Ini AFL Linear Regression yang lebih mudaan... bisa langsung pake tapi bisa juga dioprek dulu untuk disesuaikan dengan keinginan... biar lebih berguna dalam TA kita...
_SECTION_BEGIN("Linear Regression Line w S Dev Channel");
//------------------------------------------------------------------------------
//
// Formula Name: Linear Regression Line w/ Std Deviation Channels
// Author/Uploader: Patrick Hargus
// E-mail:
// Date/Time Added: 2005-03-07 00:58:06
// Origin: Based on the Linear Regression Indicator found in TC2000 and the AB Lin Regression Drawing Tool.
// Keywords: linnear regression, standard deviation
// Level: medium
// Flags: indicator
// Formula URL: http://www.amibroker.com/library/formula.php?id=438
// Details URL: http://www.amibroker.com/library/detail.php?id=438
//
//------------------------------------------------------------------------------
//
// Plot a linear regression line of any price field available on a chart for a
// period determined by the user. 2 Channels are plotted above and below based
// on standard deviations of the linear regression line as determined by the
// user. A look back feature is also provided for examining how the indicator
// would have appeared on a chart X periods in the past. Designed for AB
// versions 4.63 and above using drag and drop feature with user variable
// Params.
//
// Various explorations based on crossovers, excursions and returns within the
// SD channels are easily added.
//
//------------------------------------------------------------------------------
// Linear Regression Line with 2 Standard Deviation Channels Plotted Above and Below
// Written by Patrick Hargus, with critical hints from Marcin Gorzynski, Amibroker.com Technical Support
// Designed for use with AB 4.63 beta and above, using drag and drop feature.
// Permits plotting a linear regression line of any price field available on the chart for a period determined by the user.
// 2 Channels, based on a standard deviation each determined by the user, are plotted above and below the linear regression line.
// A look back feature is also provided for examining how the indicator would have appeared on a chart X periods in the past.
P = 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() <>
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() <>
SDL = IIf( x > (lastx - Daysback) AND BarIndex() <>
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() <>
SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() <>
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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Semoga bermanfaat.
ES
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