Search

Categories

Show

Help

Search Results

Searching for entries matching regression, looking in keywords for any words
Found 13 matching entries

Page 1 of 2

Entries

Center of Gravity / Polynomial Regression Channel / Belkhayate COG

This is the Belkhayate COG (Center of Gravity) indicator. Also known as a polynomial regression channel with 3 std deviations and many other names. I transported this code directly from here.

If anybody has any useful information regarding the usability of the indicator I'd appreciate the feedback. The fact that it repaints takes a lot away from it, but here it is in case someone has use for it!

Category NinjaTrader 8 Indicators and More

Details: Center of Gravity / Polynomial Regression Channel / Belkhayate COG
Category: NinjaTrader 8 Indicators and More

March 6th, 2017
Size: 2.89 KB
Downloaded: 1275 times

Keywords: center channel cog gravity of polynomial regression belkhayate

I-regr Indicator

The I-regr indicator also known as the Linear Regression Channel consists of two parallel lines, equidistant up and down from the line of linear regression trend. The distance between frame of the channel and regression line equals to the value of maximum close price deviation from the regression line.

If price is below the bottom line - BUY
If price is above the upper line - SELL

The middle line can be also used as the Take Profit area or Target Limit.

Category MetaTrader 4 Indicators

Details: I-regr Indicator
Category: MetaTrader 4 Indicators

May 28th, 2011
Size: 4.52 KB
Downloaded: 506 times

Keywords: indicator regression

jhlLinRegSlope

Linear Regression Slope. Should return the same values as the standard LinRegSlope. However, the standard version iterates on every update, making it especially inefficient for intrabar (tick) data. This version does not iterate on intrabar updates. Version 1.0.

Category NinjaTrader 7 Indicators

Details: jhlLinRegSlope
Category: NinjaTrader 7 Indicators

July 3rd, 2010
Size: 2.61 KB
Downloaded: 203 times

Keywords: fluxsmith linear regression slope

Linear regression line

Here is a linear regression line for MT5.

If somebody could improove it to become a Trigger line. Only the Exponential moving average have to be plot with the linreg line. It could be done with Costume moving average, which has the option (Previous indicators data). But it would be better if it would be coloured trigger line like in Ninjatrader.

Category MetaTrader 5 Indicators

Details: Linear regression line
Category: MetaTrader 5 Indicators

July 1st, 2011
Size: 4.46 KB
Downloaded: 72 times

Keywords: line linear mt5 regression

MEF Enter/Exit market indicator

This indicator uses Linear Regression as main driver. It's based on a longer and shorter period LR used as a signal.

I find it most suitable for indicating when to add new contracts to already opened position or if you've missed trend break-out this can find you a nice entry.

Should you have market trending down, you enter when histogram reaches near 0 and you can either wait to change direction and go in the opposite direction or use some "fixed" near 0 detection method.

On the image you can see how nice have been identified places where to add to an existing position, or even enter market if not done so already.

Please check here for early trend change identification and how trading divergences possibilities.

Parameters:
- Adaptive period: you can select to use adaptive period proposed by John Ehlers for short period calculation
- Period multiplier: is to be used if you've selected adaptive period so from short period calculated will be derived long period value by multiplication
- Long LR period/Short LR period: are to be used as fixed values for Linear regression period
- Long/Short smoothing: is SMA smoothing applied to LinReg

Notes:
- Red/Green histograms are selected on Falling/Rising base respect to previous value.

- In debug mode you can see additional 2 lines plotted. Those are actual angle measure line for longer and shorter period LR.

- Development of this indicator was inspired by the following post Linear Regression Angle Measurement by Doug Tucker

- There's a forum thread on this indicator opened here.

- Exported using NT 7 b18

Category NinjaTrader 7 Indicators

Details: MEF Enter/Exit market indicator
Category: NinjaTrader 7 Indicators

July 8th, 2010
Size: 12.76 KB
Downloaded: 2118 times

Keywords: entry indicator ivanjocic linear position regression mef

Polynomial Regression Channel (PRC)

Linear Regression Channel consists of two parallel lines, equidistant up and down from the line of linear regression trend. The distance between frame of the channel and regression line equals to the value of maximum close price deviation from the regression line.

This indicator can plot a liner regression, a parabolic regression (second-power), and a polynomial regression (third-power).

