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[amibroker] Re: Linear Regression Line Array not plotting, please help


  • Date: Mon, 01 Feb 2010 16:23:19 -0000
  • From: "wooziwog" <xcitemint@xxxxxxx>
  • Subject: [amibroker] Re: Linear Regression Line Array not plotting, please help

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Reinsley - thanks but what you provided already exists in my code.  I am trying to create a linearray (versus the standard line that your code creates). I believe a linearray is the cleanest way to project future values in the blank chart space.

Thanks,

David K.

--- In amibroker@xxxxxxxxxxxxxxx, reinsley <reinsley@xxx> wrote:
>
> 
> This code may help you
> 
> BR
> 
> ////////////////// LINEAR REGRESSION ///////////////////////////////////
> //http://www.amibroker.com/library/detail.php?id=438
> //OK
> 
> P = H;//ParamField("Price field",-1);
> Daysback = Param("Period for Liner Regression Line",21,1,240,1);
> shift = Param("Look back period",0,0,240,1);
> 
> 
> //  =============================== Math 
> Formula=====================================
> 
> x = Cum(1);
> lastx = LastValue( x ) - shift;
> aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) );
> bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) );
> y = Aa + bb * ( x - (Lastx - DaysBack +1 ) );
> 
> 
> // ==================Plot the Linear Regression 
> Line==================================
> 
> 
> LRColor = ParamColor("LR Color", colorCycle );
> LRStyle = ParamStyle("LR Style");
> 
> LRLine =  IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );
> Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); //  styleDots );
> 
> 
> Plot(C,"Close",colorBlack,styleBar);
> _N(Title = "LINEAR REGRESSION - "+StrFormat("{{NAME}} - {{INTERVAL}} 
> {{DATE}} Open %g, Hi %g, Lo %g, Cl %g {{VALUES}}", O, H, L ,C  ));
> 
> 
> 
> 
> 
> Le 31/01/2010 20:11, wooziwog a écrit :
> >
> >
> > The following formula plots the Linear Regression. I have created the
> > start and ending points for the linearray as well as the starting and
> > ending y values. When I press the "apply indicator" the line array
> > appears for a moment and then disappears. Any help in identifying my
> > coding error is appreciated.
> >
> > Thanks,
> >
> > David K.
> >
> > //Linear Regression Line Array
> >
> > GraphXSpace=5;
> > Plot(C,"",29,128|4);
> >
> > pds=20;
> > lbk=0;
> > bi = BarIndex()+1;
> > sb = SelectedValue(BarIndex());
> > sx = SelectedValue(bi)-lbk;
> > aa = SelectedValue(Ref(LinRegIntercept(C,pds),-lbk));
> > bb = SelectedValue(Ref(LinRegSlope(C,pds),-lbk));
> > yy = aa + bb * (bi-(sx - pds+1));
> > xs = sb - pds - lbk;//Linearray starting point
> > ys = SelectedValue(Ref(yy, -pds-lbk));//Linearray starting value
> > xe = sb - lbk;//Linearray ending point
> > ye = ys + bb *(xe - xs);//Linearray starting value
> > LR = IIf(bi >= (sx - pds) AND bi <= sx, yy, Null);//standard LR line
> > Plot(LR, "LR", 10, 1);//plot Linear Regression Line
> >
> > Plot(IIf(bi>xs,ys,Null),"",36,8);//Linearray starting Value from "xs"
> > Plot(IIf(bi>xe,ye,Null),"",36,8);//Linearray ending Value from "xe"
> > Plot(LineArray(xs,ys,xe,ye,1),"LR",25,1);//This line only plots for a
> > moment when "apply indicator" is pressed and then disappears
> >
> >
>




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