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    Pair Ratio

    Uploaded by

    maddy_i5
    pair ratio chart

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd

    Pair Ratio

    Uploaded by

    maddy_i5
    33 views2 pages
    pair ratio chart

    Copyright

    © © All Rights Reserved

    Available Formats

    TXT, PDF, TXT or read online from Scribd

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    pair ratio chart

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    33 views2 pages

    Pair Ratio

    Uploaded by

    maddy_i5
    pair ratio chart

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    of 2

    _SECTION_BEGIN("Pair ratio");

    Ticker= ParamStr("Short ticker", "type in ticker");//short stock


    ////////////////////////////////////////////
    tickersc=Foreign( ticker, "C");//Short stock
    ////////////////////////////////////////////
    ratio=C/tickersc;
    P=ratio;
    Plot(p ," /"+ ticker,5,5);
    ///////////////////////////////////////////////////////
    _SECTION_END();

    _SECTION_BEGIN("Linear_Regression_Line_w__Std_Deviation_Channels");
    // Linear Regression Line with 2 Standard Deviation Channels Plotted Above and
    Below
    // Written by Patrick Hargus, with critical hints from Marcin Gorzynski,
    Amibroker.com Technical Support
    // Designed for use with AB 4.63 beta and above, using drag and drop feature.
    // Permits plotting a linear regression line of any price field available on the
    chart for a period determined by the user.
    // 2 Channels, based on a standard deviation each determined by the user, are
    plotted above and below the linear regression line.
    // A look back feature is also provided for examining how the indicator would
    have appeared on a chart X periods in the past.

    P = ParamField("Price field",-1);
    Daysback = Param("Period for Liner Regression Line",21,1,360,1);
    shift = Param("Look back period",0,0,360,1);

    // =============================== Math Formula


    =============================================================

    x = Cum(1);
    lastx = LastValue( x ) - shift;
    aa = LastValue( Ref(LinRegIntercept( p, Daysback), -shift) );
    bb = LastValue( Ref(LinRegSlope( p, Daysback ), -shift) );
    y = Aa + bb * ( x - (Lastx - DaysBack +1 ) );

    // ==================Plot the Linear Regression Line


    ==========================================================

    LRColor = ParamColor("LR Color", colorCycle );


    LRStyle = ParamStyle("LR Style");

    LRLine = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y, Null );
    Plot( LRLine , "LinReg", LRCOLOR, LRSTYLE ); // styleDots );

    // ========================== Plot 1st SD Channel


    ===============================================================

    SDP = Param("Standard Deviation", 1.5, 0, 6, 0.1);


    SD = SDP/2;

    width = LastValue( Ref(SD*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE


    WIDTH OF THE CHANELS IS SET
    SDU = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width , Null ) ;
    SDL = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width , Null ) ;

    SDColor = ParamColor("SD Color", colorCycle );


    SDStyle = ParamStyle("SD Style");

    Plot( SDU , "Upper Lin Reg", SDColor,SDStyle );


    Plot( SDL , "Lower Lin Reg", SDColor,SDStyle );

    // ========================== Plot 2d SD Channel


    ===============================================================

    SDP2 = Param("2d Standard Deviation", 2.0, 0, 6, 0.1);


    SD2 = SDP2/2;

    width2 = LastValue( Ref(SD2*StDev(p, Daysback),-shift) ); // THIS IS WHERE THE


    WIDTH OF THE CHANELS IS SET
    SDU2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y+width2 , Null ) ;
    SDL2 = IIf( x > (lastx - Daysback) AND BarIndex() < Lastx, y-width2 , Null ) ;

    SDColor2 = ParamColor("2 SD Color", colorCycle );


    SDStyle2 = ParamStyle("2 SD Style");

    Plot( SDU2 , "Upper Lin Reg", SDColor2,SDStyle2 );


    Plot( SDL2 , "Lower Lin Reg", SDColor2,SDStyle2 );

    // ============================ End Indicator Code


    ==============================================================
    _SECTION_END();

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