[amibroker] Help: Linear Regression Exploration

["chriswortho" <chris.wortho@xxxxxxxxx>]

Hi all,

I've been really struggling with this, any ideas greatly appreciated.

The code below displays a linear regression line and scrolls it with the window however, I haven't been able to get it to work when used as exploration on previous dates. The aa, bb & y values don't change.

I presume it has got something to do with LastValue() function but I haven't been able to sort it out.

Cheers :-)


//Initialise variables
x = Cum(1);	//Bar
Daysback = 10;	//Period for Liner Regression Line
P = C;		//Price field

if(Status("action") ==4) {	//If in "exploration" mode
	shift = LastValue(x) - x + 1;	//Shift reg channel back
}else{				//Not in "exploration" mode
	shift = LastValue(x) - Status("lastvisiblebar");	//Shift reg channel 1 bar back from last visible bar	
}
lastx = LastValue(x) - shift; 

//Linear Regression Line
aa = LastValue(Ref(LinRegIntercept(p, Daysback), -shift)); 
bb = LastValue(Ref(LinRegSlope(p, Daysback), -shift)); 
y = Aa + bb * (x - (Lastx - DaysBack + 1)); 
LRLine =  IIf( x > (lastx - Daysback) AND x <= Lastx, y, Null );
Plot( LRLine , "LinReg", colorRed);

//Exploration
Filter = 1;
AddColumn(x, "x");
AddColumn(Lastx, "Lastx");
AddColumn(shift, "shift");
AddColumn(aa, "aa");
AddColumn(bb, "bb");
AddColumn(y, "y");



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