Herman,
I adapted the code in the portfolio equity function as suggested
by Paul, and have everything working now. It draws the linear regression
line and the channels. Also there is good agreement between the built in linear
regression channel study and my adapted code. Had to use setbarsrequired
to make it work, not quite sure why.
Here is the code:
SetBarsRequired(100000,0);
bar = BarIndex();
islastbar = bar == BarCount -10;
isfirstbar = bar == BarCount - 100;
firstbar = LastValue( ValueWhen( isfirstbar,
bar ) );
lastbar = LastValue( ValueWhen( islastbar, bar
) );
al = LastValue( ValueWhen( islastbar, LinRegSlope( C,
Lastbar - firstbar + 1 ) ) );
bl = LastValue( ValueWhen( islastbar, LinRegIntercept( C,
Lastbar - firstbar + 1 ) ) );
Lr = al * ( BarIndex() - firstbar )
+ bl;
Lr = IIf( bar >= firstbar AND bar
<= lastbar , Lr, Null );
se = StdErr(C,Lastbar - firstbar);
se = LastValue( ValueWhen( islastbar, StdErr( C,
Lastbar - firstbar + 1 ) ) );
upper = Lr + se;
Lower = Lr - se;
Plot(Lr, "lr", colorYellow, styleThick );
Plot(upper, "upper", colorGreen,
styleThick );
Plot(Lower, "lower", colorRed,
styleThick );
SetBarFillColor( IIf( C > O,
colorBrightGreen, colorRed ) );
Plot(C, "C", colorWhite,
styleCandle );
Title = "bar= " + bar + "
firstbar= " + firstbar + " lastbar= " + lastbar+ " se=
"+ se;
Again thanks to you and Paul for all the help.
Grover
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman
Sent: Saturday, July 26, 2008 7:31 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] AFL for Linear Regression Study
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);
-----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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