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Linear regression channel


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Linear regression channel

  #1 (permalink)
Tom Joad
Milano
 
Posts: 13 since May 2011
Thanks Given: 29
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Hello everyone
I would like to create a channel of linear regression EasyLanguage
I OEC as a platform, someone help me?
thanks
...and sorry 4 my English

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  #2 (permalink)
Tom Joad
Milano
 
Posts: 13 since May 2011
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Tom Joad View Post
Hello everyone
I would like to create a channel of linear regression EasyLanguage
I OEC as a platform, someone help me?
thanks
...and sorry 4 my English

No one?

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  #3 (permalink)
 
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 Big Mike 
Manta, Ecuador
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Tom Joad View Post
No one?

Not an OEC user myself, but pretty sure OEC uses EasyLanguage. I assume it can import ELD files.

Look here:
A User-Interactive Linear Regression Channel Indicator for Tradestation

Attached is the zip from that site.

Mike

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  #4 (permalink)
Tom Joad
Milano
 
Posts: 13 since May 2011
Thanks Given: 29
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Big Mike View Post
Not an OEC user myself, but pretty sure OEC uses EasyLanguage. I assume it can import ELD files.

Look here:
A User-Interactive Linear Regression Channel Indicator for Tradestation

Attached is the zip from that site.

Mike

Many thanks Mike....

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  #5 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
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Tom Joad View Post
Many thanks Mike....

Does that mean it worked? I wasn't sure if it would.

Mike

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  #6 (permalink)
Tom Joad
Milano
 
Posts: 13 since May 2011
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Big Mike View Post
Does that mean it worked? I wasn't sure if it would.

Mike

No. .. it does not work
I can not find anywhere in easylanguage
Merry Christmas to all
PS TKS Mike...

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  #7 (permalink)
jan123321
Prague/ Czech Republic
 
Posts: 7 since Sep 2013
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I thought that OEC supports Easy Language, here is a LinearReg function from TS:

{ Linear Regression multiple-output function; see MULTIPLE-OUTPUT FUNCTIONS note
below }

inputs:
Price( numericseries ),
Length( numericsimple ), { Length > 1 }
TgtBar( numericsimple ), { use negative integer for future, positive for past }
oLRSlope( numericref ),
oLRAngle( numericref ),
oLRIntercept( numericref ), { left intercept, at vertical through
Price[ Length - 1 ] }
oLRValue( numericref ) ;

variables:
SumXY( 0 ),
SumY( 0 ),
SumX( 0 ),
SumXSqr( 0 ),
OneSixth( 1 / 6 ),
Divisor( 0 ) ;

if Length > 1 then
begin
SumX = Length * ( Length - 1 ) * .5 ;
SumXSqr = Length * ( Length - 1 ) * ( 2 * Length - 1 ) * OneSixth ;
Divisor = Square( SumX ) - Length * SumXSqr ;
SumXY = 0;
for Value1 = 0 to Length - 1
begin
SumXY = SumXY + Value1 * Price[Value1] ;
end ;
SumY = Summation( Price, Length ) ;

oLRSlope = ( Length * SumXY - SumX * SumY) / Divisor ;
oLRAngle = ArcTangent( oLRSlope ) ;
oLRIntercept = ( SumY - oLRSlope * SumX ) / Length ;
oLRValue = oLRIntercept + oLRSlope * ( Length - 1 + ExecOffset - TgtBar ) ;
LinearReg = 1 ;
end
else
LinearReg = -1 ;

{
MULTIPLE-OUTPUT FUNCTIONS

A multiple-output function has two types of parameters or "inputs" - input parameters
and input/output parameters. The values of the input parameters are passed into the
multiple-output function, but not modified by the function. The values of the input/
output parameters are passed into the multiple-output function, modified by it, and
the modified values are then inherited by - or output to - the calling routine.

The input/output parameters are often used for output purposes only, i.e., the
incoming values are ignored. The outputs are in addition to the function return. In
multiple-output functions, the function return is generally used to return an error
code, though sometimes the return may simply be a dummy value.

The input/output parameters are declared with a "ref" suffix (such as "numericref") in
the multiple-output function's declaration statements. For further clarity, the names
of the input/output parameters are generally prefixed with an "o" in the function as
well as in all the routines that call the function.

The built-in single-return WRAPPER FUNCTIONS that call the multiple-output functions
are specialized calling routines designed to offer simplified, alternate pathways to
the functionality of the underlying multiple-output functions. In the wrapper
functions, the input/output parameters are declared as local variables and generally
initialized to zero. They are passed through to the multiple-output function without
further modification. After the call, the wrapper function picks out the single
output of interest and assigns it as the return of the wrapper function.
}

{ ** Copyright (c) 2001 - 2010 TradeStation Technologies, Inc. All rights reserved. **
** TradeStation reserves the right to modify or overwrite this analysis technique
with each release. ** }

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  #8 (permalink)
 SamYeotl 
Singapore
 
Experience: Intermediate
Platform: NinjaTrader,TradeStation, OX
Broker: CQG
Trading: ES,FX,Oil,Stock,Options, GC, 6E, TF
Posts: 11 since Feb 2013
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Big Mike View Post
Not an OEC user myself, but pretty sure OEC uses EasyLanguage. I assume it can import ELD files.

Look here:
A User-Interactive Linear Regression Channel Indicator for Tradestation

Attached is the zip from that site.

Mike

I import this indicator into TS 9.5, and found that there is [No Plot].

Could someone help.

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