КАНАЛ ЛИНЕЙНОЙ РЕГРЕССИИ

Type : Indicator, Name : Draw Linear Regression Lines For Two Past Periods

inputs : Periods(20);

vars : LRValueEnd(0),
LRSlopeEnd(0),
LRStdDevEnd(0),
LRValueBeg(0),
PlotBarsBack(0),
LRChanWidth(0);

LRValueEnd = LinearRegValue(close, Periods, 0);
LRSlopeEnd = LinearRegSlope(close, Periods);
LRStdDevEnd = stddev(close, Periods);
{
Print(file(«o:\omega\i_LRPrc.log»),Date, BarNumber, » Close «, Close, «
LRVal «, LRValueEnd, » LRSlp «, LRSlopeEnd, » LRStd «, LRStdDevEnd);
}
if date = LastCalcDate then begin
{Plot end of last LR period)}
PlotBarsBack = 0;
LRChanWidth = (2 * LRStdDevEnd[PlotBarsBack]);
plot1[PlotBarsBack](LRValueEnd[PlotBarsBack],»LRP Short»);
plot2[PlotBarsBack]((LRValueEnd + LRChanWidth)[PlotBarsBack],»LRP S Upper»);
plot3[PlotBarsBack]((LRValueEnd — LRChanWidth)[PlotBarsBack],»LRP S Lower»);
{Plot begin of last LR period)}
LRValueBeg = LRValueEnd[PlotBarsBack] + ((Periods-1) *
(LRSlopeEnd[PlotBarsBack] * -1));
PlotBarsBack = Periods — 1;
plot1[PlotBarsBack](LRValueBeg, «LRP Short»);
plot2[PlotBarsBack]((LRValueBeg + LRChanWidth), «LRP S Upper»);
plot3[PlotBarsBack]((LRValueBeg — LRChanWidth), «LRP S Lower»);
{Plot end of prev LR period)}
plot4[Periods](LRValueEnd[Periods],»LRP S Prev»);
{Plot begin of last LR period)}
LRValueBeg = LRValueEnd[Periods] + ((Periods-1) *
(LRSlopeEnd[Periods] * -1));
PlotBarsBack = (Periods * 2) — 1;
plot4[PlotBarsBack](LRValueBeg, «LRP S Prev»);
end;