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[amibroker] Re: Help with AFL Formula Please!



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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
> 
> 
> 
> 
> 
>   Please note that this group is for discussion between users only.
> 
>   To get support from AmiBroker please send an e-mail directly to 
>   SUPPORT {at} amibroker.com
> 
>   For other support material please check also:
>   http://www.amibroker.com/support.html
> 
> 
> 
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