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This is one of several requests that I have
had for modifications
of the linear regression
routine.
The following is the code for the changes
that I have made.
I would suggest that you read this
information carefully as this
now can get to be a complicated tool to
use. However, it will
retain the same simplicity as the original
if you let it. See
the explanations on junk2.gif
.
You can now specify a start and an end date
and the indicator will
calculate length and apply.
You can specify a beginning date and length
or an ending date and
a length or neither and a
length.
You have almost total control over the
color and weights of the
mid and channel lines and the spacing to
the channel lines.
I have not had a chance to run this in
realtime yet but supposedly
it will update on a realtime basis.
Who knows until we try it!!
The .ela file was generated
by TS4 and should run in TS4 and SC.
I hope you folks use this and post some
results from it.
Clyde
<FONT face="Courier New"
size=2>{*******************************************************************Description
: This Indicator plots Linear Regression LineProvided By : Omega
Research,Inc. (c) Copyright 1999 Modified By : Clyde Lee (c) 2000,include
parallel
lines.
Add start date, start-end date
definition.********************************************************************}inputs:
Length(60), {This is set to difference
in Start & End dates
}
{if both are specified and is ignored
then }
{if set to zero and begin (but not end) date is
}
{specified then length is from begin date to
}
{last bar on
chart
}
{NOTE: If length is specified and begin/end
date}
{and time are set to zero then trendline and the
}
{channel lines if specified are calculated (and
}
{in real time updated) from the last bar on the
}
{chart backwards for length
specified.
} BegDate(0), {YYYMMDD-if specified
fixes begin of compute }
BegTime(0), {Set to zero to ignore
time
} EndDate(0), {YYYMMDD-if specified
fixes end of compute }
EndTime(0), {Set to zero to ignore
time
} ColSizMd(6.1), {x.y x=color y=line
size (0-6) for mid line
}
{Black=1, Blue=2,
Cyan=3, Green=4,
}
{Magenta=5, Red=6,
Yellow=7, White=8,
}
{DarkBlue=9
}
{DarkCyan=10, DarkGreen=11, DarkMagenta=12,
}
{DarkRed=13, DarkBrown=14,
DarkGray=15,
}
{LightGray=16
}
{You can use: red+.1 (red color,
size=1)
}
{if you do this DO NOT FORGET THE DECIMAL B4 LINE}
ExtRight(True), {Set false for no extension to mid/channel lines
} ChanWide(2), {Multiplier of StdDev(c,Length)
to set width } ColSizCh(2.1);
{x.y x=color y=line size for channel lines
}
variables:
LRV(0), {Current linear
regression value} LRVAgo(0),
{Linear regression value at begin of lines}
TLLRV(0),TLLRV1(0),TLLRV2(0), {TL ID's for mid and channel
lines} Flag(0),
{basically the mode of operation} ChanStdD(0),
{Use initial standard deviation computation}
UseLength(Iff(BegDate>0,0,Length)), UseEndDate(EndDate),
UseEndTime(EndTime), UseBeginDate(BegDate),
UseBeginTime(BegTime), UseColor(ColSizMd-1),
BeginBar(0);Variables: MidColor(IntPortion(ColSizMd)),
MidSize (IntPortion((ColSizMd-MidColor)*10)),
ChnColor(IntPortion(ColSizCh)), ChnSize
(IntPortion((ColSizCh-ChnColor)*10));
If UseBeginDate>0 then begin
{If begin date then find out and set BeginBar variable} If
Date>=BegDate and Time>=BegTime and BeginBar=0 then
begin BeginBar=CurrentBar; End Else if
BeginBar>0 then begin {Begin date detected so now look
for end date and set when found} If EndDate>0 or
lastbaronchart then begin if (Date>=EndDate
and Time>=EndTime) or LastBarOnChart then
begin
UseLength=CurrentBar-BeginBar;
UseEndDate=Date;
UseEndTime=Time;
UseBeginDate=0;
end else if date<EndDate then
UseLength=0; End Else If
CurrentBar=BeginBar+Length then begin {If
length specified & no end date just set
end}
