LinearRegression debut et fin

• 09/20/2023 at 1:27 PM #221332
  the_giorgio

  Bonjour,

   

  Le code

  N=20

  LR = LinearRegression[N](close)

  donne bien la valeur de l’extrémité droite d’une droite de régression sur 20 périodes.

  Mais comment je fais pour avoir la valeur de l’extrémité gauche de cette même droite ?

  Merci

   

  

  the_giorgio

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  09/21/2023 at 10:23 AM #221379
  Nicolas

  Avec le code ci-dessous, tu obtiendras la valeur du premier point de la régression linéaire (courbe en jaune, soit où est localisé le point jaune).

  //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 defparam calculateonlastbars=1000 // --- settings lookback= 20 //channel period // --- 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) drawpoint(barindex[lookback],a+b*lookback,3) coloured("yellow") return linearregression[lookback] coloured("red"), a+b*lookback coloured("yellow")

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  //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 defparam calculateonlastbars=1000 // --- settings lookback= 20 //channel period // --- 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)   drawpoint(barindex[lookback],a+b*lookback,3) coloured("yellow")   return linearregression[lookback] coloured("red"), a+b*lookback coloured("yellow")

   

  

  Nicolas

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  09/21/2023 at 8:20 PM #221413
  the_giorgio

  Super

   

  Merci

  

  the_giorgio

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  09/21/2023 at 11:04 PM #221419
  LucasBest

  Sinon, il y a aussi cette alternative en utilisant les 2 fonctions de probuilder : linearregression et linearregressionslope

  LinearRegressionSegment

  k = 20 // à ajouter en variable dans la configuration dpok2=DPO[k*2](close) if dpok2=dpok2[1] and dpok2[1]=dpok2[2] and dpok2[2]<>dpok2[3] then start=1 endif if start=1 and start[1]=0 then StartIndex = Barindex Endif If barindex-k+1 = Startindex then b=linearregression[k](close) a=linearregressionslope[k](close) y=b-a*(k-1) Drawsegment(Startindex,y,barindex,b)Style(dottedline2,4) Coloured("green",255) endif return

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  k = 20 // à ajouter en variable dans la configuration dpok2=DPO[k*2](close)   if dpok2=dpok2[1] and dpok2[1]=dpok2[2] and dpok2[2]<>dpok2[3] then start=1 endif   if start=1 and start[1]=0 then StartIndex = Barindex Endif   If barindex-k+1 = Startindex then b=linearregression[k](close) a=linearregressionslope[k](close) y=b-a*(k-1) Drawsegment(Startindex,y,barindex,b)Style(dottedline2,4) Coloured("green",255) endif   return

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