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so I made som changes, that is replaced
Cum with Barindex, it works fster but it would not plot the values
for the lines on the right side of the window.
but for stdev and linregslope I have no idea how to do it
I'll put the whole script in the files department, maybe someone with
time and klowledge could help
sincerely
--- In amibroker@xxxxxxxxxxxxxxx, "lagramada7" <tm7@xxx> wrote:
>
> Tomasz answered kindly
>
> Hello,
>
> This formula is written poorly:
>
> FIRST:
>
> Replace Cum( 1 ) with BarIndex()
>
>
> So instead of:
>
> x =
>
> Cum(1);
>
> use
>
> x = BarIndex();
>
>
> Then replace all other occurrences of BarIndex() by simply x
> (AVOID repetitive calls of the same function !)
>
> Again replace repetitive calls of StDev and LinRegSlope
> with ONE call and use later the variables.
>
>
> Best regards,
> Tomasz Janeczko
>
>
>
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "lagramada7" <tm7@> wrote:
> >
> > 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 <http://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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