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From Users Guide, page 119:
Style is defined as a combination (using either
addition (+) or binary−or (|) operator) of one or more following
flags ( you
can use predefined style__ constants instead of numbers)
styleLine = 1 −
normal (line) chart (default)
styleHistogram = 2 − histogram chart---
----- Original Message --Style
constants From: droskill Sent: Sunday, July 20, 2008 10:59
PM
Subject: [amibroker] Re: Question on R2
indicator
Bill - appreciate the help.
One last question - there is
a part of the plot command I've not seen
before - looks like a pipe command
from my Unix
days:
Plot(slope,"Slope",IIf(slope<0,4,5),2|styleOwnScale);
What
is the 2|styleOwnScale - meaning, I understand what styleOwnScale
does, but
I'm not clear on what it means to put a 2| before
it.
Thanks!
--- In amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <timesarrow@xxx> wrote:
>
> To understand
what is happening I suggest that you walk through the
code line by line and
be certain that you understand what each line is
doing. You will find
the Users Guide and Help quite helpful for this
exercise.
>
>
To answer your specific question, the red line at -1.066 is the
slope of
the linear regression line (not plotted - see codes in
library if you want
to plot) for C over a period of 20 using the
syntax found here:
http://www.amibroker.com/guide/afl/afl_view.php?id=84.
Each red/green
line is the slope of LRLine(C) over the previous 20
periods. The
y-axis scale for the red/green lines is controlled by
styleownscale,
rather than the scaling shown for r^2:
http://www.amibroker.com/guide/afl/afl_view.php?id=114.
>
> Bill
>
> ----- Original Message -----
> From: droskill
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, July 20, 2008 8:04 PM
>
Subject: [amibroker] Re: Question on R2 indicator
>
>
> Sorry - service was down - now back up.
>
> --- In amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <timesarrow@> wrote:
>
>
> > no picture at link
>
> ----- Original Message -----
>
> From: droskill
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, July 20, 2008 5:44
PM
> > Subject: [amibroker] Re: Question on
R2 indicator
> >
> >
> > A picture is worth about $10 - less with
inflation but there
you go -
> > hopefully
this will help in understanding what I'm saying.
> >
> > http://dl.getdropbox.com/u/17693/Redline.png
>
>
> > Thanks!
> >
> > --- In amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <timesarrow@>
wrote:
>
> >
> > > If it is not
the slope how do you interpret
> >
"slope=LinRegSlope(C,r2pds);" in the code?
>
> >
> > >
----- Original Message -----
> >
> From: droskill
> >
> To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Sunday, July 20,
2008 3:53 PM
> > > Subject:
[amibroker] Re: Question on R2 indicator
> >
>
> > >
>
> > Yup - see that - but then what is the value
of the Green or
> Red? It's
>
> > not the slope or the
R2....
> > >
>
> > --- In amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <timesarrow@>
>
wrote:
> > >
>
> > > > If you are
setup as I am then Value is simply the value
of the
>
> > cursor on the y-axis
scale.
> > > >
> > > >
Bill
> > > >
----- Original Message -----
> >
> > From: droskill
>
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent:
Sunday, July 20, 2008 1:06 PM
> >
> > Subject: [amibroker] Re: Question on R2
indicator
> > > >
> > > >
> > > >
Looking at the graph, there is the actual colored graph of
>
> green and
> >
> > red. When you mouse over the chart at
any point in time,
> > you'll
see
> > > >
that there are three parameters:
> >
> >
> > >
> Value
> > >
> R-Squared
> >
> > Slope
> >
> >
> > >
> The chart appears to be showing the value, but it does
not
> > appear in
>
> > > the upper left-hand corner
of the indicator window - just
> >
R-Squared
> > >
> and Slope.
> >
> >
> > >
> So where is the Value coming from that actually
appears on
the
> > chart?
>
> > >
> >
> > In terms of whether it's worth considering -
I'm still
playing
> >
around
> > > >
with it. If I can get the value parameter, then I
can
> > backtest to see
>
> > > if holds any
merit.
> > > >
> > > > Thanks
for responding!
> > > >
> > > > --- In
amibroker@xxxxxxxxxxxxxxx, "Joe
Landry" <jelandry@>
> wrote:
>
> > > >
>
> > > > Are you referring to
your variable R2 that you can't
see?
