RE: [amibroker] AFL for Linear Regression Study

["Herman" <psytek@xxxxxxxx>]

The code below adds HL channels, you can probably modify it to plot the StdErr() instead of Highs and Lows:

Plot(C,"",1,128);
HosArray = HHV(H-LRL,Length);
Hos = HosArray[LastPoint];
LosArray = HHV(LRL-L,Length);
Los = LosArray[LastPoint];
LL = LRL-Los;
UL = LRL+Hos;
Plot(LL,"",5,1);
Plot(UL,"",4,1);

Good luck,

herman

 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Grover Yowell
Sent: July 26, 2008 9:16 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [SPAM]RE: [amibroker] AFL for Linear Regression Study


Hi,
Thanks Paul and Herman.  Just what I needed to get started. Have it working and plotting the linear reg line for arbitrary starting and end dates. 

Next step is to be able to plot the standard error bands for the linear regression channel.

Any suggestions on how to calculate the standard error with starting and end dates coinciding with those of the linear regression line?

Thanks,

Grover

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Paul Ho
Sent: Friday, July 25, 2008 8:40 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] AFL for Linear Regression Study

take a look at the canned indicator for portfolio equity. It has an option for linear Reg. just port it over to your own need.




From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of gyowell2000
Sent: Saturday, 26 July 2008 11:08 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] AFL for Linear Regression Study
Hello,

Is the AFL code for the Linear Regession Study available? I would
like to be able to place the study on a chart starting and ending on
selscted dates under program control rather than doing it manually.

I have checked the Amibroker user's guide, the AFL library and Googled
but have found nothing useful.

Grover

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