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: [COLOR=#0000ff]NOT TESTED [feedback][/COLOR]

Category NinjaTrader 6.5 Indicators

Details: Polynomial Regression Channel (PRC)
Category: NinjaTrader 6.5 Indicators

June 15th, 2009
Size: 3.79 KB
Downloaded: 1276 times

Keywords: bmt linear ninjatrader polynomial prc regression

PRC2

this is a new version of PRC (used in the holy grail setup)

i found this indicator on line from : https://www.integrity-traders.com/

very useful indicator , work better then the previous version consume less memory

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)

Category NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

Details: PRC2
Category: NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

November 10th, 2009
Size: 9.35 KB
Downloaded: 3099 times

Keywords: prc ninjatrader benbrooke polynomial channel regression

Raff Regression Channel

This Indicator is the Raff Regression Channel or RRC. Some credit needs to be given to FatTails as I used his regression channel that painted bars as a starting point. You can find his code here:

https://nexusfi.com/download/ninjatrader-7/indicators/754-download.html?view

For more information on the Raff Regression Channel I suggest StockCharts.com here:

https://stockcharts.com:443/help/doku.php?id=chart_school:chart_analysis:raff_regression_chan

Let me know what you think, as feedback is always welcome.

Cheers,

SodyTexas

Category The Elite Circle

Details: Raff Regression Channel
Category: The Elite Circle

April 22nd, 2014
Size: 3.05 KB
Downloaded: 599 times

Keywords: channel regression rrc raff

Regression Channel (amaRegressionChannel)

Version 1.1 September 9, 2018

The Regression Channel already comes as a NinjaTrader default indicator. However, the NinjaTrader default indicator comes with a few limitations, which are adressed by this indicator:

- The default indicator calculates the regression channel from the last bar loaded by OnBarUpdate(). When the chart scrolled back horizontally, the regression channel remains in its future position until it drops out of the chart.
- The default indicator does not allow for calculating the linear regression channel a few bars ago and then project the channel lines forward until the current bar.

This version of the indicator has the two issues addressed:

- The regression channel is calculated from the last bar shown on the chart and will adapt its position accordingly when you scoll back the chart horizontally.
- You may enter an offset and calculate the regression channel a few bars ago. The regression channel will then be extended until the last bar shown on the chart.

Repainting behavior: All regression channels - whether linear or polynomial - belong to the class of repainting indicators. All regression channels are retrofitted to the selected lookback period. The repainting can be easily observed with this indicator when scrolling horizontally. The indicator comes with an option to display the regression bands. The regression bands show the trace that the regression channel has painted on the chart without repainting any prior bars.

Public DataSeries: The indicator comes with four additional public DataSeries that can be accessed via the strategy builder.

- Normalized slope - This is an output which returns the slope in synthetic degrees. The slope has been normalized by dividing it by the square root of the average true range and then applying the arctangent.
- NormalizedChannelWidth - This series returns the normalized channel width around the regression line and may be used as a measure of non-directional volatility.
- RegressionTrend - The regression trend holds the value + 1 for an upsloping regression line and -1 for a downsloping regression line.

Market Analyzer Columns: The indicator comes with three separately coded market analyer columns which allow for displaying normalized slope, normalized channel width and the regression trend on the market analyzer.

Category NinjaTrader 8 Indicators and More

Details: Regression Channel (amaRegressionChannel)
Category: NinjaTrader 8 Indicators and More

September 9th, 2018
Size: 15.83 KB
Downloaded: 1220 times

Keywords: channel downtrend linearregression regression regressionchannel slope standarddeviation trend uptrend

Regression Channel V2

Exported using NT 7.0.1000.6

This indicator is an enhanced version of the NinjaTrader Regression Channel Indicator.

The indicator calculates the same values for the linear regression as the default NinjaTrader indicator does, but uses a modified Plot() method.

If you scroll the chart horizontally, this indicator will display the regression channel for the last bar painted on the chart, while the NinjaTrader indicator always displays the regression channel for the last bar of the data base.

To understand how it works, just put both indicators - the NinjaTrader default indicator and this indicator - on your chart and scroll horizontally, and you will notice the difference.

Update July 23, 2011: Indicator updated to work with non-equidistant bar spacing, as used by multi-series charts.

Category NinjaTrader 7 Indicators

Details: Regression Channel V2
Category: NinjaTrader 7 Indicators

July 23rd, 2011
Size: 3.19 KB
Downloaded: 2500 times

Keywords: channel regression trendline

Page 1 of 2