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Jim,
try this:
LinRegSlope (C,60) > 0 AND C >= sdl and C <= sdl*1.10
----- Original Message -----
Sent: Monday, March 21, 2005 4:37
PM
Subject: [amibroker] Re: Help with AFL
Formula Please!
Yes Anthony,
The lower Line (not the lowest) is
the line I'm interested in finding
stocks closing price at. It's basically
finding stocks in an uptrend
(Thats why the slope has to be greater than
0) that have pulled back
to the lower regression line.
Thanks for
your help!
Jim
_SECTION_BEGIN("Lin Regr Line w 2 Standard
Deviation Channels ");
// Linear Regression Line with 2 Standard
Deviation Channels Plotted
Above and Below
// Written by Patrick
Hargus, with critical hints from Marcin
Gorzynski, Amibroker.com Technical
Support
// Designed for use with AB 4.63
beta and above, using drag and
drop feature.
// Permits
plotting a linear regression line of any price field
available on the
chart for a period determined by the user.
// 2 Channels, based on a standard deviation each
determined by
the user, are plotted above and below the linear regression
line.
// A
look back feature is also provided for examining
how the indicator would
have appeared on a chart X periods in the
past.
P = 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 1st SD
Channel
===============================================================
SDP
= Param("Standard Deviation", 1.5, 0, 6, 0.1);
SD = SDP/2;
width =
LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS
WHERE THE WIDTH OF THE CHANELS IS SET
SDU = IIf( x > (lastx -
Daysback) AND BarIndex() < Lastx, y+width ,
Null ) ;
SDL = IIf( x
> (lastx - Daysback) AND BarIndex() < Lastx, y-width ,
Null )
;
SDColor = ParamColor("SD Color", colorCycle );
SDStyle =
ParamStyle("SD Style");
Plot( SDU , "Upper Lin Reg", SDColor,SDStyle );
Plot( SDL , "Lower Lin Reg", SDColor,SDStyle );
//
========================== Plot 2d SD Channel
===============================================================
SDP2
= Param("2d Standard Deviation", 2.0, 0, 6, 0.1);
SD2 =
SDP2/2;
width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift)
); // THIS
IS WHERE THE WIDTH OF THE CHANELS IS SET
SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2
,
Null ) ;
SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() <
Lastx, y-width2 ,
Null ) ;
SDColor2 = ParamColor("2 SD Color",
colorCycle );
SDStyle2 = ParamStyle("2 SD Style");
Plot( SDU2 ,
"Upper Lin Reg", SDColor2,SDStyle2 );
Plot( SDL2 , "Lower Lin Reg",
SDColor2,SDStyle2 );
// ============================ End Indicator
Code
==============================================================
---
In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Jim,
>
> What is this:
> (Linear
> > Regression Index - LR Channel)
> Do you have formula
?
>
> Anthony
> ----- Original Message -----
> From: jnk1997
> To:
amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, March 21, 2005
3:47 PM
> Subject: [amibroker] Re: Help with AFL Formula
Please!
>
>
>
> Is there no one willing
to translate this into AFL?
> Thanks in
advance
> JIm
>
>
>
>
--- In amibroker@xxxxxxxxxxxxxxx, "jnk1997" <jnk1997@xxxx>
wrote:
> >
> >
Hello,
> >
> > I would like to add
the following condition to an AFL buy
formula:
> >
Can someone translate this into AFL?
> >
> >
> > AND 60 day slope of close
(LR) is above 0
> > AND low (close price) is near bottom
(within 10%) LRI(60)
(Linear
> > Regression Index -
LR Channel)
> >
> >
Thanks
> > Jim
>
>
>
>
>
> Please note that this group is for discussion
between users only.
>
> To get support from AmiBroker
please send an e-mail directly to
> SUPPORT {at}
amibroker.com
>
> For other support material please
check also:
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>
>
>
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Please note that this group is for
discussion between users only.
To get support from AmiBroker please
send an e-mail directly to
SUPPORT {at} amibroker.com
For other
support material please check also:
http://www.amibroker.com/support.html
No virus found in this incoming message.
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
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