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Polynomial Regression Channel trading
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Polynomial Regression Channel trading

  #1 (permalink)
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Polynomial Regression Channel trading

Since this was so popular on the blog, I thought I would create a topic here so it can be discussed in further detail.

I've uploaded the indicator in the file sharing section here:
View Download Details - Big Mike Trading Forum

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Mike

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  #2 (permalink)
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Mike,

Could you please provide some reference/URLs for this indicator? I'd like to know ideas behind the scene, so I can understand if it fits into my Holy Grail Sketch.

Thank you.

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  #3 (permalink)
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Eternum View Post
Mike,

Could you please provide some reference/URLs for this indicator? I'd like to know ideas behind the scene, so I can understand if it fits into my Holy Grail Sketch.

Thank you.

Hi Eternum

I paid someone to recode it from MT4:
http://codebase.mql4.com/4332

I suck at math so I can't even begin to try and explain what it does, but this article might help.

Mike

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  #4 (permalink)
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wiki @ last square method

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  #5 (permalink)
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wh View Post
wiki @ last square method

link please?

Mike

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  #6 (permalink)
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For PRC (RC in fact): http://en.wikipedia.org/wiki/Polynomial_regression.

BUT, I didn't find a good way to for use this indicator in live...

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  #7 (permalink)
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sam028 View Post
For PRC (RC in fact): http://en.wikipedia.org/wiki/Polynomial_regression.

BUT, I didn't find a good way to for use this indicator in live...

Hi Sam,

if you want to use the regression channel is simple quite for calculation.
use only on time charts like 5, 30, 240 min and so.
if you will trade it is a great tool. i have do this but you need time, and i havnt it.

For Example you will use it on 5 min chart for lookback 1 day

simple math (60 min / 24 h) = 1440 is main variable

a = 1440
b = 5 TimeFrame of Chart

1440/ 5 = 288 bars back

For Example you will use it on 30 min chart to lookback a week --> 5 days

1440*5 / 30 = 240 bars back and so on.

but i trade on forex you on es also is not 24h --> 8 h your main variable

Arne

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  #8 (permalink)
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WH, the real question is: how use it.
Go short when the bar get far away from the top of the channel ? Go Long when the price break the south line ?
Hum, in both cases, it's 50/50...



wh View Post
Hi Sam,

if you want to use the regression channel is simple quite for calculation.
use only on time charts like 5, 30, 240 min and so.
if you will trade it is a great tool. i have do this but you need time, and i havnt it.

For Example you will use it on 5 min chart for lookback 1 day

simple math (60 min / 24 h) = 1440 is main variable

a = 1440
b = 5 TimeFrame of Chart

1440/ 5 = 288 bars back

For Example you will use it on 30 min chart to lookback a week --> 5 days

1440*5 / 30 = 240 bars back and so on.

but i trade on forex you on es also is not 24h --> 8 h your main variable

Arne


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  #9 (permalink)
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go long is price below blue line
go short is price above red line

take profit on middle line or save position

but use only 1 not 2,3,4 this is bu**sh*t
sam you see the trend???

wh

Attached Thumbnails
Polynomial Regression Channel trading-prc.png   Polynomial Regression Channel trading-prc-002.png  

Last edited by wh; June 18th, 2009 at 05:53 PM.
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  #10 (permalink)
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Thx wh.
I see the trend, but as it redraws the past, well...
Anyway, maybe this works better with these parameters, I'll give it a second chance.

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