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Polynomial Regression Channel Bands


There are many requests on the forum (usually directed at KoolBlue) for the PRC Channel indicator. If you are a Ninja Trader user then you can download this indicator from our Dictionary Definition here: PRC Bands

or directly from this link here:
Click link to access uploaded file:
PRC2.zip

If you have any questions about this indicator then please post them as a reply to this topic.

Example chart:
Click image for original size
945
OK, thank you to all.
If anyone here uses sierra charts and has some knowledge of indicator design it would greatly appreciated if you could convert the prc indicator in ninja for use in sierra. I have asked for this from the support group at sierracharts and so far they are unable to do this. Thanks.
I am trying to convert the NinjaTrader code of this indicator to TradeStation EasyLanguage. I do not know NinjaTrader Script at all. But the code is not hard to understand. One thing in the code I am not sure about is the calls like Fx.Set(n,x[1]+sum); My understanding is that Fx in the code is a plot object. The online help of NinjaTrader only lists Plot.set(x). I did not find a function that takes two parameters.

Could someone tell me what the first parameter in the function mean?

I will put my EasyLanguage code here for people to share if I can make it work.

Thank you for making the code available here!
http://www.ninjatrader.com/support/helpGuides/nt7/index.html
DataSeries.Set(int barsAgo, double value)
You can also set the value for historical bars by including a "barsAgo" value that represents the number of bars ago that you want the double value to be stored at.

Originally posted by dtes8888

I am trying to convert the NinjaTrader code of this indicator to TradeStation EasyLanguage. I do not know NinjaTrader Script at all. But the code is not hard to understand. One thing in the code I am not sure about is the calls like Fx.Set(n,x[1]+sum); My understanding is that Fx in the code is a plot object. The online help of NinjaTrader only lists Plot.set(x). I did not find a function that takes two parameters.

Could someone tell me what the first parameter in the function mean?

I will put my EasyLanguage code here for people to share if I can make it work.

Thank you for making the code available here!
I think there is an old thread in the TS forum that has the RT Poly code........You'll need the base code and the function.
Thanks! Now I am figuring out how to do the equivalent in EasyLanguage.

Originally posted by stb

http://www.ninjatrader.com/support/helpGuides/nt7/index.html
DataSeries.Set(int barsAgo, double value)
You can also set the value for historical bars by including a "barsAgo" value that represents the number of bars ago that you want the double value to be stored at.

Originally posted by dtes8888

I am trying to convert the NinjaTrader code of this indicator to TradeStation EasyLanguage. I do not know NinjaTrader Script at all. But the code is not hard to understand. One thing in the code I am not sure about is the calls like Fx.Set(n,x[1]+sum); My understanding is that Fx in the code is a plot object. The online help of NinjaTrader only lists Plot.set(x). I did not find a function that takes two parameters.

Could someone tell me what the first parameter in the function mean?

I will put my EasyLanguage code here for people to share if I can make it work.

Thank you for making the code available here!

Originally posted by grednfer

I think there is an old thread in the TS forum that has the RT Poly code........You'll need the base code and the fucntion.


Thanks. But I did not find a TS forum on this site.
I meant the tradestation.com (TS) easy language forum.....
I remember it talks about the history of the Poly thing and the people involved.....its there.....from 2009. Check it out soul brother.
Thanks for the Ehlers center of gravity! I didnt have that one in my autotesting suite.
I had a similar idea with garch bands in excel (I'm not a coder); so thank you. Finding the excel formula for the maximum likelihood estimator was some trouble. Briefly some guy selling A's on CTA pre-exams kept glossing it over until it was finally proven he couldn't come up with it on his own.

Is there "truth cops" around? Truthiness Repubs abound I see.
Thanks Eric. That did the trick.

Does anyone have an explanation of what this indicator is/does? It looks like the best thing since sliced bread, but I'd like to know the variables being used, as well as any methods it's key to.