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Registered User
Joined: 2/7/2005
Posts: 19
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Bruce,
I have read the recent discussion you had with amberpax about the Linear Regression Channel. I would like to build on the information you gave and create an easy scan that sorts for price that is above the upper band of a downward sloping channel.
Also, an easy scan that sorts for price that is below the lower band of an upward sloping channel.
Thank you
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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That would depend on your specific Linear Regression Settings:
Period: ?
Extension: ?
Width: ?
You may wish to review the following:
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
Linear regression channel calculations
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 12/30/2004
Posts: 369
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Hello Bruce,
Yes, I would like that also.
My settings are: Period 63, No Extension, Width 40
Thank you,
-amberpax
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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amberpax,
Please try the following:
Price above down-sloped Upper LR 63,0,40:
C > AVGC63 + 31 * (31 * C + 30 * C1 + 29 * C2 + 28 * C3 + 27 * C4 + 26 * C5 + 25 * C6 + 24 * C7 + 23 * C8 + 22 * C9 + 21 * C10 + 20 * C11 + 19 * C12 + 18 * C13 + 17 * C14 + 16 * C15 + 15 * C16 + 14 * C17 + 13 * C18 + 12 * C19 + 11 * C20 + 10 * C21 + 9 * C22 + 8 * C23 + 7 * C24 + 6 * C25 + 5 * C26 + 4 * C27 + 3 * C28 + 2 * C29 + C30 - C32 - 2 * C33 - 3 * C34 - 4 * C35 - 5 * C36 - 6 * C37 - 7 * C38 - 8 * C39 - 9 * C40 - 10 * C41 - 11 * C42 - 12 * C43 - 13 * C44 - 14 * C45 - 15 * C46 - 16 * C47 - 17 * C48 - 18 * C49 - 19 * C50 - 20 * C51 - 21 * C52 - 22 * C53 - 23 * C54 - 24 * C55 - 25 * C56 - 26 * C57 - 27 * C58 - 28 * C59 - 29 * C60 - 30 * C61 - 31 * C62) / 20832 + 40 * (ABS(C61 - AVGC2.61) + ABS(C60 - AVGC3.60) + ABS(C59 - AVGC4.59) + ABS(C58 - AVGC5.58) + ABS(C57 - AVGC6.57) + ABS(C56 - AVGC7.56) + ABS(C55 - AVGC8.55) + ABS(C54 - AVGC9.54) + ABS(C53 - AVGC10.53) + ABS(C52 - AVGC11.52) + ABS(C51 - AVGC12.51) + ABS(C50 - AVGC13.50) + ABS(C49 - AVGC14.49) + ABS(C48 - AVGC15.48) + ABS(C47 - AVGC16.47) + ABS(C46 - AVGC17.46) + ABS(C45 - AVGC18.45) + ABS(C44 - AVGC19.44) + ABS(C43 - AVGC20.43) + ABS(C42 - AVGC21.42) + ABS(C41 - AVGC22.41) + ABS(C40 - AVGC23.40) + ABS(C39 - AVGC24.39) + ABS(C38 - AVGC25.38) + ABS(C37 - AVGC26.37) + ABS(C36 - AVGC27.36) + ABS(C35 - AVGC28.35) + ABS(C34 - AVGC29.34) + ABS(C33 - AVGC30.33) + ABS(C32 - AVGC31.32) + ABS(C31 - AVGC32.31) + ABS(C30 - AVGC33.30) + ABS(C29 - AVGC34.29) + ABS(C28 - AVGC35.28) + ABS(C27 - AVGC36.27) + ABS(C26 - AVGC37.26) + ABS(C25 - AVGC38.25) + ABS(C24 - AVGC39.24) + ABS(C23 - AVGC40.23) + ABS(C22 - AVGC41.22) + ABS(C21 - AVGC42.21) + ABS(C20 - AVGC43.20) + ABS(C19 - AVGC44.19) + ABS(C18 - AVGC45.18) + ABS(C17 - AVGC46.17) + ABS(C16 - AVGC47.16) + ABS(C15 - AVGC48.15) + ABS(C14 - AVGC49.14) + ABS(C13 - AVGC50.13) + ABS(C12 - AVGC51.12) + ABS(C11 - AVGC52.11) + ABS(C10 - AVGC53.10) + ABS(C9 - AVGC54.9) + ABS(C8 - AVGC55.8) + ABS(C7 - AVGC56.7) + ABS(C6 - AVGC57.6) + ABS(C5 - AVGC58.5) + ABS(C4 - AVGC59.4) + ABS(C3 - AVGC60.3) + ABS(C2 - AVGC61.2) + ABS(C1 - AVGC62.1) + ABS(C - AVGC63)) / 1260 AND 31 * C + 30 * C1 + 29 * C2 + 28 * C3 + 27 * C4 + 26 * C5 + 25 * C6 + 24 * C7 + 23 * C8 + 22 * C9 + 21 * C10 + 20 * C11 + 19 * C12 + 18 * C13 + 17 * C14 + 16 * C15 + 15 * C16 + 14 * C17 + 13 * C18 + 12 * C19 + 11 * C20 + 10 * C21 + 9 * C22 + 8 * C23 + 7 * C24 + 6 * C25 + 5 * C26 + 4 * C27 + 3 * C28 + 2 * C29 + C30 - C32 - 2 * C33 - 3 * C34 - 4 * C35 - 5 * C36 - 6 * C37 - 7 * C38 - 8 * C39 - 9 * C40 - 10 * C41 - 11 * C42 - 12 * C43 - 13 * C44 - 14 * C45 - 15 * C46 - 16 * C47 - 17 * C48 - 18 * C49 - 19 * C50 - 20 * C51 - 21 * C52 - 22 * C53 - 23 * C54 - 24 * C55 - 25 * C56 - 26 * C57 - 27 * C58 - 28 * C59 - 29 * C60 - 30 * C61 - 31 * C62 < 0
Price below up-sloped Lower LR 63,0,40:
C < AVGC63 + 31 * (31 * C + 30 * C1 + 29 * C2 + 28 * C3 + 27 * C4 + 26 * C5 + 25 * C6 + 24 * C7 + 23 * C8 + 22 * C9 + 21 * C10 + 20 * C11 + 19 * C12 + 18 * C13 + 17 * C14 + 16 * C15 + 15 * C16 + 14 * C17 + 13 * C18 + 12 * C19 + 11 * C20 + 10 * C21 + 9 * C22 + 8 * C23 + 7 * C24 + 6 * C25 + 5 * C26 + 4 * C27 + 3 * C28 + 2 * C29 + C30 - C32 - 2 * C33 - 3 * C34 - 4 * C35 - 5 * C36 - 6 * C37 - 7 * C38 - 8 * C39 - 9 * C40 - 10 * C41 - 11 * C42 - 12 * C43 - 13 * C44 - 14 * C45 - 15 * C46 - 16 * C47 - 17 * C48 - 18 * C49 - 19 * C50 - 20 * C51 - 21 * C52 - 22 * C53 - 23 * C54 - 24 * C55 - 25 * C56 - 26 * C57 - 27 * C58 - 28 * C59 - 29 * C60 - 30 * C61 - 31 * C62) / 20832 - 40 * (ABS(C61 - AVGC2.61) + ABS(C60 - AVGC3.60) + ABS(C59 - AVGC4.59) + ABS(C58 - AVGC5.58) + ABS(C57 - AVGC6.57) + ABS(C56 - AVGC7.56) + ABS(C55 - AVGC8.55) + ABS(C54 - AVGC9.54) + ABS(C53 - AVGC10.53) + ABS(C52 - AVGC11.52) + ABS(C51 - AVGC12.51) + ABS(C50 - AVGC13.50) + ABS(C49 - AVGC14.49) + ABS(C48 - AVGC15.48) + ABS(C47 - AVGC16.47) + ABS(C46 - AVGC17.46) + ABS(C45 - AVGC18.45) + ABS(C44 - AVGC19.44) + ABS(C43 - AVGC20.43) + ABS(C42 - AVGC21.42) + ABS(C41 - AVGC22.41) + ABS(C40 - AVGC23.40) + ABS(C39 - AVGC24.39) + ABS(C38 - AVGC25.38) + ABS(C37 - AVGC26.37) + ABS(C36 - AVGC27.36) + ABS(C35 - AVGC28.35) + ABS(C34 - AVGC29.34) + ABS(C33 - AVGC30.33) + ABS(C32 - AVGC31.32) + ABS(C31 - AVGC32.31) + ABS(C30 - AVGC33.30) + ABS(C29 - AVGC34.29) + ABS(C28 - AVGC35.28) + ABS(C27 - AVGC36.27) + ABS(C26 - AVGC37.26) + ABS(C25 - AVGC38.25) + ABS(C24 - AVGC39.24) + ABS(C23 - AVGC40.23) + ABS(C22 - AVGC41.22) + ABS(C21 - AVGC42.21) + ABS(C20 - AVGC43.20) + ABS(C19 - AVGC44.19) + ABS(C18 - AVGC45.18) + ABS(C17 - AVGC46.17) + ABS(C16 - AVGC47.16) + ABS(C15 - AVGC48.15) + ABS(C14 - AVGC49.14) + ABS(C13 - AVGC50.13) + ABS(C12 - AVGC51.12) + ABS(C11 - AVGC52.11) + ABS(C10 - AVGC53.10) + ABS(C9 - AVGC54.9) + ABS(C8 - AVGC55.8) + ABS(C7 - AVGC56.7) + ABS(C6 - AVGC57.6) + ABS(C5 - AVGC58.5) + ABS(C4 - AVGC59.4) + ABS(C3 - AVGC60.3) + ABS(C2 - AVGC61.2) + ABS(C1 - AVGC62.1) + ABS(C - AVGC63)) / 1260 AND 31 * C + 30 * C1 + 29 * C2 + 28 * C3 + 27 * C4 + 26 * C5 + 25 * C6 + 24 * C7 + 23 * C8 + 22 * C9 + 21 * C10 + 20 * C11 + 19 * C12 + 18 * C13 + 17 * C14 + 16 * C15 + 15 * C16 + 14 * C17 + 13 * C18 + 12 * C19 + 11 * C20 + 10 * C21 + 9 * C22 + 8 * C23 + 7 * C24 + 6 * C25 + 5 * C26 + 4 * C27 + 3 * C28 + 2 * C29 + C30 - C32 - 2 * C33 - 3 * C34 - 4 * C35 - 5 * C36 - 6 * C37 - 7 * C38 - 8 * C39 - 9 * C40 - 10 * C41 - 11 * C42 - 12 * C43 - 13 * C44 - 14 * C45 - 15 * C46 - 16 * C47 - 17 * C48 - 18 * C49 - 19 * C50 - 20 * C51 - 21 * C52 - 22 * C53 - 23 * C54 - 24 * C55 - 25 * C56 - 26 * C57 - 27 * C58 - 28 * C59 - 29 * C60 - 30 * C61 - 31 * C62 > 0
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 2/7/2005
Posts: 19
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Bruce,
My settings are:
Period: 75
Extension: 0
Width: 20
Thank you.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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1lipper1,
Please try the following:
Price above down-sloped Upper LR 75,0,20:
