【标准误差带(Standard error bands)】
[code]inputs:
Price( Close ),
LinRegLength( 21 ),
SmoothingLength( 3 ),
Displace( 0 ) ;
variables:
var0( 0 ),
var1( 0 ),
var2( 0 ),
var3( 0 ),
var4( 0 ) ;
var0 = LinearRegValue( Price, LinRegLength, 0 ) ;
var1 = Average( var0, SmoothingLength ) ;
var2 = Average( StdError( Price, LinRegLength ), SmoothingLength ) ;
var3 = var1 - var2 ;
var4 = var1 + var2 ;
condition1 = ( Displace >= 0 or CurrentBar > AbsValue( Displace ) ) and CurrentBar >= SmoothingLength ;
if condition1 then
begin
Plot1[Displace]( var4, "UpperBand" ) ;
Plot2[Displace]( var3, "LowerBand" ) ;
Plot3[Displace]( var1, "MidLine" ) ;
if Displace <= 0 then
begin
condition1 = Price crosses over var3 ;
if condition1 then
Alert( "Price crossing over lower price band" )
else
begin
condition1 = Price crosses under var4 ;
if condition1 then
Alert( "Price crossing under upper price band" ) ;
end;
end ;
end ;
[/code]
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