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Regression Channel not plotting correctly
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Created: by ShruggedAtlas Attachments:9

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Regression Channel not plotting correctly

  #1 (permalink)
Atlas
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Regression Channel not plotting correctly

I have two data streams. A 2 minute and a 10 minute. I have made some changes to which panel the price bars occupy. The fact that I have two data streams seems to be important here because I don't think I have trouble when I only have a single data stream to work with.

The problem: when trying to create a regression channel using data from either stream the channel plots vertically at the last bar of the chart. I have an example picture attached. I have the parameters window open so you can see how I have the indicator setup.

The thing works great on a single data stream but as soon as I introduce a second data stream I am no longer able to plot a new regression channel indicator.

Has anyone encountered this problem before?

Note: In the attached image, I have attempted to put the regression channel on panel #1 which is the 10 minute chart. Panel #2 is the primary data stream. I have tried to create this indicator using both data streams with the same results.

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Attached Thumbnails
Regression Channel not plotting correctly-regression-problem-pic.jpg  
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  #2 (permalink)
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I have just checked on my side. I think there is a problem linked to the code of the indicators.


anaRegressionChannel (my version):

If you look at the charts below, you will notice that one of the regression channel has leaped backwards on the 6E chart, while it is correctly shown on the FDAX chart. After some time all the lines disappeared.


RegressionChannel (Ninja default version):

On the 6E chart there is the vertical line, which you also noted.

The indicator has a bug, which prevents its use on MultiTimeSeries Charts. You will notice it from the error messages in your log. Somebody needs to recode it, I will have a look tomorrow.

Attached Thumbnails
Regression Channel not plotting correctly-regression-channel-fdax.jpg   Regression Channel not plotting correctly-regression-channel-6e.jpg  
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  #3 (permalink)
Atlas
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Yes I also noticed...but forgot to mention that it seemed to get 'worse' after a while. Odd symptom. It would work...then shift if I tried to put more than one on the chart and then would eventually fail altogether. I got that weird shifting symptom also but failed to mention it. thanks for bringing it up!

Also: I looked at my log and it shows no errors....hmmmm

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
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  #4 (permalink)
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ShruggedAtlas View Post
Yes I also noticed...but forgot to mention that it seemed to get 'worse' after a while. Odd symptom. It would work...then shift if I tried to put more than one on the chart and then would eventually fail altogether. I got that weird shifting symptom also but failed to mention it. thanks for bringing it up!

Also: I looked at my log and it shows no errors....hmmmm


The indicator has a custom plot and was originally designed for single barseries charts. I am certain that one of the methods used in the custom plots has a problem with any of the new multi barseries features, such as non-equidistant spacing.

From the screenshots, it can be seen that the x-position of the plot is not correctly identified. It is either horizontally sihfted or compressed. That is a clear indication, where to look for the problem.

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Modified Indicator

I have modified my version of the indicator, and it seems to work better. However, I have not thoroughly tested it under all circumstances, so I need some support for testing it.

The anaRegressionChannel has two differences with respect to the RegressionChannel indicator:

(1) It moves to the position of the last bar displayed, so if you scroll the chart horizontally you can see its past performance.

(2) The NinjaTrader with a period of 50 uses only 49 bars to calculate the channel, if set to "CalculateOnBarClose = true", my indicator uses 50 bars in both modes "true" and "false".

My first tests on multi-series charts were successful.


Chart and indicator attached.

Attached Thumbnails
Regression Channel not plotting correctly-fesx-09-11-5-min-14_07_2011.jpg   Regression Channel not plotting correctly-fesx-09-11-5-min-_-fesx-09-11-15-min-14_07_2011.jpg   Regression Channel not plotting correctly-fgbl-09-11-5-min-_-fgbl-09-11-15-min-14_07_2011.jpg  
Attached Files
Register to download File Type: zip anaRegressionChannel.zip (3.2 KB, 101 views)
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Fat Tails View Post
I have modified my version of the indicator, and it seems to work better. However, I have not thoroughly tested it under all circumstances, so I need some support for testing it.

The anaRegressionChannel has two differences with respect to the RegressionChannel indicator:

(1) It moves to the position of the last bar displayed, so if you scroll the chart horizontally you can see its past performance.

(2) The NinjaTrader with a period of 50 uses only 49 bars to calculate the channel, if set to "CalculateOnBarClose = true", my indicator uses 50 bars in both modes "true" and "false".

My first tests on multi-series charts were successful.


Chart and indicator attached.

Wow! Thanks a lot FT. I would have never been able to resolve that on my own. Really, thanks for checking into this and finding a initial fix and then sharing it with me. Very awesome of you!!

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
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ShruggedAtlas View Post
Wow! Thanks a lot FT. I would have never been able to resolve that on my own. Really, thanks for checking into this and finding a initial fix and then sharing it with me. Very awesome of you!!

Would like a few people to test, whether it works correctly. I will then update the Regression Channel indicator in the download section.

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where to put the .cs file

FT - here is your Regression Channel in action. I have two instances of the channel both active and, so far, correctly plotting on the second panel. The larger channel is based on 10 minute data which is not the primary stream and the smaller one is based on the 2 minute data which is the primary stream. You da man! whooohooooo!

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
- Michael Jordan, 5-Time NBA Most Valuable Player, 6-Time NBA Champion
Attached Thumbnails
Regression Channel not plotting correctly-anaregressionchanneltest.jpg  

Last edited by ShruggedAtlas; July 15th, 2011 at 02:18 AM.
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Indicator Update Regression Channel V2

I have updated the Regression Channel V2 in the download section of the forum.


The new version can be used on multi-timeseries charts and charts with non-equidistant bar spacing. It can be downloaded here:


https://futures.io/free_downloads/ninjatrader-7/indicators/754-download.html?view

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