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> I am hopeful that someone with a better understanding of math
and/or
> AB will fix the code I've shown to remove these problems. PLEASE
> re-post your corrections here.
Replace
X = Cum(1);
with
x = BarIndex() - LastValue( BarIndex() - npnt );
> // Regression Fit to a Quadratic Equation */
> // Ed Hoopes
> // April 2005
> // Rev A
>
> // Number of lookback days;
> NPNT = Param("Pers", 50, 8, 200);
>
> X = Cum(1); // The x cordinate array (# of Bars);
> Y = Close; // The y co-ordinate array (Prices);
>
> // Calculate some terms;
>
> SUMX = LastValue(Sum(X,NPNT));
> SUMY = LastValue(Sum(Y,NPNT));
> SUMXY = LastValue(Sum(X*Y,NPNT));
> SUMSQX = LastValue(Sum(X*X,NPNT));
> SUMX3 = LastValue(Sum(X*X*X,NPNT));
> SUMX4 = LastValue(Sum(X*X*X*X,NPNT));
> SUMX2Y = LastValue(Sum(Y*X*X,NPNT));
>
> // Calculate some more terms;
> XPNT = NPNT;
> RECIP = 1 / XPNT;
> SAVEA = SUMSQX - ((SUMX * SUMX) / XPNT);
> SAVEC = SUMXY - ((SUMX * SUMY) / XPNT);
>
> XMEAN = SUMX / XPNT;
> YMEAN = SUMY / XPNT;
>
> // Fake a 3x3 matrix with variables - fake a Gauss Elimination;
>
> COEF21 = SAVEC / SAVEA ;
>
> TEMP = (SUMX * SUMSQX) / XPNT ;
> TEMP1 = SUMX3 - TEMP;
>
> COEF32 = (((SUMX2Y - ((SUMY * SUMSQX) / XPNT)) / TEMP1) -
COEF21) /
> (((SUMX4 - ((SUMSQX * SUMSQX) / XPNT)) /
TEMP1) - (TEMP1 / SAVEA));
>
> COEF22 = (SAVEC - COEF32 * (SumX3 - TEMP)) / SAVEA;
>
> COEF12 = YMEAN - (COEF22 * XMEAN) - (COEF32 * (SUMSQX * RECIP));
>
> ATERM = COEF12;
> BTERM = COEF22;
> CTERM = COEF32;
>
> /* Force the x value to be very negative so the graph does not
appear
> before the lookback period */
>
> Domain = IIf ( X > LastValue(X) - NPNT, 1 , -1e10);
> X = X * Domain;
>
> // Quadratic Regression Line y = a + bx + cx^2 ;
>
> Y = ATERM + BTERM * X + CTERM * X * X;
>
> // Plot a Bar chart;
> Graph0 = Close;
> Graph0Style = styleBar;
> Graph0Color = colorLightGrey;
>
> // Plot the Quadratic Fit */
> Graph1 = Y;
> Graph1Style = styleLine;
> Graph1Color = colorYellow;
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