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线性回归通道指标

 lyl_tj 2019-05-26

UR:=3;LR:=3;{可调}
TC1:=IF(C=HHV(C,8*UR),C,DRAWNULL);
TC2:=CONST(BARSLAST(TC1=C))+1;
UP:=CONST(IF(TC2=1,C,REF(C,TC2-1)));
BC1:=IF(L=LLV(L,8*LR),L,DRAWNULL);
BC2:=CONST(BARSLAST(BC1=L))+1;
NOD:=(IF(TC2>BC2,TC2,BC2)-IF(TC2>BC2,BC2,TC2));
LR1:=FORCAST(C,NOD+1);
NP:=IF(CURRBARSCOUNT<=MAX(BC2,TC2),CONST(IF(MIN(TC2,BC2)=1,LR1,REF(LR1,MIN(TC2,BC2)-1))),DRAWNULL),POINTDOT,COLOR93BDA8;
LR2:=SLOPE(C,NOD+1)};
LR3:=CONST(IF(MIN(TC2,BC2)=1,LR2,REF(LR2,MIN(TC2,BC2)-1)));
FP:=NP-LR3*(NOD),POINTDOT,COLOR93BDA8;
AD:=ABS(NP-FP);
DBL:=BARSLAST(BC1!=DRAWNULL)+1;
DBH:=BARSLAST(TC1!=DRAWNULL)+1;
BSP:=IF(BC2>TC2,DBL,DBH)-1};
LRL:=IF(NP>FP,FP+AD/NOD*BSP,FP-AD/NOD*BSP);
AT1:=IF(BETWEEN(CURRBARSCOUNT,BC2,TC2) AND C>LRL,C,LRL);
AT2:=HHV(AT1-LRL,MAX(BC2,TC2));
AT3:=CONST(BARSLAST(AT1-LRL=AT2));
AT5:=CONST(IF(AT3=0,AT1-LRL,REF(AT1-LRL,AT3)));
ATL:=LRL+AT5;
UT1:=IF(BETWEEN(CURRBARSCOUNT,BC2,TC2) AND L<LRL,L,LRL);
UT2:=HHV(LRL-UT1,MAX(BC2,TC2));
UT3:=CONST(BARSLAST(LRL-UT1=UT2));
UT5:=CONST(IF(UT3=0,LRL-UT1,REF(LRL-UT1,UT3)));
UTL:=LRL-UT5;
RH:=IF(CURRBARSCOUNT>=MIN(BC2,TC2)-10,ATL,CONST(REF(ATL,MIN(BC2,TC2)-11)));
RL:=IF(CURRBARSCOUNT>=MIN(BC2,TC2)-10,UTL,CONST(REF(UTL,MIN(BC2,TC2)-11)));
中轨:IF(NP>FP,IF(LRL<=RH,LRL,DRAWNULL),IF(LRL>=RL,LRL,DRAWNULL)),COLOR628962;
上轨:IF(NP>FP,IF(ATL<=RH,ATL,DRAWNULL),IF(ATL>=RL,ATL,DRAWNULL)),COLOR628962;
下轨:IF(NP>FP,IF(UTL<=RH,UTL,DRAWNULL),IF(UTL>=RL,UTL,DRAWNULL)),COLOR628962;

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