color", colorCycle );
SDStyle = ParamStyle("SD Style");
Plot( SDU , "Upper Lin Reg", SDColor,SDStyle );
Plot( SDL , "Lower Lin Reg", SDColor,SDStyle );
// ========================== Plot 2d SD Channel
===============================================================
SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);
SD2 = SDP2/2;
width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); // THIS
IS WHERE THE WIDTH OF THE CHANELS IS SET
SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 ,
Null ) ;
SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 ,
Null ) ;
SDColor2 = ParamColor("2 SD Color", colorCycle );
SDStyle2 = ParamStyle("2 SD Style");
Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 );
Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 );
// ============================ End Indicator Code
==============================================================
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Jim,
>
> What is this:
> (Linear
> > Regression Index - LR Channel)
> Do you have formula ?
>
> Anthony
> ----- Original Message -----
> From: jnk1997
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, March 21, 2005 3:47 PM
> Subject: [amibroker] Re: Help with AFL Formula Please!
>
>
>
> Is there no one willing to translate this into AFL?
> Thanks in advance
> JIm
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "jnk1997" <jnk1997@xxxx> wrote:
> >
> > Hello,
> >
> > I would like to add the following condition to an AFL buy
formula:
> > Can someone translate this into AFL?
> >
> >
> > AND 60 day slope of close (LR) is above 0
> > AND low (close price) is near bottom (within 10%) LRI(60)
(Linear
> > Regression Index - LR Channel)
> >
> > Thanks
> > Jim
>
>
>
>
>
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