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[amibroker] AFL for Linear Regression Study



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Dear Grover,

My version is 4.90.

By deleting that line, it works very well.

Thanks,

Vinay

On Sun, 27 Jul 2008 07:14:32 +0530, Grover Yowell <gyowell1@xxxxxxxxxx> wrote:

> Vinay,
>
> That particular line requires a late version of Amibroker.  I am using ver
> 5.15 and the code works for me.  Just delete that line or comment it out and
> let me know if it works.  Also what version of AB are you using?
>
> Grover
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of Vinay Gakkhar.
> Sent: Saturday, July 26, 2008 5:41 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] AFL for Linear Regression Study
>
> 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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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
>
> 




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