BullCharts : Linear Regression Moving Average

Linear Regression Moving Average : No Rounders it's for BullCharts...

Tue, 29 Jul 2008 23:35:23 +0000

Author: maximo
Subject: 295
Posted: 29 Jul 2008 at 11:35pm

No Rounders it's for BullCharts software.

CMC already has them built in.

Backtest before trading.

Linear Regression Moving Average : Originally posted by maximo Yep,...

Sun, 27 Jul 2008 10:24:40 +0000

Author: Rounders
Subject: 295
Posted: 27 Jul 2008 at 10:24am

Originally posted by maximo

Yep, the best one can do at the moment is a work around. A new attribute would make it possible. eg. [linestyle=linecolor] just like [linestyle=pricecolor] and [linestyle=bar] makes dual colouring of them possible. Here's my attempt :)

[target=Price; category=Moving Average; Author=Max]

StartDate:=InputDate("Start date", date(2004,1,2));

HoldingDays:=BarsSince(OnOrSkipped(StartDate));

period := input("Time periods",28,1);

bar := ma(2*ma(C,int(period/2),W) - ma(C,period,W),

int(sqrt(period)), W);

{Flag the StartDate}

begin:=If(bar>=PREV(undefined),PREV(undefined),bar*Holdingdays);

[color=lime; name=up; width=1; linestyle=solid]

if(begin=0,if(bar>=hist(bar,1),bar,bar),undefined);

[color=dark orchid; name=down; linestyle=solid]

if(begin=0,if(bar<hist(bar,1),bar,undefined),undefined);

[color=rgb(230,230,230); name=down2; linestyle=solid]

bar2 := (hist(bar,1)+bar)/2;

if(begin=0,if(bar<hist(bar,1),bar2,undefined),undefined);

[linestyle=pricecolor]

[color=dark green] if(begin=0,bar>=hist(bar,1),undefined);

[color=crimson] if(begin=0,bar<hist(bar,1),undefined)

Hello I question that formula its for CMC Markets??

I can put that formula five me error why???

Tell something have fantastics trades

Linear Regression Moving Average : is not in bullscript help. I found...

Fri, 22 Dec 2006 13:36:48 +0000

Author: blackdog
Subject: 295
Posted: 22 Dec 2006 at 1:36pm

[drawundefined=gap] is not in bullscript help. I found it used in darvos box script and a little experimentation showed what it does... As you say, more than one way to skin a cat... hehe...

merry Christmas...

Linear Regression Moving Average : Shows there's more than 1...

Thu, 21 Dec 2006 18:31:42 +0000

Author: maximo
Subject: 295
Posted: 21 Dec 2006 at 6:31pm

Shows there's more than 1 way to skin a cat. Didn't know about [drawundefined=gap] and cant find it in the bullscript help.

Cheers!

Linear Regression Moving Average : Thanks blackdog! Used your script...

Thu, 21 Dec 2006 18:22:23 +0000

Author: maximo
Subject: 295
Posted: 21 Dec 2006 at 6:22pm

Thanks blackdog!

Used your script and managed to remove the gap :)

[target=price]

ma3:= ma(C,30,E);

linecolor:= if(ma3<hist(ma3,1),0,if(ma3>hist(ma3,1),1,prev));

{no lines drawn when indicator is "undefined"}

[drawundefined=gap]

[color=red]

if (linecolor=0,hist(ma3,1),ma3);

[color=green]

if (linecolor=1,ma3,undefined)

Linear Regression Moving Average : Maximo, a couple of comments on...

Tue, 19 Dec 2006 19:07:52 +0000

Author: blackdog
Subject: 295
Posted: 19 Dec 2006 at 7:07pm

Maximo, a couple of comments on your detailed script:

I have a modified version of my script which I think fixes the gap problem. It is not as detailed as Maximo's script, I only am showing the changing of the colour on the indicator. It is somewhat similar to maximo's script in that it sets the indicator to one colour then overwrites parts of it with the second colour.

linecolor:=

if (ma3<hist(ma3,1),0, {for ma3 downdard}

if (ma3>hist(ma3,1),1, {for ma3 upward}

prev)); {for ma3 sideways}

[drawundefined=gap] {This attribute is essential to prevent straight lines being drawn when indicator is "undefined"}

[color=red]

ma3; {default colour for indicator when it is not green}

[color=green]

if (linecolor=1,ma3,undefined); {this leaves a gap on first bar upward but leaves last bar on graph filled}

if (hist(linecolor,-1)=1,ma3,undefined); {this fills first gap upwards but leaves a gap on last bar of graph}

{ Between them these two lines of script cover all the required green area. Dont combine them into one compound if statement as it then fails to work on the last bar plotted}

Linear Regression Moving Average : Yep, the best one can do at the...