UseLength=Length;
UseEndDate=Date;
UseEndTime=Time;
UseBeginDate=0; End; End;End;
{Once we have a good length then proceed to
compute/draw lines}If UseLength>0 then begin
if LastBarOnChart and EndDate=0 and Flag=0 then
begin Flag=1 ; end ; if
Date=UseEndDate and (Time=UseEndTime or UseEndTime=0) and Flag=0 then
begin Flag=2 ; end ; if
Flag=1 or Flag=2 then begin
LRV
=LinearRegValue(Close,UseLength,0) ;
Value1=LinearRegSlope(Close,UseLength) ;
LRVAgo=LRV-(UseLength-1)*Value1;
If Flag[1]=0 then
begin {If this is first time to draw then we
must define the trendlines}
TLLRV=TL_New(Date[UseLength-1],Time[UseLength-1],LRVAgo,Date,Time,LRV)
; TL_SetColor (TLLRV,MidColor)
; TL_SetSize
(TLLRV,MidSize); TL_SetExtLeft(TLLRV,false)
;
Plot1(LRV,"ell");
{SetPlotColor(1,UseColor);} If ChanWide>0
then begin {Setup channel lines if
specified}
ChanStdD=StdDev(c,UseLength)*ChanWide;
TLLRV1=TL_New(Date[UseLength-1],Time[UseLength-1],LRVAgo+ChanStdD,Date,Time,LRV+ChanStdD)
;
TLLRV2=TL_New(Date[UseLength-1],Time[UseLength-1],LRVAgo-ChanStdD,Date,Time,LRV-ChanStdD)
; End;
End; if Flag=1 then
begin {If not first time and we are moving
lines then just update trendlines}
TL_SetBegin(TLLRV,Date[UseLength-1],Time[UseLength-1],LRVAgo)
; TL_SetEnd (TLLRV,Date,Time,LRV)
;
Plot1(LRV,"ell"); {Move start/end of channel
lines if specified} If ChanWide>0 then
begin
TL_SetBegin(TLLRV1,Date[UseLength-1],Time[UseLength-1],LRVAgo+ChanStdD)
; TL_SetEnd
(TLLRV1,Date,Time,LRV+ChanStdD) ;
TL_SetBegin(TLLRV2,Date[UseLength-1],Time[UseLength-1],LRVAgo-ChanStdD)
; TL_SetEnd
(TLLRV2,Date,Time,LRV-ChanStdD) ;
End; end ; if Flag=2
then Flag=3 ;
{Set colors, extensions,
width of line for median line} TL_SetColor
(TLLRV,MidColor) ; TL_SetSize
(TLLRV,MidSize); TL_SetExtLeft(TLLRV,false)
; if ExtRight
then TL_SetExtRight(TLLRV,true)
else TL_SetExtRight(TLLRV,false) ; If
ChanWide>0 then begin {Set colors,
extensions, width of line for channel lines}
TL_SetColor (TLLRV1,ChnColor) ;
TL_SetColor (TLLRV2,ChnColor) ;
TL_SetSize (TLLRV1,ChnSize);
TL_SetSize (TLLRV2,ChnSize);
TL_SetExtLeft(TLLRV1,false) ;
TL_SetExtLeft(TLLRV2,false) ; if ExtRight then
begin
TL_SetExtRight(TLLRV1,true);
TL_SetExtRight(TLLRV2,true);
end else
begin TL_SetExtRight(TLLRV1,false)
; TL_SetExtRight(TLLRV2,false)
; end; End;
end ;
End; {End of loop waiting for end
date if begin date specified}
{*** Copyright (c) 1991-2000 TradeStation. All rights reserved.
***}
- - - - - - - - - - - - - - - - - - - - - - - - - - - -Clyde
Lee
Chairman/CEO (Home of
SwingMachine)SYTECH
Corporation email: <A
href="mailto:clydelee@xxxxxxxxxxxx";>clydelee@xxxxxxxxxxxx 7910
Westglen, Suite 105
Office: (713) 783-9540Houston, TX
77063
Fax: (713) 783-1092Details
at:
www.theswingmachine.com- - - -
- - - - - - - - - - - - - - - - - - - - - - - -
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A title=patchc@xxxxxxxxxxxxxxxxxxxxx
href="mailto:patchc@xxxxxxxxxxxxxxxxxxxxx";>Darrell
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Friday, July 06, 2001 01:36
Subject: [RT] Clyde's Lineareg.ela
This email was delivered to you by The
Free Internet,a Business Online Group company. <A
href="http://www.thefreeinternet.net";>http://www.thefreeinternet.net
Clyde, many thanks for the lineareg.ela. I do not
have the programming ability,
however is it possible to modify the ela so that
you can choose the start date
and then let the end date float <FONT
face=Arial size=2>as at present, rather than
specify the lookback
length for the linear reg. It would <FONT
face=Arial size=2>then have the <FONT face=Arial
size=2>same characteristics as the
AGet linear reg.
Thanks in
advance.
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Attachment:
Description: "linreg2.ela"
Attachment:
Description: "junk2.gif"
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