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Re: [amibroker] Linear Regression Channel

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 Thanks Mr Valley.

It was close.  But there are some timeframes where the plot was zoomed out too much for my taste.  E.g. Weekly. 

If it is possible, I would like to see just the last 24 bars in the chart or something I can customize.

I have it set like this:

Month/Week/Daily

Thanks again,

Tony
qitrader

On 7/23/05, Mr Valley <valleymj@xxxxxxxxxxx> wrote:
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
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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