Tue, 19 Dec 2006 17:19:17 +0000

Author: maximo
Subject: 295
Posted: 19 Dec 2006 at 5:19pm

[target=Price; category=Moving Average; Author=Max]

StartDate:=InputDate("Start date", date(2004,1,2));

HoldingDays:=BarsSince(OnOrSkipped(StartDate));

period := input("Time periods",28,1);

bar := ma(2*ma(C,int(period/2),W) - ma(C,period,W),

int(sqrt(period)), W);

{Flag the StartDate}

begin:=If(bar>=PREV(undefined),PREV(undefined),bar*Holdingdays);

[color=lime; name=up; width=1; linestyle=solid]

if(begin=0,if(bar>=hist(bar,1),bar,bar),undefined);

[color=dark orchid; name=down; linestyle=solid]

if(begin=0,if(bar<hist(bar,1),bar,undefined),undefined);

[color=rgb(230,230,230); name=down2; linestyle=solid]

bar2 := (hist(bar,1)+bar)/2;

if(begin=0,if(bar<hist(bar,1),bar2,undefined),undefined);

[linestyle=pricecolor]

[color=dark green] if(begin=0,bar>=hist(bar,1),undefined);

[color=crimson] if(begin=0,bar<hist(bar,1),undefined)

Linear Regression Moving Average : The following script for an indicator...

Tue, 19 Dec 2006 11:52:38 +0000

Author: blackdog
Subject: 295
Posted: 19 Dec 2006 at 11:52am

The following script for an indicator ma3, displays red for a line moving down and green for a line moving up. Line moving sideways displays same color as line previously. It however still leaves a gap of one bar where the line changes direction. Im sure there is some simple way to overcome this gap problem...I just haven't found it yet. In the mean time the fudge is to fill the gap with the underlying blue (default colour).

ma3; {to fill in gap when indicator changes direction}

linecolor:=

if (ma3<hist(ma3,1),0,

if (ma3>hist(ma3,1),1,

prev));

[drawundefined=gap] {no lines drawn when indicator is "undefined"}

[color=red]

if (linecolor=0,ma3,undefined);

[color=green]

if (linecolor=1,ma3,undefined);

Linear Regression Moving Average : I too have been playing around...

Tue, 19 Dec 2006 09:27:20 +0000

Author: blackdog
Subject: 295
Posted: 19 Dec 2006 at 9:27am

I too have been playing around to get BullCharts to colour code the direction of the lines but so far I have been unsuccessful.

The following code to worked on the first attempt, except it showed a gap for one bar between red and green sections of the line. Subsequent attempts to modify the script (including returning it to origional) have all failed with BC displaying unwanted straight lines for the undefined sections.

[color=red]

if (ma3<hist(ma3,1),ma3,undefined);

[color=green]

if (ma3<hist(ma3,1),undefined,ma3);

Linear Regression Moving Average : Picture2:

Mon, 18 Dec 2006 23:13:00 +0000

Author: maximo
Subject: 295
Posted: 18 Dec 2006 at 11:13pm

Picture2:

Linear Regression Moving Average : Wellit might just sound like a...

Mon, 18 Dec 2006 23:10:10 +0000

Author: maximo
Subject: 295
Posted: 18 Dec 2006 at 11:10pm

Well it might just sound like a gay little geek feature, but i guess a couple of pictures would say a 1000 words. Who knows... maybe i've discovered a different way of trading trends. CMC market maker software TM. Allows dual colouring of lines up/down. Anyhow a couple of examples so perhaps one of our programmers can make it possible. ie. dual coloured lines on chart.

Picture 1: Supertrend indicator on chart for ATR stop loss placement.

Picture 2: LinearRegression(13) for riding the trend too the end. Isn't that what we all want?

Linear Regression Moving Average : Thats exactly the info i needed...

Tue, 17 Oct 2006 23:03:20 +0000

Author: maximo
Subject: 295
Posted: 17 Oct 2006 at 11:03pm

Thats exactly the info i needed too

Now how do i color code the line if its rising=Green and a Red colour for when it is going down?

Linear Regression Moving Average : Thanks Guys - that's excellent...

Mon, 19 Sep 2005 23:34:25 +0000

Author: bparsons
Subject: 295
Posted: 19 Sep 2005 at 11:34pm

Thanks Guys - that's excellent my demo copy should arrive in the mailshortly. Active forums are a great bonus for a product like this.

Linear Regression Moving Average : yep, the time series moving average...

Mon, 19 Sep 2005 22:43:02 +0000

Author: zorro
Subject: 295
Posted: 19 Sep 2005 at 10:43pm

yep, the time series moving average is a moving linear regression

Linear Regression Moving Average : From the formula definitions of...

Mon, 19 Sep 2005 10:49:36 +0000

Author: Dingo
Subject: 295
Posted: 19 Sep 2005 at 10:49am

From the formula definitions of the various MA options available:

TIME SERIES: Uses linear regression to determine where the line of best would have ended.

Is this what you were after (10 and 50 day Time Series MA):

Linear Regression Moving Average : Guys can you tell me if BullCharts...

Sat, 17 Sep 2005 19:28:19 +0000

Author: bparsons
Subject: 295
Posted: 17 Sep 2005 at 7:28pm

Guys can you tell me if BullCharts will enable me to do a linearregression moving average ? I want to do something like a standardmoving average 10 day/50 day except with linear regression ?

If it doesnt anyone got any ideas on what software would enable me to do this ?

Thanks in Advance