[amibroker] Re: LinearReg

["Richard" <areehoi@xxxxxxxxx>]

Try this:
/*The code Herman posted few days back, see subject: "AFL for Linear Regression Study"  does that, see parameter 
window "Extend".  I also wrote some code few years back (see below). "Future" points are displayed using styleDots,*/
 
per = 20; 
fut = 5; 
//mm = (H + L + C) / 3; 
mm = C; 

x = Cum(1); 
lastx = LastValue(x); 
selv = SelectedValue(x); 

aaa = LinRegIntercept(mm, per); 
bbb = LinRegSlope(mm, per); 

daa = SelectedValue(ValueWhen(x, aaa, 1)); 
dbb = SelectedValue(ValueWhen(x, bbb, 1)); 

xx = IIf(x > selv - per AND x <= selv, x - (selv - per),Null); 
yy = daa + dbb * xx; 

fxx = IIf(x > selv AND x <= selv + fut, x - (selv - per),Null); 
fyy = daa + dbb * fxx; 

wd = SelectedValue(StDev(mm,per)); 

SetChartOptions(0, chartShowDates); 
Plot(yy, "LinReg", colorBlue, 1); 
Plot(yy + wd, "Upper Boundary", colorRed, 1); 
Plot(yy - wd, "Lower Boundary", colorBrightGreen, 1); 

// plot into future 
Plot(fyy, "LinReg", colorBlue ,styleDots | styleNoLine); 
Plot(fyy + wd, "Upper Boundary", colorRed ,styleDots | styleNoLine); 
Plot(fyy - wd, "Lower Boundary", colorBrightGreen ,styleDots | styleNoLine); 

Plot(C,"",colorBlack,64);

Dick H

--- In amibroker@xxxxxxxxxxxxxxx, "austin.lawrence24" <austin.lawrence24@xxx> wrote:
>
> Would anyone know the formula used to calculate the LinearReg function as used in AmiBroker.
> 
> Thanks to anyone who can help.
>




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