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Thanks Preston for your last research, i've founded this formula on
amibroker site and i think that this may help me for best-fit
research, do you can to translate it in metastock language? again
thanks of all.
---------------------- START -----------------------------
// *********************************************************
// *
// * AFL Function for nth Order Polynomial Fit
// * Calls Gaussian_Elimination ( VBS )
// *
// * Y = The array to Fit
// * BegBar = Beg Bar in range to fit
// * EndBar = End Bar in range to fit
// * Order = 1 - 8 = Order of Poly Fit (Integer)
// * ExtraB = Number of Bars to Extrapolate (Backward)
// * ExtraF = Number of Bars to Extrapolate (Forward)
// *
// *********************************************************
function PolyFit(GE_Y, GE_BegBar, GE_EndBar, GE_Order, GE_ExtraB,
GE_ExtraF)
{
BI = BarIndex();
GE_N = GE_EndBar - GE_BegBar + 1;
GE_XBegin = -(GE_N - 1) / 2;
GE_X = IIf(BI < GE_BegBar, 0, IIf(BI > GE_EndBar, 0,
(GE_XBegin + BI - GE_BegBar)));
GE_X_Max = LastValue(Highest(GE_X));
GE_X = GE_X / GE_X_Max;
X1 = GE_X;
AddColumn(X1, "X1", 1.9);
GE_Y = IIf(BI < GE_BegBar, 0, IIf(BI > GE_EndBar, 0, GE_Y));
GE_SumXn = Cum(0);
GE_SumXn[1] = LastValue(Cum(GE_X));
GE_X2 = GE_X * GE_X; GE_SumXn[2] = LastValue(Cum(GE_X2));
GE_X3 = GE_X * GE_X2; GE_SumXn[3] = LastValue(Cum(GE_X3));
GE_X4 = GE_X * GE_X3; GE_SumXn[4] = LastValue(Cum(GE_X4));
GE_X5 = GE_X * GE_X4; GE_SumXn[5] = LastValue(Cum(GE_X5));
GE_X6 = GE_X * GE_X5; GE_SumXn[6] = LastValue(Cum(GE_X6));
GE_X7 = GE_X * GE_X6; GE_SumXn[7] = LastValue(Cum(GE_X7));
GE_X8 = GE_X * GE_X7; GE_SumXn[8] = LastValue(Cum(GE_X8));
GE_X9 = GE_X * GE_X8; GE_SumXn[9] = LastValue(Cum(GE_X9));
GE_X10 = GE_X * GE_X9; GE_SumXn[10] = LastValue(Cum(GE_X10));
GE_X11 = GE_X * GE_X10; GE_SumXn[11] = LastValue(Cum(GE_X11));
GE_X12 = GE_X * GE_X11; GE_SumXn[12] = LastValue(Cum(GE_X12));
GE_X13 = GE_X * GE_X12; GE_SumXn[13] = LastValue(Cum(GE_X13));
GE_X14 = GE_X * GE_X13; GE_SumXn[14] = LastValue(Cum(GE_X14));
GE_X15 = GE_X * GE_X14; GE_SumXn[15] = LastValue(Cum(GE_X15));
GE_X16 = GE_X * GE_X15; GE_SumXn[16] = LastValue(Cum(GE_X16));
GE_SumYXn = Cum(0);
GE_SumYXn[1] = LastValue(Cum(GE_Y));
GE_YX = GE_Y * GE_X; GE_SumYXn[2] = LastValue(Cum(GE_YX));
GE_YX2 = GE_YX * GE_X; GE_SumYXn[3] = LastValue(Cum(GE_YX2));
GE_YX3 = GE_YX2 * GE_X; GE_SumYXn[4] = LastValue(Cum(GE_YX3));
GE_YX4 = GE_YX3 * GE_X; GE_SumYXn[5] = LastValue(Cum(GE_YX4));
GE_YX5 = GE_YX4 * GE_X; GE_SumYXn[6] = LastValue(Cum(GE_YX5));
GE_YX6 = GE_YX5 * GE_X; GE_SumYXn[7] = LastValue(Cum(GE_YX6));
GE_YX7 = GE_YX6 * GE_X; GE_SumYXn[8] = LastValue(Cum(GE_YX7));
GE_YX8 = GE_YX7 * GE_X; GE_SumYXn[9] = LastValue(Cum(GE_YX8));
GE_Coeff = Cum(0);
GE_VBS = GetScriptObject();
GE_Coeff = GE_VBS.Gaussian_Elimination(GE_Order, GE_N, GE_SumXn,
GE_SumYXn);
for (i = 1; i <= GE_Order + 1; i++)
printf(NumToStr(i, 1.0) + " = " + NumToStr(GE_Coeff[i], 1.9) +
"\n");
GE_X = IIf(BI < GE_BegBar - GE_ExtraB - GE_ExtraF, 0, IIf(BI >
GE_EndBar, 0, (GE_XBegin + BI - GE_BegBar + GE_ExtraF) / GE_X_Max));
GE_X2 = GE_X * GE_X; GE_X3 = GE_X2 * GE_X; GE_X4 = GE_X3 *
GE_X; GE_X5 = GE_X4 * GE_X; GE_X6 = GE_X5 * GE_X;
GE_X7 = GE_X6 * GE_X; GE_X8 = GE_X7 * GE_X; GE_X9 = GE_X8 *
GE_X; GE_X10 = GE_X9 * GE_X; GE_X11 = GE_X10 * GE_X;
GE_X12 = GE_X11 * GE_X; GE_X13 = GE_X12 * GE_X; GE_X14 = GE_X13 *
GE_X; GE_X15 = GE_X14 * GE_X; GE_X16 = GE_X15 * GE_X;
GE_Yn = IIf(BI < GE_BegBar - GE_ExtraB - GE_ExtraF, -1e10, IIf(BI
> GE_EndBar, -1e10,
GE_Coeff[1] +
GE_Coeff[2] * GE_X + GE_Coeff[3] * GE_X2 +
GE_Coeff[4] * GE_X3 + GE_Coeff[5] * GE_X4 + GE_Coeff[6] * GE_X5 +
GE_Coeff[7] * GE_X6 + GE_Coeff[8] * GE_X7 +
GE_Coeff[9] * GE_X8));
return GE_Yn;
}
// *********************************************************
// *
// * Demo AFL to use PolyFit
// *
// *********************************************************
Filter = 1;
BI = BarIndex();
PF_BegBar = BeginValue(BI);
PF_EndBar = EndValue(BI);
PF_Y = (H + L) / 2;
PF_Order = Param("nth Order", 6, 1, 15, 1);
PF_ExtraB = Param("Extrapolate Backwards", 20, 0, 50, 1);
PF_ExtraF = Param("Extrapolate Forwards", 20, 0, 50, 1);
Yn = PolyFit(PF_Y, PF_BegBar, PF_EndBar, PF_Order, PF_ExtraB, PF_ExtraF);
GraphXSpace = 10;
Plot(Yn, "nth Order Polynomial Fit - " + NumToStr(PF_Order, 1.0),
IIf(BI > PF_EndBar - PF_ExtraF, colorWhite, IIf(BI < PF_BegBar -
PF_ExtraF, colorWhite, colorBrightGreen)), styleThick, Null, Null,
PF_ExtraF);
PlotOHLC(O, H, L, C, "Close", colorLightGrey, styleCandle);
---------------------- END -----------------------------
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