Risk Disclosure

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Regression Channel Width Solver


The Regression Channel Width solver measures the regression channel width to see if it is at least Min Width.  This can be used to gather a sense of price movement volatility.

Parameters

This section is common to all solvers.  A description can be found here.
This section is common to all solvers.  A description can be found here.

Channel Parameters

The period of the Regression Channel.

The width of the Regression Channel.

 

Width Targets

The solver’s Long & Short simultaneous output will equal 1 when the Regression Channel width is equal to or greater than this threshold value.

Measurement
Sets the type of measurement to calculate the Max Value.  Possible measurements are PointsTicksRenko Bricks, & ATRs.

The solver’s Long & Short simultaneous output will start calculating a ratio value when the Regression Channel width is equal to or greater than this threshold value.  The solver’s output is calculated as a ratio between Minimum Width and Ideal Width, with the output value bound from 0 to 1.

Measurement
Sets the type of measurement to calculate the Max Value.  Possible measurements are PointsTicksRenko Bricks, & ATRs.

Video Tutorial

This video is from our weekly Workshop on Sep 12th, 2012.
For more benefit please watch in full screen mode, as this video is recorded in HD.


Examples


Example 1: The Basics

This demonstrates the basic function of Regression Channel Width solver.  This Solver will be used to detect a channel width of at least 25 ticks, with an ideal width of 60 ticks.

  • Add the Regression Channel Width solver
  • Set Ideal Width to 60 Ticks
  • Set Minimum Width to 25 Ticks

The three charts below show the progression of the channel widening and the related Solver output value. Note in the middle chart that the channel width is about half way between 25 to 60 ticks and the output is almost 0.5.