|
PureBytes Links
Trading Reference Links
|
|
Jim,
I added this to the bottom of the formula you posted...and ran an
explore in AA:
Buy= LinRegSlope(C,60) > 0 AND C >= sdl AND C <=
sdl*1.10 ;
Sell= 0;
//Buy=ExRem(Buy,Sell);
Filter=Buy > 0;
AddColumn (C,"");
----- Original Message -----
Sent: Monday, March 21, 2005 5:26
PM
Subject: [amibroker] Re: Help with AFL
Formula Please!
Anthony,
When I run with my formula I get an
error on your line as follows:
Error 29, variable "sdl" used without
having been initialized
What is sdl and how do I initialize
it?
I tried posted the Linear regression code before the trading
formula
and the AFL checker keeps finding errors in that code even though
the
code works perfect as an indicator on my
charts.
Thanks
Jim
--- In
amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Jim,
>
> try this:
> LinRegSlope(C,60)
> 0 AND C >= sdl and C <= sdl*1.10
>
>
>
> ----- Original Message -----
>
>
From: jnk1997
> To: amibroker@xxxxxxxxxxxxxxx
> 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:
>
> http://www.amibroker.com/support.html
>
>
> >
> >
>
>
> >
Yahoo! Groups Sponsor
>
>
ADVERTISEMENT
>
>
> >
> >
> >
> >
> >
----------------------------------------------------------------
----
>
----------
> > Yahoo! Groups
Links
> >
>
> a.. To visit your group on the web, go
to:
> > http://groups.yahoo.com/group/amibroker/
>
>
>
> b.. To unsubscribe from this group, send an email
to:
> >
amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
> c.. Your use of Yahoo! Groups is subject to the
Yahoo!
Terms of
> Service.
> >
> >
> >
> >
> >
----------------------------------------------------------------
----
>
----------
> >
> >
> > No virus found in this incoming
message.
> > Checked by AVG
Anti-Virus.
> > Version: 7.0.308 / Virus
Database: 266.7.4 - Release Date:
>
3/18/2005
> >
> > No virus found in
this outgoing message.
> > Checked by AVG
Anti-Virus.
> > Version: 7.0.308 / Virus Database:
266.7.4 - Release Date:
3/18/2005
>
>
>
>
>
> 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
>
>
>
>
> Yahoo! Groups Sponsor
>
ADVERTISEMENT
>
>
>
>
>
>
--------------------------------------------------------------------
----------
>
Yahoo! Groups Links
>
> a.. To visit your
group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
>
> b.. To unsubscribe from this group, send an
email to:
>
amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to
the Yahoo! Terms of
Service.
>
>
>
>
>
--------------------------------------------------------------------
----------
>
>
> No virus found in this incoming
message.
> Checked by AVG Anti-Virus.
>
Version: 7.0.308 / Virus Database: 266.7.4 - Release Date:
3/18/2005
>
> No virus found in this outgoing
message.
> Checked by AVG Anti-Virus.
> Version: 7.0.308 / Virus
Database: 266.7.4 - Release Date:
3/18/2005
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.
Checked by AVG
Anti-Virus.
Version: 7.0.308 / Virus Database: 266.7.4 - Release Date:
3/18/2005
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
| Yahoo! Groups Sponsor |
ADVERTISEMENT
![click here]() | |
![]() |
Yahoo! Groups Links
|
No virus found in this outgoing message.
Checked by AVG Anti-Virus.
Version: 7.0.308 / Virus Database: 266.7.4 - Release Date: 3/18/2005
|