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I mailed to Tomasz about a AFL script I derived from one on AFL library
I added some more lines @ fib distance to the original channel. works fine in day, 60 or 30 min, but with YM in 3 or 5 min my laptop is very, very slow
// 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
AB slows to a crawl when using following AFL with YM in 3 min
any hint?
sincerely
// 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.
P =
ParamField("Price field",-1 );
Daysback =
Param("Period for Liner Regression Line", 233,1,21046,1);
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 ); // styleDots );
// ========================== Plot 1st SD Channel ===============================================================
SDP =
Param("Standard Deviation", 1.3 , 0, 21, 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 );
Plot
( SDL , "Lower Lin Reg", SDColor,SDStyle );
// ========================== Plot 2d SD Channel ===============================================================
SDP2 =
Param("2d Standard Deviation", 2.1 , 0, 21, 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 );
Plot
( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 );
// ========================== Plot 3d SD Channel ===============================================================
SDP3 =
Param("3d Standard Deviation", 3.4 , 0, 21, 0.1);
SD3 = SDP3/
2;
width3 =
LastValue( Ref(SD3*StDev (p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET
SDU3 =
IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width3 , Null ) ;
SDL3 =
IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width3 , Null ) ;
SDColor3 =
ParamColor("3 SD Color", colorCycle );
SDStyle3 =
ParamStyle("3 SD Style");
Plot
( SDU3 , "Upper Lin Reg", SDColor3,SDStyle3 );
Plot
( SDL3 , "Lower Lin Reg", SDColor3,SDStyle3 );
// ========================== Plot 4d SD Channel ===============================================================
SDP4 =
Param("4d Standard Deviation", 5.5 , 0, 21, 0.1);
SD4 = SDP4/
2;
width3 =
LastValue( Ref(SD4*StDev (p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET
SDU4 =
IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width3 , Null ) ;
SDL4 =
IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width3 , Null ) ;
SDColor4 =
ParamColor("4 SD Color", colorCycle );
SDStyle4 =
ParamStyle("4 SD Style");
Plot
( SDU4 , "Upper Lin Reg", SDColor4,SDStyle4 );
Plot
( SDL4 , "Lower Lin Reg", SDColor4,SDStyle4 );
// ========================== Plot 5d SD Channel ===============================================================
SDP5 =
Param("5d Standard Deviation", 8.9 , 0, 21, 0.1);
SD5 = SDP5/
2;
width5 =
LastValue( Ref(SD5*StDev (p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET
SDU5 =
IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width5 , Null ) ;
SDL5 =
IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width5 , Null ) ;
SDColor5 =
ParamColor("5 SD Color", colorCycle );
SDStyle5 =
ParamStyle("5 SD Style");
Plot
( SDU5 , "Upper Lin Reg", SDColor5,SDStyle5 );
Plot
( SDL5 , "Lower Lin Reg", SDColor5,SDStyle5 );
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