Stock Portfolio Organizer
The ultimate porfolio management solution.
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Intermarket (Predicted) Moving Average Universal for Amibroker (AFL)
Predicted Value for Base Securtiy from LR on MA of ROC’s
Screenshots
Similar Indicators / Formulas
Indicator / Formula
SEC2 = Foreign("^XAU","C",fixup = 1);
D3 = Param("MA PERIOD BASE SECURITY", 13, 1, 1000,1);
D1 = Param("Regression Days", 500, 1, 2000,1);
D2 = Param("ROC Days", 11, 1, 100,1);
RS1 = ROC(C,D2);
RS2 = ROC(SEC2,D2);
b = Correlation(RS1,RS2,D1)*StDev(RS1,D1)/StDev(RS2,D1);
a = MA(RS1,D1)-b*MA(RS2,D1);
PR11 = b*RS2+a;
PRED1 = Ref(C,-D2)*(1+PR11/100);
PRED = MA(PRED1,D3);
Plot(PRED,"Predicted Value for Base Securtiy from LR on MA of ROC's",colorBlue);5 comments
Leave Comment
Please login here to leave a comment.
Back
AFL NOT WORKING IN 5.50 AMIBROKER
actually looks real good. THANKS..
what good…….! there is nothing on afl at first. where is the begin & end of the formula….! i found nothing…do u plz. help me.
picture plese !!!!!