- Katılım
- 23 Eki 2020
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Linear Regression Trendline with Standard Deviation/Error Channels/Bands, date-adjustable. |
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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 |
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