Find the linear regression value in Weekly


// *** RANGE *** 
// Alan Hull's ActVest Tradestation formula converted to AmiBroker 
// Note this is the old version; His latest (unpublished) version has a slightly higher CC and some other slight variations. 

SetChartOptions(0,chartShowArrows|chartShowDates);

//_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));


TimeFrameSet(inWeekly); //Use weekly data 

// Central Cord - Find the Highest linear regression value in 13 to 52 week range 
i  = 52; 
CC = 0; 

while (i > 12) 
{ 
LR = LinearReg(C, i); 
CC = Max(CC, LR); 
i  = i-1; 
} 

//Boundary displacement 

// 23.6%, 38.2%, 50.0%, 61.8%, 100%, 161.8%, 261.8% and 423.6% // dodatek

//MoveUP = 2.618 * CC * ATR(52)/MA(C,52); // ory
//MoveDown = 2.618 * CC * ATR(52)/MA(C,52); // ory

//MoveUP = 1.618 * CC * ATR(52)/EMA(C,52); 
//MoveDown = 1.618 * CC * ATR(52)/EMA(C,52); 

MoveUP = 1.618 * CC * ATR(52)/WMA(C,52); 
MoveDown = 1.618 * CC * ATR(52)/WMA(C,52); 

// Upper deviation 
UD = CC + MoveUp; 

// Lower deviation 
LD = CC - MoveDown; 

for (i = 1; i < BarCount; i++ ) 
{ 
if (LD[i] < LD[i-1]) // if falling 
LD[i] = LD[i-1]; // then hold value 

if (LD[i] >= CC[i]) // if collides with descending central cord 
LD[i] = CC[i]; // then follow central cord 
} 

// Now plot it all 
Plot(C, "", colorBlack, styleCandle);
Plot(UD,"\nUpper deviation",colorGreen,1); 
Plot(CC,"Central Cord",colorBlue,1); 
Plot(LD,"Lower deviation",colorRed,1); 

TimeFrameRestore();