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Well Fred...
All I can say is that I have looked over Dan's code and I don't see the use
of the LinearReg() function anywhere, so I really don't see your point.
Seems to me, the reason Dan's code uses LinRegSlope() and LinRegIntercept()
is because the LinearReg() function is for something different. If you are
not interested in explaining it, that's OK - we'll just leave it here...
Steve
----- Original Message -----
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, February 04, 2006 9:52 PM
Subject: [amibroker] Re: Another question about how to use LinearReg()
> So does Dan ...
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>>
>> Thanks Dan - That is nice code and I have something similar...
>>
>> The original question ( as I understand it ) is
>>
>> "How do you use the LinearReg() function to draw a straight line?"
>>
>> I wasn't aware that you could but Fred knows how...
>>
>> Steve
>>
>> ----- Original Message -----
>> From: Dan Clark
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Saturday, February 04, 2006 4:07 PM
>> Subject: RE: [amibroker] Re: Another question about how to use
> LinearReg()
>>
>>
>> Steve and jnz,
>>
>>
>>
>> Here's some code that NW Trader provided. I converted it to a
> function. The first portion of the code is the function. The second
> portion is the chart section that calls it.
>>
>>
>>
>> It looks bad below, so copy it to AB's code editor and the tables
> should be correct. Also, watch out for line wraps.
>>
>>
>>
>> Regards,
>>
>>
>>
>> Dan.
>>
>>
>>
>>
>>
>> function PlotLinearRegression(CurSymbolPrice, PlotLRBool,
> PlotLRSD1Bool, PlotLRSD2Bool,
>>
>>
> DaysBack, Shift, LRSTitleUpColor, LRSTitleDownColor, LRColor,
> LRStyle,
>>
>>
> LRSDPeriods, LRSDColor, LRSDStyle,
>>
>> LRSDPeriods2, LRSDColor2,
> LRSDStyle2,
>>
>>
> SmoothPds
>>
>>
> )
>>
>> {
>>
>> //P = ParamField
> ("Price field",-1);
>>
>>
>>
>> // =============================== Math Formula
> =============================================================
>>
>>
>>
>> x = Cum(1);
>>
>> lastx = LastValue( x ) - shift;
>>
>> aa = LastValue( Ref(LinRegIntercept( CurSymbolPrice ,
> Daysback), -shift) );
>>
>> bb = LastValue( Ref(LinRegSlope( CurSymbolPrice ,
> Daysback ), -shift) );
>>
>> y = Aa + bb * ( x - (Lastx - DaysBack +1 ) );
>>
>>
>>
>> LRSlope = LinRegSlope(
> CurSymbolPrice , Daysback) ;
>>
>> SlopeAngle = bb;
>>
>>
>>
>> //==================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 +
> styleNoLabel ); // styleDots );
>>
>> // Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE|styleLine +
> styleNoRescale + styleNoTitle + styleNoLabel ); // styleDots );
>>
>> // ========================== Plot 1st SD Channel
> ===============================================================
>>
>>
>>
>> LRSDPeriods = Param("Standard Deviation", 1.5, 0, 6, 0.1);
>>
>> SD = LRSDPeriods/2;
>>
>>
>>
>> width = LastValue( Ref(SD * StDev(CurSymbolPrice ,
> 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 ) ;
>>
>>
>>
>> //LRSDColor = ParamColor("SD Color", colorCycle );
>>
>> //LRSDStyle = ParamStyle("SD Style");
>>
>>
>>
>> Plot( SDU , "Upper Lin Reg", LRSDColor, LRSDStyle +
> styleNoRescale + styleNoTitle + styleNoLabel );
>>
>> Plot( SDL , "Lower Lin Reg", LRSDColor, LRSDStyle +
> styleNoRescale + styleNoTitle + styleNoLabel);
>>
>>
>>
>>
>>
>> // ========================== Plot 2d SD Channel
