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Grover,
SetBarsFillColor( IIf( C > O, colorBrightGreen, colorRed ) ); shows syntax error.
Please check & correct.
vgakkhar
On Sat, 26 Jul 2008 23:11:58 +0530, Grover Yowell <gyowell1@xxxxxxxxxx> wrote:
> 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);
>
> 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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