Droite de régression linéaire plus 1 écart type
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Bonjour Supertiti,
Alors, tu trouveras ci-joint la capture d’écran de la régression linéaire de Air Liquide.
lorsque je cherche à avoir la même chose avec ton code je n’y arrive pas. Est-ce que tu peux me dire si tu as le même problème et éventuellement pourquoi ?
MerciEn effet c’est une échelle logarithmique, donc l’apparence de la régression ne sera pas la même.
1/ j’ai modifié un peu le code pour qu’il soit plus rapide au calcul:
//PRC_Std and Ste LinRegChannel | indicator //Standard Deviation and Standard Error //Linear Regression Channel //12.03.2019 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge defparam drawonlastbaronly=true if islastbarupdate then // --- settings lookback= max(1,barindex) //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation = 1 //Deviation multiplier colorRed = 255 colorGreen = 255 colorBlue = 0 // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 for cmpt = lookback downto 0 do tmpx = cmpt tmpy = close[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) next n = lookback+1 if (sumx2 = sumx * sumx) then // protection to avoid infinite values b = sumxy - sumx * sumy else b = (n * sumxy - sumx * sumy) / (n * sumx2 - sumx * sumx) endif a = (sumy - b * sumx) / n drawsegment(barindex[lookback],a+b*lookback,barindex,a+b*0) coloured("red") //channel if ChannelType = 1 then //Standard Deviation dat = std[lookback]*NbDeviation else dat = ste[lookback]*NbDeviation endif drawsegment(barindex[lookback],(a+b*lookback)+dat,barindex,a+b*0+dat) coloured("gray") style(dottedline2) drawsegment(barindex[lookback],(a+b*lookback)-dat,barindex,a+b*0-dat) coloured("gray") style(dottedline2) endif return2/ pour obtenir une régression linéaire sur votre graphique, il n’est pas obligatoire d’utiliser un code personnalisé, utilisez simplement l’outil de regression dans la plateforme (fonctionne sur échelle logarithmique) = voir image jointe.
Trop complexe de reprendre ton code, voici le mien modifié avec 2 lignes de canal haute et basse.
//PRC_Std and Ste LinRegChannel | indicator //Standard Deviation and Standard Error //Linear Regression Channel //12.03.2019 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge defparam drawonlastbaronly=true if islastbarupdate then // --- settings lookback= max(1,barindex) //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation = 1 //Deviation multiplier NbDeviation2 = 0.5 //Deviation multiplier colorRed = 255 colorGreen = 255 colorBlue = 0 // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 for cmpt = lookback downto 0 do tmpx = cmpt tmpy = close[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) next n = lookback+1 if (sumx2 = sumx * sumx) then // protection to avoid infinite values b = sumxy - sumx * sumy else b = (n * sumxy - sumx * sumy) / (n * sumx2 - sumx * sumx) endif a = (sumy - b * sumx) / n drawsegment(barindex[lookback],a+b*lookback,barindex,a+b*0) coloured("red") //channel if ChannelType = 1 then //Standard Deviation dat = std[lookback]*NbDeviation dat2 = std[lookback]*NbDeviation2 else dat = ste[lookback]*NbDeviation dat2 = ste[lookback]*NbDeviation2 endif drawsegment(barindex[lookback],(a+b*lookback)+dat,barindex,a+b*0+dat) coloured("gray") style(dottedline2) drawsegment(barindex[lookback],(a+b*lookback)-dat,barindex,a+b*0-dat) coloured("gray") style(dottedline2) drawsegment(barindex[lookback],(a+b*lookback)+dat2,barindex,a+b*0+dat2) coloured("gray") style(dottedline2) drawsegment(barindex[lookback],(a+b*lookback)-dat2,barindex,a+b*0-dat2) coloured("gray") style(dottedline2) endif returnEt voilà :
// LINEAR REGRESSION CHANNEL V1 by Nicolas 28 juin 2022 // LINEAR REGRESSION CHANNEL V1 by Nicolas 28 juin 2022 // graphe style LINEAIRE defparam drawonlastbaronly=true if islastbarupdate then // --- settings lookback= max(1,barindex) //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation = 1 //Deviation multiplier colorRed = 255 colorGreen = 255 colorBlue = 0 // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 for cmpt = lookback downto 0 do tmpx = cmpt tmpy = close[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) next n = lookback+1 if (sumx2 = sumx * sumx) then // protection to avoid infinite values b = sumxy - sumx * sumy else b = (n * sumxy - sumx * sumy) / (n * sumx2 - sumx * sumx) endif a = (sumy - b * sumx) / n drawsegment(barindex[lookback],a+b*lookback,barindex,a+b*0) coloured("white")style(line,5) //channel if ChannelType = 1 then //Standard Deviation dat = std[lookback]*NbDeviation else dat = ste[lookback]*NbDeviation endif drawsegment(barindex[lookback],(a+b*lookback)+dat,barindex,a+b*0+dat) coloured("yellow") style(line,2) drawsegment(barindex[lookback],(a+b*lookback)-dat,barindex,a+b*0-dat) coloured("yellow") style(line,2) endif /////////////////////////////////////////////////////////////////////////////////////////// ////////////////////////////////////////////////////////////////////////////////////////// drawsegment(barindex[lookback],(a+b*lookback)+dat,barindex,a+b*0+dat) coloured(colorRed,colorGreen,colorBlue)style(line,3) lookback2= max(1,barindex) //channel period ChannelType = 1 //1= Standard Deviation ; 2= Standard Erro NbDeviation2 = 2 //Deviation multiplier //channel 2 if ChannelType = 1 then //Standard Deviation dat2 = std[lookback2]*NbDeviation2 else dat2 = ste[lookback2]*NbDeviation2 endif drawsegment(barindex[lookback2],(a+b*lookback2)-dat2,barindex,a+b*0-dat2) coloured (0,255,8)//(colorRed,colorGreen,colorBlue) drawsegment(barindex[lookback2],(a+b*lookback2)+dat2,barindex,a+b*0+dat2) coloured (255,9,0) ///////////////////////////////////////////////////// ///////////////////////////////////////////////////// return customclose as " Linear regression channel V1 "
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Topic Details
| Forum: | ProBuilder : Indicateurs & Outils Personnalisés |
| Language: | French |
| Started: | 06/14/2022 |
| Status: | Active |
| Attachments: | 12 files |
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