In addition to the tool I
use this formula to have a Linerar Regression channel set up all the time for
my charts
The following works for
me, maybe this might help
_SECTION_BEGIN("LinearRegression");
P = ParamField("Price field",-1);
Daysback = Param("Period for Liner Regression Line",21,1,240,1);
shift = Param("Look back period",0,0,240,1);
// =============================== 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|styleNoRescale
); // 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 );
// ============================ End Indicator Code
==============================================================
_SECTION_END();
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Joe Landry
Sent: Monday, September 12, 2005
10:30 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] LINEAR
REGRESSION CHANNEL
There's a tool in your tool bar that plots
linear regression line...the length of
your choice and channel of your choice
Raff, Std Dev.or Std Error.
My tool bar is on the right hand side of
the chart display and by hovering your cursor over it
you'll see what it's called -
"regression channel"
----- Original Message -----
Sent: Sunday, September
11, 2005 10:54 AM
Subject: [amibroker] LINEAR
REGRESSION CHANNEL
Is it possible to plot LINEAR
REGRESSION CHANNEL in Amibroker?
If it is, how do I do that.
Thank you in advance for your help.
Joe
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