|
So, have you looked at 23, 115, and 690 on a daily
basis?
Exactly are you trying to accomplish with
this?
----- Original Message -----
Sent: Saturday, July 23, 2005 5:13
PM
Subject: Re: [amibroker] Linear
Regression Channel
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 -----
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
==============================================================
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
YAHOO! GROUPS LINKS
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
YAHOO! GROUPS LINKS
|