regressionUtilities

Library "regressionUtilities"

get_linear_regression(bar_index_array, prices_array, stdDev_mult)
: Generates the linear regression channel for an array of values.
Parameters:
bar_index_array (array<int>): (array<int>): Array with bar indexes
prices_array (array<float>): (array<float>): Array with prices
stdDev_mult (float): (float): Standard deviation multiple for the channels
Returns: : Returns x1, x2, y1_mid, y2_mid, y1_up, y2_up, y1_dn, y2_dn, m, b, R2, stdDev

get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult, show_data_table, tableYpos, tableXpos, table_textSize, barsToRight, plot_labels, include_levels)
: Gets the best fitting linear regression using optimum length
Parameters:
max_length (int): (int): Maximum bar length
min_length (int): (int): Minimum bar length
source (float): (float): Source for the regression
stdDev_mult (float): (float): Array with prices
show_data_table (bool): (bool): Activates and shows the data table
tableYpos (string)
tableXpos (string)
table_textSize (string)
barsToRight (int)
plot_labels (bool)
include_levels (bool)
Returns: : Returns three line objects that conform the regression channel, plus the optimal length and maximum r2

get_regressionChannel_data(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight)
: Gets data for the linear regression channel
Parameters:
max_length (int): (int): Maximum length for the linear regression.
min_length (int): (int): Minimum length for the linear regression.
source (float): (float): Source for the linear regression
stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
plot_linearRegression (bool)
plot_labels (bool)
include_levels (bool)
barsToRight (int)
Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

get_regressionChannel_data_v2(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight)
Parameters:
max_length (int)
min_length (int)
source (float)
stdDev_mult (float)
plot_linearRegression (bool)
plot_labels (bool)
include_levels (bool)
barsToRight (int)

get_cuadratic_regression(x_array, y_array, bars_to_project, max_length)
: Gets the best fitting linear regression using optimum length
Parameters:
x_array (array<float>): (array<int>): Maximum bar length
y_array (array<float>): (array<float>): Minimum bar length
bars_to_project (int): (int): Array with prices
max_length (int)
Returns: : Returns three line objects

Release Notes

v2

Updated:
get_regressionChannel_data(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight, plot_entry_levels)
: Gets data for the linear regression channel
Parameters:
max_length (int): (int): Maximum length for the linear regression.
min_length (int): (int): Minimum length for the linear regression.
source (float): (float): Source for the linear regression
stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
plot_linearRegression (bool)
plot_labels (bool)
include_levels (bool)
barsToRight (int)
plot_entry_levels (bool)
Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

Release Notes

v8

Removed:
get_regressionChannel_data_v2(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight)

Release Notes

v10

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v11

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v12

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v13

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v14

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v15

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v16

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v17

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v18

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v19

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v20

Added:
get_regressionChannel_by_length(length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight)
: Gets data for the linear regression channel
Parameters:
length (int): (int): Length for the linear regression.
source (float): (float): Source for the linear regression
stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
plot_linearRegression (bool)
plot_labels (bool)
include_levels (bool)
barsToRight (int)
Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.

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Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

Pine library

algoTraderGTP

Trade Smarter, Not Harder!

TradeCreator9
algotraderpro.io/tradecreator9/

Also on: