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Joe, that's pretty cool, but it doesn't really help me because I want
the starting point to be defined automatically so I can backtest it
without defining it by having to look at the chart. Is it possible to
use a barssince value to define the period for the regression as in my
example?
> > Daysbackb = LastValue(LowestSinceBars( Buy, C));
> > shift = Param("Look back period",0,0,50000,1);
> > xb = Cum(1);
> > lastxb = LastValue( xb ) - shift;
> > ab = LastValue( Ref(LinRegIntercept( p, Daysbackb), -shift) );
> > bb = LastValue( Ref(LinRegSlope( p, Daysbackb ), -shift) );
> > yb = Ab + bb * ( xb - (Lastxb - DaysBackb +1 ) );
Chuck
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxx> wrote:
>
> Charles - I didn't look at your code but here's food for thought.
This clip
> from another script draws a trendline starting from the cursor going
back in time.
> HTH, Joe
> _SECTION_BEGIN("slope study");
>
> Plot(C,"Close",1,64);
>
> _TRACE("DBGVIEWCLEAR");
>
> // LINEAR REGRESSION LINE
>
> Daysback = Param("Lookback",20,2,100,1);
>
> x = Cum(1);
>
> lastx = SelectedValue( x );
>
> // Lastx = LastValue(x);
>
> // Set last bar at selected value
>
> // Plot from that point backwards for NN bars say 10
>
> i = LinRegIntercept(Close,Daysback);
>
> aa = LastValue(ValueWhen(x ==Lastx,i));
>
> s = LinRegSlope(Close,Daysback);
>
> bb = LastValue(ValueWhen(x==Lastx,s)); // Slope of the regressed line
>
> _TRACE("Intcpt= "+aa +" Slope= "+bb);
>
> y = Aa + bb * ( x - (Lastx - DaysBack) );
>
> _TRACE("lastx= "+ Lastx + " LX - 20= "+ (Lastx-20));
>
> Plot( IIf( x >= ( Lastx-daysback) AND x <= Lastx, y, -1e10 ),
"LinReg", colorRed,8 );
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