//------------------------------------------------------
//
//  Formula Name:    Linear Regression
//  Author/Uploader: Trading Tuitions
//  E-mail:          support@tradingtuitions.com
//  Website:         www.tradingtuitions.com
//------------------------------------------------------

_SECTION_BEGIN("Linear Regression");

SetTradeDelays( 1, 1, 1, 1 );
SetOption( "InitialEquity", 200000);
SetOption("FuturesMode" ,True);
SetOption("MinShares",1);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",100);
SetOption("AccountMargin",10);
SetOption("RefreshWhenCompleted",True);
SetPositionSize(100,spsPercentOfEquity);
SetOption( "AllowPositionShrinking", True );
BuyPrice=Open;
SellPrice=Open;
ShortPrice=Open;
CoverPrice=Open;

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} – {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( Close, "Price", colorWhite, styleCandle );

P = ParamField("Price field",-1);
Periods = Param("Periods", 20, 2, 300, 1, 10 );
Plot( LinearReg( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") ); 
_SECTION_END();

NewDay = (Day()!= Ref(Day(), -1)) OR BarIndex() == 0;  
//Plot(NewDay,"",colorlightGrey,styleHistogram|styleDots|styleNoLabel|styleOwnScale);

FirstTradeTime=093000;
SquareOffTime = 151500;

LR = LinearReg(C,20);
SD = StDev(C,20);
up = LR + 2*SD;
down = LR - 2*SD;

Plot(up,"UP",colorRed);
Plot(down,"DOWN",colorGreen);


Buy = Ref(C,-2) < Ref(down,-2) AND Ref(C,-1)>Ref(down,-1) AND C>Ref(C,-1) AND TimeNum()>= FirstTradeTime AND TimeNum()<SquareOffTime;
Short = Ref(C,-2) > Ref(up,-2) AND Ref(C,-1)<Ref(up,-1) AND C<Ref(C,-1) AND TimeNum()  >= FirstTradeTime and TimeNum()<SquareOffTime;
Sell=Short OR TimeNum() >= SquareOffTime;
Cover=Buy OR TimeNum() >= SquareOffTime;

Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);

Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);

StopLoss=Optimize("stop",0.5,0.5,3,0.5);
ApplyStop(Type=0,Mode=1,Amount=StopLoss);

Target=Optimize("Target",0.5,0.5,5,0.5);
ApplyStop(Type=1,Mode=1,Amount=Target);

printf("\nBuy : " + Buy );  
printf("\nSell : " + Sell );  
printf("\nShort : " + Short );  
printf("\nCover : " + Cover ); 


/* Plot Buy and Sell Signal Arrows */
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);



_SECTION_END();