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Showing results for tags 'regression'.
Found 6 results
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I have no clue how to upload the indicator so I'll just post the coding. [LegacyColorValue = true]; {Updated by DJ Reda on Sat 4/16/05 Added option to use either Standard Deviation or Standard Error of Estimate to plotchannel bands} { // Note: Setting a begin date that is earlier than the amount of length for the regression will produce an extend to the left model that is date and time restricted The End Date must not be in the future // } inputs: STD1_SEE2(2), Length ( 50), { // Length of Linear Regression // } Size(1),//Trend Line Thickness BeginDate ( 0), { // Choose Zero to use full length // } BeginTime ( 0), { // Choose Zero to use full time // } EndDate ( 0), { // Choose Zero for Current Day // } EndTime ( 0), { // Choose Zero for Current Time // } NumDevsUp ( 2), { // Standard deviations for upper // } NumDevsDn ( -2), { // Standard deviations for lower // } LRColor ( Green), { // Color for Linear Regression Line // } STDDevColor( Magenta), { // Color for Upper Boundary // } SEEColor(Magenta) , { // Color for Lower Boundary // } ExtRight ( false), { // Set to true to extend to right // } ExtLeft ( false); { // Set to true to extend to left // } variables: FirstDate ( 0 ), FirstTime ( 0 ), UpperBand ( 0 ), LowerBand ( 0 ), UpperBand_1 ( 0 ), LowerBand_1 ( 0 ), LRV ( 0 ), LRV_1 ( 0 ), TL_LRV ( 0 ), TL_UB ( 0 ), TL_LB ( 0 ), Flag ( 0 ), SDev ( 0 ); if BeginDate = 0 then FirstDate = date[ Length - 1 ] else FirstDate = BeginDate; if BeginTime = 0 then FirstTime = time[ Length - 1 ] else FirstTime = BeginTime; { ///////////////////////////////////////////////////////////////////// } if Flag = 0 then begin if ( EndDate = CurrentDate or EndDate = 0 ) and LastBarOnChart then begin LRV = LinearRegValue( Close, Length, 0 ); LRV_1 = LinearRegValue( Close, Length, Length - 1 ); {++++++++New Code to Choose between plotting Std Dev or Std Error++++++} If STD1_SEE2 = 1 then SDev = StandardDev( Close, Length, 1 ); If STD1_SEE2 = 2 then begin //use Standard Error of Estimate Value1 = StdError(Close, Length); SDEV = Value1; end; {++++++++End New Code++++++} UpperBand = LRV + NumDevsUp * SDev; LowerBand = LRV + NumDevsDn * SDev; UpperBand_1 = LRV_1 + NumDevsUp * SDev; LowerBand_1 = LRV_1 + NumDevsDn * SDev; TL_LRV = TL_New( FirstDate, FirstTime, LRV_1, date, time, LRV ); TL_UB = TL_New( FirstDate, FirstTime, UpperBand_1, date, time, UpperBand ); TL_LB = TL_New( FirstDate, FirstTime, LowerBand_1, date, time, LowerBand ); Flag = 1 ; end else if date = EndDate and ( time = EndTime or EndTime = 0 ) then begin LRV = LinearRegValue( Close, Length, 0 ); LRV_1 = LinearRegValue( Close, Length, Length - 1 ); {++++++++New Code to Choose between plotting Std Dev or Std Error++++++} If STD1_SEE2 = 1 then SDev = StandardDev( Close, Length, 1 ); If STD1_SEE2 = 2 then begin //use Standard Error of Estimate Value1 = StdError(Close, Length); SDEV = Value1; end; {++++++++End New Code++++++} UpperBand = LRV + NumDevsUp * SDev; LowerBand = LRV + NumDevsDn * SDev; UpperBand_1 = LRV_1 + NumDevsUp * SDev; LowerBand_1 = LRV_1 + NumDevsDn * SDev; TL_LRV = TL_New( FirstDate, FirstTime, LRV_1, date, time, LRV ); TL_UB = TL_New( FirstDate, FirstTime, UpperBand_1, date, time, UpperBand ); TL_LB = TL_New( FirstDate, FirstTime, LowerBand_1, date, time, LowerBand ); Flag = 2; end; if Flag = 1 or Flag = 2 then begin TL_SetColor( TL_LRV, LRColor ); If STD1_SEE2 = 1 then begin TL_SetColor( TL_UB, STDDevColor ); TL_SetColor( TL_LB, STDDevColor ); end; If STD1_SEE2 = 2 then begin TL_SetColor( TL_UB, SEEColor ); TL_SetColor( TL_LB, SEEColor ); end; TL_SetSize(TL_LRV, size); TL_SetSize(TL_UB, size); TL_SetSize(TL_LB, size); TL_SetExtLeft( TL_LRV, ExtLeft ); TL_SetExtLeft( TL_UB, ExtLeft ); TL_SetExtLeft( TL_LB, ExtLeft ); TL_SetExtRight( TL_LRV, ExtRight ); TL_SetExtRight( TL_UB, ExtRight ); TL_SetExtRight( TL_LB, ExtRight ); end; end else if Flag = 1 then begin LRV = LinearRegValue( Close, Length, 0 ); LRV_1 = LinearRegValue( Close, Length, Length - 1 ); {++++++++New Code to Choose between plotting Std Dev or Std Error++++++} If STD1_SEE2 = 1 then SDev = StandardDev( Close, Length, 1 ); If STD1_SEE2 = 2 then begin //use Standard Error of Estimate Value1 = StdError(Close, Length); SDEV = Value1; end; {++++++++End New Code++++++} UpperBand = LRV + NumDevsUp * SDev; LowerBand = LRV + NumDevsDn * SDev; UpperBand_1 = LRV_1 + NumDevsUp * SDev; LowerBand_1 = LRV_1 + NumDevsDn * SDev; TL_SetBegin( TL_LRV, FirstDate, FirstTime, LRV_1 ); TL_SetBegin( TL_UB, FirstDate, FirstTime, UpperBand_1 ); TL_SetBegin( TL_LB, FirstDate, FirstTime, LowerBand_1 ); TL_SetEnd( TL_LRV, date, time, LRV ); TL_SetEnd( TL_UB, date, time, UpperBand ); TL_SetEnd( TL_LB, date, time, LowerBand ); end; { // Code modified from TradeStation indicator of LinearRegLine by Greg Ballard, 04/09/2003 // } This indicator was sent to me from Pat B. from TTM LRC I'd attach some screen shots of how I use the LRC, but I have no clue what I'm doing.
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XCAP_iPolyCycle Note: This indicator was written in EasyLanguage. Please refer to your users manual for importation instructions. Your comments and rating of this indicator is appreciated. XCAP_iPolyCycle_(MultiCharts).pla XCAP_iPolyCycle_(EasyLanguage).txt
- 13 replies
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- polyfit
- polynomial
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Hell community. i found interesting indicator but unfortunately it's coded for MT4 it's kind of regression channel but polynomial. it look like CoG indicator but more statistical as it has statistical calculation internally is there anyone that can convert it to easy language? pics and the source from here http://codebase.mql4.com/4332
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XCAP iPolyFitPredict Note: This indicator was written in EasyLanguage. Please refer to your users manual for importation instructions. Your comments and rating of this indicator is appreciated. XCAP_iPolyFitPredict_(MultiCharts).pla XCAP_iPolyFitPredict_(EasyLanguage).txt
- 3 replies
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- polyfit
- polynomial
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(and 1 more)
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XCAP iPolyFit Note: This indicator was written in EasyLanguage. Please refer to your users manual for importation instructions. Your comments and rating of this indicator is appreciated. XCAP_iPolyFit_(TS).txt XCAP_iPolyFit_(MultiCharts).pla
- 1 reply
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- polyfit
- polynomial
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(and 1 more)
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any coding buffs know how to run a continually updating linear regression line off the adv-decl line since 1st bar of day? I changed the code to make it work off the first bar of the day on regular 'price'... but my adv-decl line runs as an 'indicator' keying off the difference of Data1($Adv) & Data2 ($Decl). thus, is there a simple way to tell this indicator to run off another indicator rather than re-coding the entire thing to reference the difference of data1 & data2?? thx in advance. Here is my current code (which is currently the canned 'Linear Reg Line' TS indicator with a small adjustment to run off the first bar of the day):