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Anthony,
When I run with my formula I get an error on your line as follows:
Error 29, variable "sdl" used without having been initialized
What is sdl and how do I initialize it?
I tried posted the Linear regression code before the trading formula
and the AFL checker keeps finding errors in that code even though the
code works perfect as an indicator on my charts.
Thanks
Jim
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Jim,
>
> try this:
> LinRegSlope(C,60) > 0 AND C >= sdl and C <= sdl*1.10
>
>
>
> ----- Original Message -----
>
> From: jnk1997
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, March 21, 2005 4:37 PM
> Subject: [amibroker] Re: Help with AFL Formula Please!
>
>
>
> 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
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> >
> > To get support from AmiBroker please send an e-mail directly
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> >
> >
> >
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