Re: [amibroker] Linear Regression Channel

["Mr Valley" <valleymj@xxxxxxxxxxx>]

Try this - and right click and set time frameif you want something different

 

/* Linear Regression test */

 

P = ParamField("Price field",-1);

 

Daysback = Param("Period for Liner Regression Line",23,1,500,1);

 

shift = Param("Look back period",0,0,500,1);

 

 

 

 

 

//  =============================== 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 | styleNoRescale);

 

Plot( SDL , "Lower Lin Reg", SDColor,SDStyle | styleNoRescale);

 

 

 

//  ==========================  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 | styleNoRescale);

 

Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 | styleNoRescale);

Plot(Close,"Close",1,4);

 

// ============================ End Indicator Code

 

 

 

 

 

 

 

 

 

 

 

 

 

----- Original Message -----

From: Tony Lei

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, July 23, 2005 2:08 PM

Subject: Re: [amibroker] Linear Regression Channel

Great

But where do I put that into.  The code is provided below.

Thanks

tony

P = ParamField("Price field",-1);
Daysback = Param("Period for Liner Regression Line",23,1,500,1);
shift = Param("Look back period",0,0,500,1);


//  =============================== 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, 0, 6, 0.1);
SD = SDP;

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, 6, 0.1);
SD2 = SDP2;

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 ==============================================================

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