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hi,
The code Herman posted few days back,
see subject: "AFL for Linear Regression Study" does that, see parameter
window "Extend"
I also wrote some code few years back (see below).
"Future" points are displayed using styleDots,
rgds, Ed
per = 20;
fut = 5;
//mm = (H + L + C) / 3;
mm = C;
x = Cum(1);
lastx = LastValue(x);
selv = SelectedValue(x);
aaa = LinRegIntercept(mm, per);
bbb = LinRegSlope(mm, per);
daa = SelectedValue(ValueWhen(x, aaa, 1));
dbb = SelectedValue(ValueWhen(x, bbb, 1));
xx =
IIf(x > selv - per
AND x <= selv, x
- (selv - per),Null);
yy = daa + dbb * xx;
fxx = IIf(x >
selv AND x <=
selv + fut, x - (selv - per),Null);
fyy = daa + dbb * fxx;
wd =
SelectedValue(StDev(mm,per));
SetChartOptions(0, chartShowDates);
Plot(yy, "LinReg", colorBlue, 1);
Plot(yy + wd, "Upper Boundary", colorRed, 1);
Plot(yy - wd, "Lower Boundary", colorBrightGreen, 1);
// plot into
future
Plot(fyy, "LinReg", colorBlue ,styleDots | styleNoLine);
Plot(fyy + wd, "Upper Boundary", colorRed ,styleDots | styleNoLine);
Plot(fyy - wd, "Lower Boundary", colorBrightGreen ,styleDots | styleNoLine);
Plot(C,"",colorWhite,64);
----- Original Message -----
From:
tradinghumble
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, July 29, 2008
4:04 PM
Subject: [amibroker] Re: How to enhance Linear Regression Channel
Code to plot two previous days
Hi Ara, I think you missed posting the
code in your message - you
stopped at "The ending point:"
thanks for
your help.
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian"
<ara1@xxx> wrote:
>
> You need two pieces of information to
find the linear regression:
> 1. Last point of interest : LinearReg(
ARRAY, periods )
> 2. First point of interest: LinRegIntercept( ARRAY,
periods )
>
> To find LR for 2 days ago use Ref(Close,-2) for
Array.
>
> Then use LineArray function to draw the line between the
two points.
>
> To get the channel, use the standard error code in
the code below.
> To extend the channel to today, use the proper parameter
on the
linearray
> function
>
> I have not tested this,
so the channel may draw to the current day
without
> extending.. I am
not sure
>
> The ending point:
> ----- Original Message -----
> From: "tradinghumble" <sharp2be@xxx>
> To:
<amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, July 28, 2008 9:42
PM
> Subject: [amibroker] How to enhance Linear Regression Channel
Code
to plot
> two previous days
>
>
> > Hello,
I've seen this nice piece of code that plots linear regression
> > code
and was wondering if anyone could help me with a hint on how to
> >
plot the channel two days ago and extend it into today. I've already
>
> fried my brain, can't get it... thanks in advance.
> >
>
> 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;
>
>
> >
> >
> >
------------------------------------
> >
> > 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
>
>
> >
> >
>
__._,_.___
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
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