Droite régression avec les derniers plus haut
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Autre version corrigée ci-dessous
defparam drawonlastbaronly=true defparam calculateonlastbars=1000 topc = high<high[1] and high[1]>high[2] and topbar<barindex-5 //botc = low>low[1] and low[1]<low[2] and botbar<barindex-5 if topc then topbar=barindex[1] top=high[1] //elsif botc then //botbar=barindex[1] //bot=low[1] endif //PRC_Std and Ste LinRegChannel | indicator //Standard Deviation and Standard Error //Linear Regression Channel //12.03.2019 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings lookback= 40 //channel period MinTop = 5 colorRed = 255 colorGreen = 255 colorBlue = 0 // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 count=1 prev=top for cmpt = 0 to lookback do if cmpt=0 then drawtext("#count#",topbar[cmpt],top[cmpt],dialog,bold,16) endif tmpx = cmpt tmpy = top[cmpt] sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) if tmpy<>prev then count=count+1 drawtext("#count#",topbar[cmpt],top[cmpt],dialog,bold,16) prev=tmpy if count=MinTop then lb=cmpt break endif endif next n = lb+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 if count>=MinTop then drawsegment(barindex[lookback],a+b*lookback,barindex,a+b*0) coloured(colorRed,colorGreen,colorBlue) endif return top,lookback//aMerci bcp j’ai juste quelques petites questions si ce n’est pas trop prendre sur ton temps.
Si j’ai bien compris le compteur de 40 peux être changé , je l’ai mis à 80 mais il ne marque pas les plus hauts (voir ex sur PEUGEOT en PJ°
D’autre part est-il possible de connaitre le coefficient de régression linéaire
Enfin sur mes graphes il remplit en noir le dessus du graphe je ne comprends pas pourquoi
merci Nicolas
J’ai à nouveau corrigé le code pour être plus en adéquation avec ta demande initiale, ci-joint.
defparam drawonlastbaronly=true defparam calculateonlastbars=1000 topc = high<high[1] and high[1]>high[2] and topbar<barindex-5 //botc = low>low[1] and low[1]<low[2] and botbar<barindex-5 if topc then topbar=barindex[1] top=high[1] //elsif botc then //botbar=barindex[1] //bot=low[1] endif //PRC_Std and Ste LinRegChannel | indicator //Standard Deviation and Standard Error //Linear Regression Channel //12.03.2019 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge // --- settings lookback= 40 //channel period MinTop = 5 colorRed = 255 colorGreen = 255 colorBlue = 0 // --- end of settings sumx = 0 sumy = 0 sumxy = 0 sumx2 = 0 count=1 prev=top for cmpt = 0 to lookback do if cmpt=0 then drawtext("#count#",topbar[cmpt],top[cmpt],dialog,bold,16) endif tmpx = cmpt if topbar[cmpt]>barindex-lookback then tmpy = top[cmpt] endif sumy = sumy+tmpy sumx = sumx+tmpx sumx2 = sumx2 + (tmpx*tmpx) sumxy = sumxy + (tmpy*tmpx) if tmpy<>prev then count=count+1 drawtext("#count#",topbar[cmpt],top[cmpt],dialog,bold,16) prev=tmpy endif 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 if count>=MinTop then drawsegment(barindex[lookback],a+b*lookback,barindex,a+b) coloured(colorRed,colorGreen,colorBlue) endif return
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Topic Details
| Forum: | ProBuilder : Indicateurs & Outils Personnalisés |
| Language: | French |
| Started: | 05/06/2020 |
| Status: | Active |
| Attachments: | 3 files |
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