TSM5 Regression with bands code conversion request.

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  • 04/17/2020 at 1:29 PM #126538 quote
    tapetkabinett
    Participant
    New
    { TSM5 Regression with bands
	Copyright 2011, P.J.Kaufman. All rights reserved. }
	
	inputs: 	period(20), bandwidth(2.0);
	vars:		slope(0), lrvalue(0), resid(0), sdresid(0), angle(0),
				intercept(0), upperband(0), lowerband(0), size(0), investment(25000);
	
	Value1 = LinearReg( close, period, currentbar, slope, angle, intercept, 
 				lrvalue ) ;
{	slope = LinearRegSlope(close,period);
	lrvalue = linearRegValue(close,period,currentbar);}
	resid = Close - lrvalue;
	
	If Currentbar > period then begin
{ position size }
		size = investment / (avgtruerange(30)*bigpointvalue);
		size = maxlist(size,1);
		sdresid = stddev(close,period);
		Upperband = lrvalue + slope + bandwidth*sdresid;
		Lowerband = lrvalue + slope - bandwidth*sdresid;
{		plot1(upperband,"UB");
		Plot2(lowerband,"LB");
}		plot3(lrvalue,"LR");
		
{		If Close > upperband[1] then buy size contracts this bar on close
			Else if Close < lowerband[1] then sell short size contracts this bar on close; }
		end;

    Hello

    04/17/2020 at 2:23 PM #126554 quote
    Vonasi
    Moderator
    Master

    There are some simple rules that everyone using the forums is expected to follow. Your post has broken one or more of these rules.

    The forum rules are as follows. I have highlighted in bold the rule/rules that you have not followed:

    Post your topic in the correct forum.

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    Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.
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    I have edited your post where required. Please ensure that your future posts meet these few simple forum rules. 🙂

    04/17/2020 at 2:26 PM #126556 quote
    Vonasi
    Moderator
    Master

    Roberto already told you in your first ever topic how to request a free code conversion from here:

    Ask for a Free Code Conversion

    Why did you completely ignore him?

    Please add the missing information to this topic.

    04/17/2020 at 3:41 PM #126577 quote
    Nicolas
    Keymaster
    Master

    Hello! PLEASE CODE. GoodBye! 😆

    04/20/2020 at 10:56 AM #127026 quote
    tapetkabinett
    Participant
    New

    Hello! I am having trouble converting various metastock indicators into PRT. If possible, I would love some help with the following code, to use as a guideline for future conversions 🙂

    { TSM5 Regression with bands
	Copyright 2011, P.J.Kaufman. All rights reserved. }
	
	inputs: 	period(20), bandwidth(2.0);
	vars:		slope(0), lrvalue(0), resid(0), sdresid(0), angle(0),
				intercept(0), upperband(0), lowerband(0), size(0), investment(25000);
	
	Value1 = LinearReg( close, period, currentbar, slope, angle, intercept, 
 				lrvalue ) ;
{	slope = LinearRegSlope(close,period);
	lrvalue = linearRegValue(close,period,currentbar);}
	resid = Close - lrvalue;
	
	If Currentbar > period then begin
{ position size }
		size = investment / (avgtruerange(30)*bigpointvalue);
		size = maxlist(size,1);
		sdresid = stddev(close,period);
		Upperband = lrvalue + slope + bandwidth*sdresid;
		Lowerband = lrvalue + slope - bandwidth*sdresid;
{		plot1(upperband,"UB");
		Plot2(lowerband,"LB");
}		plot3(lrvalue,"LR");
		
{		If Close > upperband[1] then buy size contracts this bar on close
			Else if Close < lowerband[1] then sell short size contracts this bar on close; }
		end;

    Also, I would like to apologise to Nicolas aswell as Vonasi for being a nuisance last week – I theorize I pressed “submit” just before clocking out, without checking the posted content.  Sorry about that mishap.

    04/20/2020 at 12:00 PM #127047 quote
    Vonasi
    Moderator
    Master

    tapetkabinett – You seem to be having some issues with reading the rules and sticking to them.

    Do not double post! I will merge this topic with your last one on exactly the same subject!

    04/20/2020 at 1:24 PM #127077 quote
    Nicolas
    Keymaster
    Master

    Please find below the code conversion from Metastock to ProRealTime about your strategy. It also plots on the chart the TSM regression bands.

    period=20
bandwidth=2.0
investment=10

slope = LinearRegressionSlope[period](close)
lrvalue = linearRegression[period](close)
resid = Close - lrvalue
 
If barindex > period then 
size = investment / (averagetruerange[30]*pointvalue)
size = max(size,1)
sdresid = std[period](close)
Upperband = lrvalue + slope + bandwidth*sdresid
Lowerband = lrvalue + slope - bandwidth*sdresid
graphonprice upperband
graphonprice lowerband
graphonprice lrvalue
  
If Close > upperband[1] then 
buy size contracts at market 
Elsif Close < lowerband[1] then 
sellshort size contracts at market 
endif
endif
    TSM-5-Regression-with-bands-strategy.png TSM-5-Regression-with-bands-strategy.png
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TSM5 Regression with bands code conversion request.


ProBuilder: Indicators & Custom Tools

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tapetkabinett @tapetkabinett Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by Nicolas
5 years, 9 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 04/17/2020
Status: Active
Attachments: 1 files
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