> ===============================================================
>>
>> ATRRaw = ATR(Daysback);
>>
>> ATRMultiplier = Param("ATR Multiplier", 1, .1, 10, .1, .1);
>>
>> //Make this a single value to
>>
>> ATRWeighted = ATRRaw * ATRMultiplier;
>>
>>
>>
>> //LRSDPeriods2 = Param("2d Standard Deviation", 2.0, 0, 6,
> 0.1);
>>
>> SD2 = LRSDPeriods2/2;
>>
>>
>>
>> //width2 = ATRWeighted * LastValue( Ref(SD2*StDev(p,
> Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS
> SET
>>
>> width2 = LastValue( Ref(SD2*StDev(CurSymbolPrice ,
> 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 ) ;
>>
>>
>>
>> //LRSDColor2 = ParamColor("2 SD Color", colorCycle );
>>
>> //LRSDStyle2 = ParamStyle("2 SD Style");
>>
>>
>>
>> Plot( SDU2 , "Upper Lin Reg", LRSDColor2, LRSDStyle2 +
> styleNoRescale + styleNoTitle + styleNoLabel);
>>
>> Plot( SDL2 , "Lower Lin Reg", LRSDColor2, LRSDStyle2 +
> styleNoRescale + styleNoTitle + styleNoLabel );
>>
>> // ============================ End Indicator Code
> ==============================================================
>>
>>
>>
>> return SlopeAngle;
>>
>>
>>
>> }
>>
>>
>>
>>
>>
>> _SECTION_BEGIN("Linear Regression");
>>
>> // Linear Regression Line with 2 Standard Deviation Channels
> Plotted Above and Below
>>
>> // Written by Patrick Hargus, with critical hints from Marcin
> Gorzynski, Amibroker.com Technical Support
>>
>> // Designed for use with AB 4.63 beta and above, using drag
> and drop feature.
>>
>> // Permits plotting a linear regression line of any price field
> available on the chart for a period determined by the user.
>>
>> // 2 Channels, based on a standard deviation each determined
> by the user, are plotted above and below the linear regression line.
>>
>> // A look back feature is also provided for examining
> how the indicator would have appeared on a chart X periods in the
> past.
>>
>>
>>
>> CurDatabase = GetDatabaseName();
>>
>> if (CurDatabase == "InteractiveBrokers")
>>
>> {
>>
>> DefaultLRPeriod = 400;
>>
>> MinLRPeriod = 10;
>>
>> MaxLRPeriod = 1400;
>>
>> IncrementLRPeriod = 10;
>>
>> }
>>
>> else
>>
>> {
>>
>> DefaultLRPeriod = 21;
>>
>> MinLRPeriod = 1;
>>
>> MaxLRPeriod = 200;
>>
>> IncrementLRPeriod = 1;
>>
>> }
>>
>>
>>
>> PlotLRSD1Bool = ParamToggle("Plot LR Std Dev
> Narrow?", "No|Yes", 1);
>>
>> PlotLRSD2Bool = ParamToggle("Plot Std Dev
> Wide?", "No|Yes", 1);
>>
>>
>>
>> Daysback = Param("Period for Liner Regression
> Line",DefaultLRPeriod,MinLRPeriod,MaxLRPeriod ,IncrementLRPeriod);
>>
>> shift = Param("Look back period",0,0,240,1);
>>
>> LRSTitleUpColor = ParamColor("LR Slope Title Up Color",
> colorLime );
>>
>> LRSTitleDownColor = ParamColor("LR Slope Title Down Color",
> colorRed );
>>
>>
>>
>> LRColor = ParamColor("LR Color",
> colorCycle );
>>
>> LRStyle = ParamStyle("LR Style");
>>
>>
>>
>> LRSDPeriods = Param("LR Std Dev Wide", 1.5, 0, 6, 0.1);
>>
>> LRSDColor = ParamColor("SD Color", colorCycle );
>>
>> LRSDStyle = ParamStyle("SD Style");
>>
>>
>>
>> LRSDPeriods2 = Param("Std Dev Narrow", 2.0, 0, 6, 0.1);
>>
>> LRSDColor2 = ParamColor("2 SD Color",
> colorCycle );
>>
>> LRSDStyle2 = ParamStyle("2 SD Style");
>>
>>
>>
>>
>>
>> //Init
>>
>> CurSymbolPrice = 0;
>>
>>
>>
>> if ( PlotLRBool
>>
>> AND PlotSymbolBool
>>
>> AND CurSymbolType != "NewHiLow"
>>
>> AND CurSymbolType != "DMF"
>>
>> AND CurSymbolType != "AD"
>>
>> )
>>
>> {
>>
