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Regression Channels
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Regression Channels

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Regression Channels

Fat Tails or anyone that uses regression channels,
What do you recommend for your regression channel indi for daily and 60 minutes (length and SD)?
Just something to start, then I will play around with it.

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meyer99 View Post
Fat Tails or anyone that uses regression channels,
What do you recommend for your regression channel indi for daily and 60 minutes (length and SD)?
Just something to start, then I will play around with it.


First, when using any regression channel indicator, be careful. It looks nice, but it redraws the channel with every bar. So the regression line was not there in the past, when price action was hitting it, but it was readjusted with hindsight.

To understand the difference:

(1) The first chart shows the elegant regression channel.

(2) The second chart uses exactly the same regression analysis, but without readjusting (repainting) the channel with hindsight. So the second chart displays the information that was known when the price bar was painted without redrawing! It actually shows the trajectory of the right end of the linear channel.

So you should first decide, whether you want to use the linear channel or the bands!


Settings:

I use a period between 35 and 65 for the center line, and a standard deviation factor of 3 or 3.5 for the trend channel lines. That applies to both indicators, as they perform the same calculations.

Attached Thumbnails
Regression Channels-tf-12-10-15-min-08_12_2010.jpg   Regression Channels-tf-12-10-15-min-08_12_2010-simple.jpg  

Last edited by Fat Tails; December 8th, 2010 at 01:59 PM.
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Hi Fat Tails,
Is your anaRegressionChannelSimple indicator available for download? That's a nice idea.

Thanks.

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timefreedom View Post
Hi Fat Tails,
Is your anaRegressionChannelSimple indicator available for download? That's a nice idea.

Thanks.


That is pretty easy:

(1) Download the RegressionChannelv2 indicator.

(2) Edit the indicator and delete the whole Plot() section in the Miscellaneous region

(3) Save the indicator under a new name and then compile via F5.


Without the custom plot the indicator will now draw the channels as per chart 2.

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