MetaStock™ Zone Forum & FAQ Artykuły Linki Elliott Waves EasyLanguage™ Zone

A B C D E F G H I J K L M N O P R S T U V W Y Z #

Linear Regression Trendline & Channels by Jose Silva
Linear Regression Trendline with Standard Deviation/Error Channels/Bands, date-adjustable.


Linear Regression Trendline & Channels

{ Linear Regression Trendline & Channels v4.0 }
{ (c) Copyright 2004-2005 Jose Silva }
{ For personal use only }
{ http://www.metastocktools.com }

{ User Inputs }
pds:=Input("Linear Regression Trendline periods",2,2520,63);
multi:=Input("Standard Deviations(+) / Errors(-)",-100,100,2);
EnDay:=Input("end Day",1,31,31);
EnMnth:=Input("end Month",1,12,12);
EnYear:=Input("end Year",1800,2200,2010);
x:=Input("use: Open=1 Hi=2 Lo=3 Close=4 WghtCl=5 Volume=6",1,6,4);
x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,WC(),If(x=6,V,C)))));

{ End date point }
end:=Year()>EnYear
OR (Year()=EnYear AND (Month()>EnMnth
OR Month()=EnMnth AND DayOfMonth()>=EnDay));
end:=end AND Alert(end=0,2);
end:=If(LastValue(Cum(Ref(end,pds)))=0,
LastValue(Cum(1))=Cum(1),end);

{ Linear Regression Trend/Slope end-points }
lastValLRI:=LastValue(Highest(
If(end,LinearReg(x,pds),0)));
lastValLRS:=LastValue(Highest(
If(end,LinRegSlope(x,pds),-10000)));
adjust:=LastValue(LastValue(Cum(1))
-Highest(If(end,Cum(1),0)));
countback:=LastValue(Cum(1))-Cum(1)-adjust;

{ Rem next line to extend plot to end of chart }
countback:=Ref(Ref(countback,-adjust),adjust);

{ Lin Reg Trendline }
LR:=lastValLRI-lastValLRS*countback;
restrict:=adjust-(LastValue(Cum(1))-pds);
LRT:=Ref(Ref(LR,-restrict),restrict);

{ Lin Reg StdDev/StdError channels }
bandType:=If(multi>=0,Stdev(x,pds),STE(x,pds));
diff:=ValueWhen(1,Cum(IsDefined(LRT))=1,
bandType*Abs(multi));
upLR:=LRT+diff;
lwLR:=LRT-diff;

{ Plot on price chart }
upLR;lwLR;LRT

 

Source / From: TOP
http://www.metastocktools.com

Equis and MetaStock® and MetaStock Professional® are registered trademarks of Equis International. Achelis Binary Wave®, The DownLoader®,
Expert Advisor®, OptionScope®, Quotecenter® and Smart Charts® are trademarks of Equis International, a Thomson Reuters company.

TradeStation® Pro, TradeStation® 2000i, OptionStation®, SuperCharts®, PowerEditor® and EasyLanguage®
are registered trademarks of TradeStation Technologies, Inc. Other names and marks referred to are the property of their respective owners.

All information provided on this website is for educational purposes only. Trading involves risk, including possible loss of principal and other losses.

Ten i inne materiały na tej stronie zostały zamieszczone zostały jedynie w celach edukacyjnych, nie ponoszę żadnej odpowiedzialno¶ci za ich stosowanie.

Gra na giełdzie i rynkach walutowych (FOREX) niesie ze sob± ryzyko poważnych strat finansowych!