Regression Analysis - page 7

 

PolyFit oscillator (from this post https://www.mql5.com/en/forum/178009/page3 ) updated for new mql : polyfitoscillator_v2_nmc.mq4

Files:
 

PolyFit CD (or if you prefer macd - from this post https://www.mql5.com/en/forum/178009/page4 ) made new mql compatible : polyfitcd_v1_nmc.mq4

Files:
pfcd.gif  72 kb
 

mladen,

Could you modify the PolyFit R squared indicator so the lengths are based on a factor of the length (ex. 0.1, 0.5, 3, etc) from the CyclePeriod indicator?

Thanks,

jim

mladen:
Upgraded PolyFit R squared : polyfitr-squared_v1_nmc.mq4

Originally it was posted here : https://www.mql5.com/en/forum/178009/page3

How to use R-Squared in trading posted here : https://www.mql5.com/en/forum/174257
 
94315jim:
mladen,

Could you modify the PolyFit R squared indicator so the lengths are based on a factor of the length (ex. 0.1, 0.5, 3, etc) from the CyclePeriod indicator?

Thanks,

jim

jim

Polyfit is also bar bound (meaning that its lengths are integer values - not like EMA or T3 for example that can have fractional values for calculating periods). I can round them up, but it can cause a "jumpy" effect (since the lengths are not going to be smoothly distributed). Is that what you had in mind

 

mladen,

yea please go ahead and round the length up.

thanks,

jim

 
94315jim:
mladen,

yea please go ahead and round the length up.

thanks,

jim

jim

Here it is :
polyfitr-squared_v1__cycle_period_nmc.mq4

cycleperiod_v2.mq4

Upper is this one, and lower is the "classical" one. It needs the CyclePeriod 2 indicator to work

 

There was an error in the above version (parameter wise - now the Length is a multiplyer of cycle periods)

This is the version that corrects it : polyfitr-squared_v1.01__cycle_period_nmc.mq4

 

mladen,

Could you add alerts to the polyfit- rsquared cp nmc indicator?

Here are the set of alerts I want:

The alerts would be based on two points (ex 30 and 70) which I can specify.

When the R-squared goes below or equals 30 and then back above 30 I get an alert (sound, pop up, and vertical line on chart). Same goes for if the R-squared goes above or equals 70 and then back below 70 I get an alert.

Could you add the option if I only want alerts when it crosses 30 or 70?

For the alerts could you add the option to turn off/on each individual alerts?

thanks,

jim

mladen:
There was an error in the above version (parameter wise - now the Length is a multiplyer of cycle periods) This is the version that corrects it : polyfitr-squared_v1.01__cycle_period_nmc.mq4
 
94315jim:
mladen,

Could you add alerts to the polyfit- rsquared cp nmc indicator?

Here are the set of alerts I want:

The alerts would be based on two points (ex 30 and 70) which I can specify.

When the R-squared goes below or equals 30 and then back above 30 I get an alert (sound, pop up, and vertical line on chart). Same goes for if the R-squared goes above or equals 70 and then back below 70 I get an alert.

Could you add the option if I only want alerts when it crosses 30 or 70?

For the alerts could you add the option to turn off/on each individual alerts?

thanks,

jim

jim

Try this one out : polyfitr-squared_v1.02__cycle_period_nmc.mq4

It has 4 types of alerts, levels can be configured and crosses of upper and lower level can be controled separately

 

mladen,

Is it possible to display the period to calculate the R-squared of the last closed bar?

thanks,

jim

mladen:
jim

Try this one out : polyfitr-squared_v1.02__cycle_period_nmc.mq4

It has 4 types of alerts, levels can be configured and crosses of upper and lower level can be controled separately
Reason: