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Hi Guys,
I am trying to project envelopes in future by using LinRegSlope etc.
Although I am successful in doing this, problem is that this
projection
from past changes as new price bars are added daily.
Thus if yesterday's projection based on last 20 price bars was say
at value 100, the price bar added today changes the value
for "yesterday's projection" to say 95.
Hence my envelopes look great on history data but unreliable on
today's data.
What I wish to do is very simple but I don't know how to code this
bit. I wish to retain every bar's projection value to what it was
on that day.
My code in brief, shifts 20 days Moving Average say 10 days
backwards and then projects it 10 days forward using a function
based on Linregslope etc. When tomorrow's data is added the new
projection is created but also yesterday's projection value changes.
I wish to plot yesterday's projection value on yesterday's bar and
today's value on current bar.
How can I do this?
Thanks
Sam.
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