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JAM Linear Regression Pack
From Custom EasyLanguage development to unique TradeStation indicators and utilities
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The JAM Linear Regression Pack is a set of TradeStation indicators 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.  TradeStation only provides two simple Linear Regression based indicators by default.  The JAM Linear Regression Pack contains ten indicators.

  • Channel based indicators allow channels to be calculated with Standard Deviation (as used in Bollinger Bands), Average True Trange (as used in Keltner Channels), Highest High/Lowest Low points, a percentage of price, a fixed number of ticks or Standard Error.

  • Indicators have been greatly enhanced, such as options to change colors based on direction.

  • All indicators work with RadarScreen.

  • 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.   This option makes it easier to move from other platorms to TradeStation.

The full set of indicators included in the pack are as follows:

JAM Indicators
TS Equivalent
Indicators

Linear Regression Line

Linear Regression Line B

Linear Regression Line Channels*

Linear Regression Curve

Linear Regression Curve Channels**

Linear Regression Intercept

Linear Regression Angle

Linear Regression Slope

* Channel based on Standard Deviation, Average True Range, Highest High/Lowest Low, percentage of price, fixed number of ticks or Standard Error.

**Channel based on Standard Deviation, Average True Range, percentage of price, fixed number of ticks or Standard Error.

Linear Reg Line

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Linear Reg Curve

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JAM Linear Regression Line (and inputs)

    

This indicator is an enhanced version of the standard TradeStation 'Linear Reg Line' indicator.  As well as being able to change the Target Bar (to match different platforms), the style of the line can be changed, it can be colored according to direction, and the current value can be displayed in the right hand margin.

 

JAM Linear Regression Line B (and inputs)

    

This indicator is unique to JAM Strategy Trading.  It is similar to the JAM Linear Regression Line indicator (above), but instead of an end date and time, a start date and time can be specified (this is how the ThinkOrSwim and TradeDecision platforms show Linear Regression lines).  But you don't have to specify a particular date and time, you can say 'start the linear regression line at the open of the day' or '... yesterday'.  The Linear Regression line will then grow through the day recalculating on each new bar.  It's showing you a dynamic length Linear Regression line which continually changes to incorporate the entire days data! 

 

JAM Linear Regression Line with Channels

This indicator is similar to the JAM Linear Regression Line indicator, but with added channels.  It has all the features of the Line indicator, plus the ability to draw upto three sets of channel lines above and below the central Linear Regression Line.  The channels can be calculated with any combination of Standard Deviation, Average True Range, Standard Error, percentage or price, fixed number of ticks, high/low of Line, Raff Channels, or modified Raff 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

TradeStation EasyLanguage Linear Regression Indicator

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

TradeStation EasyLanguage Linear Regression Indicator

The Linear Regression Angle and Linear Regression Slope indicators are both oscillators.  They produce similar charts, but with different values.

 

If you need more information then please feel free to contact me .

 

Purchase JAM Linear Regression Pack





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