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龙听 发表于 2022-11-3 11:33

【LinReg2Periods】

[code]
[LegacyColorValue = TRUE];

inputs  : Periods(20);
    vars    : LRValueEnd(0),
                 LRSlopeEnd(0),
                 LRStdDevEnd(0),
                 LRValueBeg(0),
                 PlotBarsBack(0),
                 LRChanWidth(0);

    LRValueEnd = LinearRegValue(close, Periods, 0);
    LRSlopeEnd = LinearRegSlope(close, Periods);
    LRStdDevEnd = stddev(close, Periods);
    {
    Print(file("X:\omega\i_LRPrc.log"),Date, BarNumber, " Close ", Close, "
LRVal ", LRValueEnd, " LRSlp ", LRSlopeEnd, " LRStd ", LRStdDevEnd);
    }
    if date = LastCalcDate then begin
        {Plot end of last LR period)}
        PlotBarsBack = 0;
        LRChanWidth = (2 * LRStdDevEnd[PlotBarsBack]);
        plot1[PlotBarsBack](LRValueEnd[PlotBarsBack],"LRP Short");
        plot2[PlotBarsBack]((LRValueEnd + LRChanWidth)[PlotBarsBack],"LRP SUpper");
        plot3[PlotBarsBack]((LRValueEnd - LRChanWidth)[PlotBarsBack],"LRP SLower");
        {Plot begin of last LR period)}
        LRValueBeg = LRValueEnd[PlotBarsBack] + ((Periods-1) *
(LRSlopeEnd[PlotBarsBack] * -1));
        PlotBarsBack = Periods - 1;
        plot1[PlotBarsBack](LRValueBeg, "LRP Short");
        plot2[PlotBarsBack]((LRValueBeg + LRChanWidth), "LRP SUpper");
        plot3[PlotBarsBack]((LRValueBeg - LRChanWidth), "LRP SLower");
        {Plot end of prev LR period)}
        plot4[Periods](LRValueEnd[Periods],"LRP S Prev");
        {Plot begin of last LR period)}
        LRValueBeg = LRValueEnd[Periods] + ((Periods-1) *
(LRSlopeEnd[Periods] * -1));
        PlotBarsBack = (Periods * 2) - 1;
        plot4[PlotBarsBack](LRValueBeg, "LRP S Prev");
    end;
[/code]

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