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Re: [amibroker] Linear Regression Channel



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Werner,
 
here an example. See chart how it looks like. You can move the cursur and the channel moves with it,
 
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;

// calculate the standard deviation

wd =
SelectedValue(StDev
(mm,per));

SetChartOptions(0, chartShowDates
);
GraphXSpace = 5
;
Plot(yy, "LinReg", colorBlue, 1
);
Plot(yy + wd, "Upper Boundary", colorRed, 1
);
Plot(yy - wd, "Lower Boundary", colorBrightGreen, 1
);
Plot(C,"",colorWhite,64);
 
----- Original Message -----
From: Werner
Sent: Monday, March 28, 2005 9:24 PM
Subject: [amibroker] Linear Regression Channel


Hi there,

does anybody know how to draw the LINEAR REGRESSION CHANNEL ?

Parallel lines are drawn 2 Standard Deviations above and below a
Linear Regression Trend Line.

Thanks for any suggestions.

Werner







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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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