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The JAM Linear Regression Pack is a set of TradeStation indicators and functions that use Linear Regression in their calculations.
The benefits of using the JAM Linear Regression Pack include:
Several new indicators that are not provided by TradeStation. Channel based indicators allow channels to be calculated either with Standard Deviation (as used in Bollinger Bands), Average True Trange (as used in Keltner Channels), Highest High/Lowest Low points, a percentage, or a fixed number of ticks. |
Indicators and functions have an additional input that allows forecasting into the future. TradeStation uses a forecast value of 0 which does not match many other trading packages, which use a forecast value of 1. |
Indicators and functions have been optimised for performance. Indicators run around 44% faster than the equivalent TS indicators and functions between 23% and 36% faster. This means optimizations will run much faster and real-time performance will be improved. |
| There is a 'Calculation_frequency' input that can be set to a number of seconds. This will tell the indicator to only update every x seconds. During peak market times this can make a massive difference to PC performance and ensure that your PC and TradeStation remains responsive. |
As a bonus a complete set of All-Data-Everywhere (ADE) equivalent indicators and functions is included. |
The full set of indicators, functions and strategies included in the pack are as follows:
JAM Indicators |
TS Equivalent |
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Indicators |
Linear Regression Line Linear Regression Line Channels* Linear Regression Curve Linear Regression Curve Channels** Linear Regression Intercept Linear Regression Angle Linear Regression Slope ADE Linear Regression Line ADE Linear Regression Line Channels ADE Linear Regression Curve ADE Linear Regression Curve Channels ADE Linear Regression Intercept ADE Linear Regression Angle ADE Linear Regression Slope * Channel based on Standard Deviation, Average True Range, Highest High/Lowest Low, percentage or fixed number of ticks. **Channel based on Standard Deviation, Average True Range, percentage or fixed number of ticks. |
Linear Reg Line - Linear Reg Curve - - - - - - - - - - - - - |
Functions |
Linear Regression Linear Regression Value Linear Regression Angle Linear Regression Slope ADE Linear Regression ADE Linear Regression Value ADE Linear Regression Angle ADE Linear Regression Slope |
LinearReg / LinearRegFC LinearRegValue / LinearRegValueFC LinearRegAngle / LinearRegAngleFC LinearRegSlope / LinearRegSlopeFC - - - - |
Linear Regression Line Linear Regression Line with Channels
The Linear Regression Line with Channels indicator has can be set to calculate the channel based on Standard Deviation, Average True Range, Highest High/Lowest Low, percentage or fixed number of ticks.
Linear Regression Curve Linear Regression Curve with Channels
The Linear Regression Curve with Channels indicator has can be set to calculate the channel based on Standard Deviation, Average True Range, percentage or fixed number of ticks. The JAM Linear Regression Curve indicator runs much faster than the TradeStation Linear Regression Curve indicator. e.g. On 10 years of 1 minute @ES data the TradeStation indicators takes 16 seconds to run whereas the JAM indicator only takes 10 seconds (obviously the exact timings will depend on your computer).
Linear Regression Angle Linear Regression Slope
The Linear Regression Angle and Linear Regression Slope indicators are both oscillators. They produce similar charts, but with different values.
All indicators, functions and strategies are provided as open code. You will appreciate that once you have the package you have all the code, so there are no refunds.
If you need more information then please feel free to contact me .
Purchase JAM Linear Regression Pack
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