Polinomial regression channel

[daglas]

Hello everybody.
Where can I get polynomial regression channel indicator?

[NinjaTrader_RyanM1]

Hello daglas,

I'm not aware of an indicator by this name in these forums. Hopefully other community members could point you in the right direction if it exists somewhere else. If you know the calculations, you can explain your requirements to any of our NinjaScript consultants:

http://www.ninjatrader.com/partners#NinjaScript-Consultants

[daglas]

Ok ,thx. I have formula and codes. May be I write it by my self, but I hope that it's ready made, and I can find it at this forum.

[NinjaTrader_Bertrand]

daglas, you can check into the code shared here for a starting point - http://www.ninjatrader.com/support/f...ad.php?t=16318

[daglas]

daglas, you can check into the code shared here for a starting point - http://www.ninjatrader.com/support/f...ad.php?t=16318

Ok, thx a lot.

[kabott]

Calling PRC

Hello Ninjitsus, i been trying to call the PRC (Polinomial Regression Channel) from inside an other indicator, but the result i get is not what i expected , i tryed calling it as a double :

double PRC_a = PRC(degree, periods, strdDev, strdDev2).Fx[0];

and as a DataSeries:


(private DataSeries PRC_a; etc )

PCR_A.Set ( PRC(degree, periods, strdDev, strdDev2).Fx[0]);


and this is what i get




not even close to the original one :P

help?

thanks!

[NinjaTrader_Bertrand]

kabott, I believe this would be expected for the indicator when called programmatically - as you would then see what value was available in realtime at the exact moment / bar you called it. The indicator would be constructed to provide a best fit estimate over the data chosen, this will update then as new data comes in.

You can check the last value you got for the PRC indicator and programmatic all - they are the same.

[kabott]

And how would i go to get the same result then? i mean how should i call it?

[NinjaTrader_RyanM1]

kabott,

You can plot the programmatic value in market replay /real time to see what is returned, and check the price marker on the axis for the actual value. This indicator recalculates as new values arrive, so is not suitable for real time trading signal.

[j2496i]

Hi,

I stumbled across what appears to be free version of this indicator a while ago. If it's of any use, I found it here:

http://www.mypivots.com/dictionary/definition/422/polynomial-regression-channel-prc-bands