>> //First get the Current Symbol price that we are using
>>
>> if ( CurSymbolType == "Price"
>>
>> OR CurSymbolType == "Index"
>>
>> OR CurSymbolType == "MutualFund")
>>
>> {
>>
>> CurSymbolPrice = C;
>>
>> }
>>
>>
>>
>> if (CurSymbolType == "DMF")
>>
>> {
>>
>> CurSymbolPrice = C ;
>>
>> CurSymbolPrice = EMA(CurSymbolPrice ,
> SmoothPds);
>>
>> }
>>
>> else if (CurSymbolType == "NewHiLow")
>>
>> {
>>
>> CurSymbolPrice = 0 ;
>>
>> }
>>
>> else if (CurSymbolType == "AD")
>>
>> {
>>
>> AdvancingCount = C;
>>
>> DecliningCount = O;
>>
>> AdvancingVolume = H;
>>
>> DecliningVolume = L;
>>
>>
>>
>> if (ADVolumeBool) //PlotVolume
>>
>> {
>>
>> ADAdvancing = AdvancingVolume;
>>
>> ADDeclining = DecliningVolume;
>>
>> }
>>
>> else
>>
>> {
>>
>> ADAdvancing = AdvancingCount;
>>
>> ADDeclining = DecliningCount;
>>
>> }
>>
>>
>>
>>
>>
>> CurSymbolPrice = ADAdvancing - ADDeclining;
>>
>> }
>>
>> //Title = NumToStr(DecliningCount);
>>
>> LRSlopeAngle = PlotLinearRegression(CurSymbolPrice,
> PlotLRBool, PlotLRSD1Bool, PlotLRSD2Bool,
>>
>>
> DaysBack, Shift, LRSTitleUpColor, LRSTitleDownColor, LRColor,
> LRStyle,
>>
>>
> LRSDPeriods, LRSDColor, LRSDStyle,
>>
>> LRSDPeriods2, LRSDColor2,
> LRSDStyle2,
>>
>>
> SmoothPds);
>>
>>
>>
>> }
>>
>>
>>
>>
>>
>>
>>
>> _SECTION_END();
>>
>>
>>
>>
>> --------------------------------------------------------------------
> ----------
>>
>> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Steve Dugas
>> Sent: Saturday, February 04, 2006 12:11 PM
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: Re: [amibroker] Re: Another question about how to use
> LinearReg()
>>
>>
>>
>> OK...Could you show me how you would do this? Draw the line I
> mean...
>>
>> Steve
>>
>> ----- Original Message -----
>> From: "Fred" <ftonetti@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Saturday, February 04, 2006 2:49 PM
>> Subject: [amibroker] Re: Another question about how to use
> LinearReg()
>>
>>
>> > It is ALSO for drawing straight lines around which one can plot
> among
>> > other things such as parallel lines at +/- n Standard
> Deviations ...
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@>
> wrote:
>> >>
>> >> Hi,
>> >>
>> >> LinearReg is not for drawing straight lines - it is built by
>> > plotting the
>> >> endpoints of a LinReg line as it shifts forward through time.
> Use
>> > it like a
>> >> moving average - it hugs the price ( or whatever ) very
> tightly.
>> >>
>> >> Steve
>> >>
>> >> ----- Original Message -----
>> >> From: "jnz88" <jnz88@>
>> >> To: <amibroker@xxxxxxxxxxxxxxx>
>> >> Sent: Saturday, February 04, 2006 11:55 AM
>> >> Subject: [amibroker] Another question about how to use
> LinearReg()
>> >>
>> >>
>> >> > There is a library item in AFL libreary showing how to draw
>> > linear reg
>> >> > line without using LinearReg() function.
>> >> >
>> >> > Could anybody show me how to use LinearReg() to do the same
>> > thing. This
>> >> > could help me to understand further about this function
>> >> >
>> >> > thanks,
>> >> >
>> >> >
>> >> >
>> >> >
>> >> >
>> >> >
>> >> > 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>>
>>
>>
>>
>> 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
>>
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>>
>>
>>
>>
>>
>>
>>
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>
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>
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