Regression Analysis - page 2

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More LR

Some time ago I started to test with LR, specially after read Hurst book.

In that way I took And_PR (Din)-v1 indicator, changed the code, fixed some things etc, and here we have the results.

In pictures you could see m set from 0 to 4.

Files:
pic1_1.gif  24 kb
pic2_1.gif  26 kb
pic3.gif  26 kb
pic4.gif  26 kb
 

More LR

More Pics and the indicator.

The bands on this indicator are based on Standard Deviation (Kstd) but just leave the default settings and read the eSignal recommendations.

Files:
pic5.gif  26 kb
ang_pr_din-v2sqstdn.mq4  6 kb
 

I just finished PolyVelocity.

It's a derivative of 2nd order Polynomial Regression.

Files:
polyvel_v1.gif  14 kb
polyvelocity_v1.mq4  5 kb
 

Thank you very much for all your hard work guys, these indicators are very interesting and I will be experimenting with them. I still cant find really good use for poly velocity yet. Perhaps just need to find right settings.

 

Hi,

Here you can find some answers on your questions.

lepiricus:
Thank you very much for all your hard work guys, these indicators are very interesting and I will be experimenting with them. I still cant find really good use for poly velocity yet. Perhaps just need to find right settings.
 

I've developed PolyFitVelocity_v1 indicator.

Now we can find velocity (1st derivative of PolyFitMA) for any order of polynomial (max 12) .

Files:
polyfitvelocity_v1.mq4  6 kb
polyvel_2.gif  18 kb
 
newdigital:
Igorad developed 2 new polynomial tools:

-PolyFitMA

-PolyFitBands

These inicators are similar to Jan Arps' Traders' Toolbox Online Store

(one of most expensive tools of Jan Arps).

i've developed similar indicators a while back. i even made a simple EA using them for mql championship this year.

i compared them on charts and do not see any difference, so i'll not post my versions.

Igorad, Jan Arps has also "Actual" versions of bands and centerlines indicators, are you willing to make such versions for mt4 too? they will help traders to use regression indicators properly.

 
Beluck:
i've developed similar indicators a while back. i even made a simple EA using them for mql championship this year.

i compared them on charts and do not see any difference, so i'll not post my versions.

Igorad, Jan Arps has also "Actual" versions of bands and centerlines indicators, are you willing to make such versions for mt4 too? they will help traders to use regression indicators properly.

Hi,

As you can see my versions have both fitting(FitMode=0) and actual(FitMode=1) modes. Also PolyFitMAs can be used like centerlines indicators.

 
igorad:
Hi, As you can see my versions have both fitting(FitMode=0) and actual(FitMode=1) modes. Also PolyFitMAs can be used like centerlines indicators.

oops, didn't notice that

great work!

 
newdigital:
New polynomial tools were developed:

- PolyFitMA (attached).

- PolyFitBands (attached).

- ang_PR (Din)-v2+SQStdN: this post.

- PolyVelocity indicator: this post.

- PolyFitVelocity indicator: this post.

Jan Arps has also "Actual" versions: look at this page to know which settings in indicators to use for this options.

These inicators are similar to Jan Arps' Traders' Toolbox Online Store

(one of most expensive tools of Jan Arps).

Hello,

Could you tell me the settings of the polynomial bands in the first post of this thread?

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