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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
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Angle for Amibroker (AFL)
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 | Daysback = Param ( "DysBack" , 126, 30, 252, 1 ); x = Cum ( 1 ); // the X axis, abscissa LastX = LastValue ( X ); C1 = Close ; aa = LastValue ( LinRegIntercept ( C1, Daysback ) ); bb = LastValue ( LinRegSlope ( C1, Daysback ) ); yy = Aa + bb * ( x - ( Lastx - DaysBack ) ); // the algebraic equation for a straight line yy = IIf ( x >= ( lastx - Daysback ), yy, -1e10 ); // roll the plot forward and show only the 6 months Plot ( yy, "LinRegression Line" , colorDarkRed , styleThick ); UpperSEBand = YY + 2 * StdErr ( C , 126 ); LowerSEBand = YY - 2 * StdErr ( C , 126 ); Plot ( UpperSEBand, "Upper 2 Sigma" , colorBlue , styleLine ); Plot ( LowerSEband, "Lower 2 Sigma" , colorBlue , styleLine ); // General Section period = 22; // 22 trading days a month MPT_Period = Param ( "MPT Period" , 252, 125, 500, 5 ); IndexSym = ParamStr ( "Russell 2000 Index Symbol" , "!spx" ); Plot ( Close , "Close" , colorBlue , styleLine ); // calc angel from bb pi = 4 * atan ( 1 ) ; //Pi slopeangle = atan ( bb ) * ( 180 / pi ); Title = FullName () + " " + Date () + "\n" + "Slope of Regression Line(in degrees) = " + WriteVal ( slopeangle, 1.2 ) + "\n" + "Standard Err of of RS Line(%) = " + WriteVal ( StdErr ( 100 * Close , 126 ), 1.2 ); |