Linear Regression
Pack
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:
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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. |
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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. |
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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. |
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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.
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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:
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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.
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Linear Reg Line
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Linear Reg Curve
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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
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LinearReg /
LinearRegFC
LinearRegValue /
LinearRegValueFC
LinearRegAngle /
LinearRegAngleFC
LinearRegSlope /
LinearRegSlopeFC
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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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