> >
Then I'll
> > >
> bet your chart background is white. Try
this. As I
move the
> >
cursor
> > > >
it selects the value displays it in my title area. Or
you
can
> > use the
>
> > > function in a title
statement selectedvalue( ARRAY )
> >
> > > Hope this helps JOE
>
> > > >
>
> > > > BY THE WAY, is this
indicator worth considering?
> >
> > >
> >
> > > Plot(r2,"R
Squared",colorBlack,1);
> > >
> >
> > >
> >
Plot(slope,"Slope",IIf(slope<0,4,5),2|styleOwnScale);
>
> > > >
>
> > > >
Plot(Crit,"",7,1);
> > >
> >
> > >
> >
> > >
> > ----- Original Message -----
> > > >
> From: droskill
> >
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > >
> Sent: Sunday, July 20, 2008 10:16 AM
>
> > > > Subject:
[amibroker] Question on R2 indicator
> >
> > >
> >
> > >
> >
> > > A quick question for the
group. There is an indicator
> in the
>
> > library
> >
> > > called R2 - it displays a
graph - but the value of the
> actual
>
> > graph is
>
> > > > not shown
on the chart - I'd like to show it but can't
>
figure
> > > out
how
> > > >
> to do it - the code is below - any
thoughts
appreciated:
> > >
> >
> > >
> > R2PDS=30; /*for automatic adjustments to the
r2
> critical value
> >
> line
> > >
> > use one of the periods listed
above*/
> > > >
>
> > > >
> R2=Correlation(Cum( 1 ),C,r2pds)*Correlation(Cum(
1
> > ),C,r2pds);
>
> > > >
slope=LinRegSlope(C,r2pds);
> >
> > >
> >
> > >
>
> > >
>
> >
> >
>
Crit=IIf(R2PDS==5,.77,IIf(R2PDS==10,.40,IIf(R2PDS==14,.27,IIf(R2PDS==20,.20,IIf(R2PDS==25,.16,IIf(R2PDS==30,.13,IIf(R2PDS==50,.08,IIf(R2PDS==60,.06,IIf(R2PDS==120,.03,0)))))))));
>
> > > >
>
> > > > Plot(r2,"R
Squared",2,1);
> > >
> >
Plot(slope,"Slope",IIf(slope<0,4,5),2|styleOwnScale);
>
> > > >
Plot(Crit,"",7,1);
> > >
> >
> > >
> > 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
NEW RELEASE ANNOUNCEMENTS and other news always check
>
DEVLOG:
> > > >
http://www.amibroker.com/devlog/
>
> > >
> >
> > For other support material please check
also:
> > > >
http://www.amibroker.com/support.html
>
> > > Yahoo! Groups
Links
> > > >
> > > >
> > > >
> > > >
> > > > No
virus found in this incoming message.
> >
> > Checked by AVG - http://www.avg.com
>
> > > Version: 8.0.138 / Virus
Database: 270.5.3/1563 - Release
> Date:
>
> > 7/20/2008 12:59 PM
>
> > >
> >
>
> > >
>
> >
> > >
------------------------------------
> > >
> > > 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 NEW RELEASE ANNOUNCEMENTS and other news
always check
DEVLOG:
> > >
http://www.amibroker.com/devlog/
>
> >
> > >
For other support material please check also:
>
> > http://www.amibroker.com/support.html
>
> > Yahoo! Groups Links
>
> >
> > >
> > >
>
> >
> > >
No virus found in this incoming message.
> >
> Checked by AVG - http://www.avg.com
>
> > Version: 8.0.138 / Virus Database:
270.5.3/1563 - Release
Date:
> > 7/20/2008
12:59 PM
> > >
> >
> >
> >
>
> ------------------------------------
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
> > http://www.amibroker.com/devlog/
>
>
> > For other support material please
check also:
> > http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
> >
> >
> >
> >
> > No virus found in this incoming
message.
> > Checked by AVG - http://www.avg.com
>
> Version: 8.0.138 / Virus Database: 270.5.3/1563 - Release
Date:
> 7/20/2008 12:59 PM
> >
>
>
>
>
------------------------------------
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check
also:
> http://www.amibroker.com/support.html
>
Yahoo! Groups Links
>
>
>
>
> No
virus found in this incoming message.
> Checked by AVG - http://www.avg.com
> Version:
8.0.138 / Virus Database: 270.5.3/1563 - Release Date:
7/20/2008 12:59
PM
>
------------------------------------
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 NEW RELEASE ANNOUNCEMENTS and other news always check
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http://www.amibroker.com/devlog/
For
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PM
__._,_.___
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
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