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Intraday Tick Price With Regression Channel for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
amibroker, channel
Here is the combination of two formulas which gives intraday Tick Price with regression channel. I used background color black.
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Indicator / Formula
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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 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 | _SECTION_BEGIN("Price With Regression Channel");//LISTING 1;SetChartOptions(0,chartShowArrows|chartShowDates);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));Plot( C, "Close", ParamColor("Color", colorWhite ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );//LISTING 2;// Linear Regression Line with 2 Standard Deviation Channels Plotted Above and BelowP = 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 ==============================================================_SECTION_END(); |
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What is this “Intraday Tick Price” please.
Thanks