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Linear Regression Moving Average

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maximo View Drop Down
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Post Options Post Options   Quote maximo Quote  Post ReplyReply Direct Link To This Post Topic: Linear Regression Moving Average
    Posted: 29 Jul 2008 at 11:35pm

No Rounders it's for BullCharts software.

CMC already has them built in.

Backtest before trading. 

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Post Options Post Options   Quote Rounders Quote  Post ReplyReply Direct Link To This Post 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

 

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blackdog View Drop Down
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Post Options Post Options   Quote blackdog Quote  Post ReplyReply Direct Link To This Post 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...
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Post Options Post Options   Quote maximo Quote  Post ReplyReply Direct Link To This Post 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!

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Post Options Post Options   Quote maximo Quote  Post ReplyReply Direct Link To This Post 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)

 

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Post Options Post Options   Quote blackdog Quote  Post ReplyReply Direct Link To This Post 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}

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Post Options Post Options   Quote maximo Quote  Post ReplyReply Direct Link To This Post Posted: 19 Dec 2006 at 5:19pm

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)

 

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Post Options Post Options   Quote blackdog Quote  Post ReplyReply Direct Link To This Post 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);

 

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Post Options Post Options   Quote blackdog Quote  Post ReplyReply Direct Link To This Post 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);

 

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Post Options Post Options   Quote maximo Quote  Post ReplyReply Direct Link To This Post Posted: 18 Dec 2006 at 11:13pm

Picture2:

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