C > AVGC75 + 37 * (37 * C + 36 * C1 + 35 * C2 + 34 * C3 + 33 * C4 + 32 * C5 + 31 * C6 + 30 * C7 + 29 * C8 + 28 * C9 + 27 * C10 + 26 * C11 + 25 * C12 + 24 * C13 + 23 * C14 + 22 * C15 + 21 * C16 + 20 * C17 + 19 * C18 + 18 * C19 + 17 * C20 + 16 * C21 + 15 * C22 + 14 * C23 + 13 * C24 + 12 * C25 + 11 * C26 + 10 * C27 + 9 * C28 + 8 * C29 + 7 * C30 + 6 * C31 + 5 * C32 + 4 * C33 + 3 * C34 + 2 * C35 + C36 - C38 - 2 * C39 - 3 * C40 - 4 * C41 - 5 * C42 - 6 * C43 - 7 * C44 - 8 * C45 - 9 * C46 - 10 * C47 - 11 * C48 - 12 * C49 - 13 * C50 - 14 * C51 - 15 * C52 - 16 * C53 - 17 * C54 - 18 * C55 - 19 * C56 - 20 * C57 - 21 * C58 - 22 * C59 - 23 * C60 - 24 * C61 - 25 * C62 - 26 * C63 - 27 * C64 - 28 * C65 - 29 * C66 - 30 * C67 - 31 * C68 - 32 * C69 - 33 * C70 - 34 * C71 - 35 * C72 - 36 * C73 - 37 * C74) / 35150 + 20 * (ABS(C73 - AVGC2.73) + ABS(C72 - AVGC3.72) + ABS(C71 - AVGC4.71) + ABS(C70 - AVGC5.70) + ABS(C69 - AVGC6.69) + ABS(C68 - AVGC7.68) + ABS(C67 - AVGC8.67) + ABS(C66 - AVGC9.66) + ABS(C65 - AVGC10.65) + ABS(C64 - AVGC11.64) + ABS(C63 - AVGC12.63) + ABS(C62 - AVGC13.62) + ABS(C61 - AVGC14.61) + ABS(C60 - AVGC15.60) + ABS(C59 - AVGC16.59) + ABS(C58 - AVGC17.58) + ABS(C57 - AVGC18.57) + ABS(C56 - AVGC19.56) + ABS(C55 - AVGC20.55) + ABS(C54 - AVGC21.54) + ABS(C53 - AVGC22.53) + ABS(C52 - AVGC23.52) + ABS(C51 - AVGC24.51) + ABS(C50 - AVGC25.50) + ABS(C49 - AVGC26.49) + ABS(C48 - AVGC27.48) + ABS(C47 - AVGC28.47) + ABS(C46 - AVGC29.46) + ABS(C45 - AVGC30.45) + ABS(C44 - AVGC31.44) + ABS(C43 - AVGC32.43) + ABS(C42 - AVGC33.42) + ABS(C41 - AVGC34.41) + ABS(C40 - AVGC35.40) + ABS(C39 - AVGC36.39) + ABS(C38 - AVGC37.38) + ABS(C37 - AVGC38.37) + ABS(C36 - AVGC39.36) + ABS(C35 - AVGC40.35) + ABS(C34 - AVGC41.34) + ABS(C33 - AVGC42.33) + ABS(C32 - AVGC43.32) + ABS(C31 - AVGC44.31) + ABS(C30 - AVGC45.30) + ABS(C29 - AVGC46.29) + ABS(C28 - AVGC47.28) + ABS(C27 - AVGC48.27) + ABS(C26 - AVGC49.26) + ABS(C25 - AVGC50.25) + ABS(C24 - AVGC51.24) + ABS(C23 - AVGC52.23) + ABS(C22 - AVGC53.22) + ABS(C21 - AVGC54.21) + ABS(C20 - AVGC55.20) + ABS(C19 - AVGC56.19) + ABS(C18 - AVGC57.18) + ABS(C17 - AVGC58.17) + ABS(C16 - AVGC59.16) + ABS(C15 - AVGC60.15) + ABS(C14 - AVGC61.14) + ABS(C13 - AVGC62.13) + ABS(C12 - AVGC63.12) + ABS(C11 - AVGC64.11) + ABS(C10 - AVGC65.10) + ABS(C9 - AVGC66.9) + ABS(C8 - AVGC67.8) + ABS(C7 - AVGC68.7) + ABS(C6 - AVGC69.6) + ABS(C5 - AVGC70.5) + ABS(C4 - AVGC71.4) + ABS(C3 - AVGC72.3) + ABS(C2 - AVGC73.2) + ABS(C1 - AVGC74.1) + ABS(C - AVGC75)) / 1500 AND 37 * C + 36 * C1 + 35 * C2 + 34 * C3 + 33 * C4 + 32 * C5 + 31 * C6 + 30 * C7 + 29 * C8 + 28 * C9 + 27 * C10 + 26 * C11 + 25 * C12 + 24 * C13 + 23 * C14 + 22 * C15 + 21 * C16 + 20 * C17 + 19 * C18 + 18 * C19 + 17 * C20 + 16 * C21 + 15 * C22 + 14 * C23 + 13 * C24 + 12 * C25 + 11 * C26 + 10 * C27 + 9 * C28 + 8 * C29 + 7 * C30 + 6 * C31 + 5 * C32 + 4 * C33 + 3 * C34 + 2 * C35 + C36 - C38 - 2 * C39 - 3 * C40 - 4 * C41 - 5 * C42 - 6 * C43 - 7 * C44 - 8 * C45 - 9 * C46 - 10 * C47 - 11 * C48 - 12 * C49 - 13 * C50 - 14 * C51 - 15 * C52 - 16 * C53 - 17 * C54 - 18 * C55 - 19 * C56 - 20 * C57 - 21 * C58 - 22 * C59 - 23 * C60 - 24 * C61 - 25 * C62 - 26 * C63 - 27 * C64 - 28 * C65 - 29 * C66 - 30 * C67 - 31 * C68 - 32 * C69 - 33 * C70 - 34 * C71 - 35 * C72 - 36 * C73 - 37 * C74 < 0
Price below up-sloped Lower LR 75,0,20:
C < AVGC75 + 37 * (37 * C + 36 * C1 + 35 * C2 + 34 * C3 + 33 * C4 + 32 * C5 + 31 * C6 + 30 * C7 + 29 * C8 + 28 * C9 + 27 * C10 + 26 * C11 + 25 * C12 + 24 * C13 + 23 * C14 + 22 * C15 + 21 * C16 + 20 * C17 + 19 * C18 + 18 * C19 + 17 * C20 + 16 * C21 + 15 * C22 + 14 * C23 + 13 * C24 + 12 * C25 + 11 * C26 + 10 * C27 + 9 * C28 + 8 * C29 + 7 * C30 + 6 * C31 + 5 * C32 + 4 * C33 + 3 * C34 + 2 * C35 + C36 - C38 - 2 * C39 - 3 * C40 - 4 * C41 - 5 * C42 - 6 * C43 - 7 * C44 - 8 * C45 - 9 * C46 - 10 * C47 - 11 * C48 - 12 * C49 - 13 * C50 - 14 * C51 - 15 * C52 - 16 * C53 - 17 * C54 - 18 * C55 - 19 * C56 - 20 * C57 - 21 * C58 - 22 * C59 - 23 * C60 - 24 * C61 - 25 * C62 - 26 * C63 - 27 * C64 - 28 * C65 - 29 * C66 - 30 * C67 - 31 * C68 - 32 * C69 - 33 * C70 - 34 * C71 - 35 * C72 - 36 * C73 - 37 * C74) / 35150 - 20 * (ABS(C73 - AVGC2.73) + ABS(C72 - AVGC3.72) + ABS(C71 - AVGC4.71) + ABS(C70 - AVGC5.70) + ABS(C69 - AVGC6.69) + ABS(C68 - AVGC7.68) + ABS(C67 - AVGC8.67) + ABS(C66 - AVGC9.66) + ABS(C65 - AVGC10.65) + ABS(C64 - AVGC11.64) + ABS(C63 - AVGC12.63) + ABS(C62 - AVGC13.62) + ABS(C61 - AVGC14.61) + ABS(C60 - AVGC15.60) + ABS(C59 - AVGC16.59) + ABS(C58 - AVGC17.58) + ABS(C57 - AVGC18.57) + ABS(C56 - AVGC19.56) + ABS(C55 - AVGC20.55) + ABS(C54 - AVGC21.54) + ABS(C53 - AVGC22.53) + ABS(C52 - AVGC23.52) + ABS(C51 - AVGC24.51) + ABS(C50 - AVGC25.50) + ABS(C49 - AVGC26.49) + ABS(C48 - AVGC27.48) + ABS(C47 - AVGC28.47) + ABS(C46 - AVGC29.46) + ABS(C45 - AVGC30.45) + ABS(C44 - AVGC31.44) + ABS(C43 - AVGC32.43) + ABS(C42 - AVGC33.42) + ABS(C41 - AVGC34.41) + ABS(C40 - AVGC35.40) + ABS(C39 - AVGC36.39) + ABS(C38 - AVGC37.38) + ABS(C37 - AVGC38.37) + ABS(C36 - AVGC39.36) + ABS(C35 - AVGC40.35) + ABS(C34 - AVGC41.34) + ABS(C33 - AVGC42.33) + ABS(C32 - AVGC43.32) + ABS(C31 - AVGC44.31) + ABS(C30 - AVGC45.30) + ABS(C29 - AVGC46.29) + ABS(C28 - AVGC47.28) + ABS(C27 - AVGC48.27) + ABS(C26 - AVGC49.26) + ABS(C25 - AVGC50.25) + ABS(C24 - AVGC51.24) + ABS(C23 - AVGC52.23) + ABS(C22 - AVGC53.22) + ABS(C21 - AVGC54.21) + ABS(C20 - AVGC55.20) + ABS(C19 - AVGC56.19) + ABS(C18 - AVGC57.18) + ABS(C17 - AVGC58.17) + ABS(C16 - AVGC59.16) + ABS(C15 - AVGC60.15) + ABS(C14 - AVGC61.14) + ABS(C13 - AVGC62.13) + ABS(C12 - AVGC63.12) + ABS(C11 - AVGC64.11) + ABS(C10 - AVGC65.10) + ABS(C9 - AVGC66.9) + ABS(C8 - AVGC67.8) + ABS(C7 - AVGC68.7) + ABS(C6 - AVGC69.6) + ABS(C5 - AVGC70.5) + ABS(C4 - AVGC71.4) + ABS(C3 - AVGC72.3) + ABS(C2 - AVGC73.2) + ABS(C1 - AVGC74.1) + ABS(C - AVGC75)) / 1500 AND 37 * C + 36 * C1 + 35 * C2 + 34 * C3 + 33 * C4 + 32 * C5 + 31 * C6 + 30 * C7 + 29 * C8 + 28 * C9 + 27 * C10 + 26 * C11 + 25 * C12 + 24 * C13 + 23 * C14 + 22 * C15 + 21 * C16 + 20 * C17 + 19 * C18 + 18 * C19 + 17 * C20 + 16 * C21 + 15 * C22 + 14 * C23 + 13 * C24 + 12 * C25 + 11 * C26 + 10 * C27 + 9 * C28 + 8 * C29 + 7 * C30 + 6 * C31 + 5 * C32 + 4 * C33 + 3 * C34 + 2 * C35 + C36 - C38 - 2 * C39 - 3 * C40 - 4 * C41 - 5 * C42 - 6 * C43 - 7 * C44 - 8 * C45 - 9 * C46 - 10 * C47 - 11 * C48 - 12 * C49 - 13 * C50 - 14 * C51 - 15 * C52 - 16 * C53 - 17 * C54 - 18 * C55 - 19 * C56 - 20 * C57 - 21 * C58 - 22 * C59 - 23 * C60 - 24 * C61 - 25 * C62 - 26 * C63 - 27 * C64 - 28 * C65 - 29 * C66 - 30 * C67 - 31 * C68 - 32 * C69 - 33 * C70 - 34 * C71 - 35 * C72 - 36 * C73 - 37 * C74 > 0
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 12/30/2004
Posts: 369
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Thank you Bruce!!
-amberpax
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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amberpax,
You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 2/7/2005
Posts: 19
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Thank you for your help Bruce.
Could you give me a quick over view so I can better understand the formula. If not, that's OK too.
Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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1lipper1,
Detailed overviews of how these formulas were created are contained in the references in my Friday, January 11, 2008 8:57:07 AM ET post. I will repeat them here:
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
Linear regression channel calculations
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 2/7/2005
Posts: 19
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OK Thank you.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Guest-1 |