linear

alexgrover

Fit a line at successive intervals, where the interval period is determined by a user-selected time frame, this allows the user to have an estimate of the intrinsic trend within various intervals. Settings Timeframe : Determine the period of the interval, if the timeframe is weekly then a new line will be fit at the start each weeks, by default "Daily" ...

io72signals

Couldn't find searching for Linearly Weighted Moving Average (LWMA) in tradingview. Found one with the LWMA title, but it uses plain WMA calculation without the linearity which more heavily weights recent price data, which I need, so I try to made one. LWMAs are also quicker to react to price changes than SMA and EMA. If you want a moving average with less lag...

alexgrover

Introduction Forecasting is a blurry science that deal with lot of uncertainty. Most of the time forecasting is made with the assumption that past values can be used to forecast a time series, the accuracy of the forecast depend on the type of time series, the pre-processing applied to it, the forecast model and the parameters of the model. In tradingview we...

ucsgears

Version 2 - Linear Regression Slope. This version will have more freedom on picking your own length for all the Inputs. One of the main reason I changed it is because, Slope calculation on transition period was not being computed properly. Because the Version 1, looks back the length assigned, and compute the slope based on two candle readings, could be 10 days...

midtownsk8rguy

This is my first public release of indicator code and my PSv4.0 version of "Linear Regression Channel", as it is more commonly known. It replicates TV's built-in "Linear Regression" without the distraction of heavy red/blue fill bleeding into other indicators. We can't fill() line.new() at this time in Pine Script anyways. I entitled it Linear Regression Trend...

alexgrover

Introduction I already made an indicator (simple line) that tried to make lines on price such that the results would not repaint and give a good fit to the price, today i publish a channels indicator based on the simple line indicator. The indicator aim to show possible support and resistance levels when the central line posses a low sum of squares with the...

alexgrover

Based on my latest script "Linear Channels" This is a trailing stop version of the linear channels. Thanks to capissimo for helping me fix several issues with the linear extrapolation part. In order to know how the indicator work i recommend reading the post on the Linear Channels indicator here Hope...

alexgrover

Introduction Lines are the most widely used figures in technical analysis, this is due to the linear trends that some securities posses (daily log SP500 for example), support and resistances are also responsible for the uses of lines, basically linear support and resistances are made with the assumption that the line connecting two local maximas or minimas will...

ucsgears

This is version 1 of the Linear Regression Slope. In ideal world the Linear regression slope values will remain same for any time period length. because the equation is y = mx+b, where m is the slope. All I did here is m = y/x The Main Purpose of this indicator is to see, if the Trend is accelerating or decelerating. The first Blue bar will caution when a...

ucsgears

Corrected Version, for VERSION - 2 () updated for Custom Length, and fixed some formula glitches.

RicardoSantos

Experimental: its a play at linear forecasting. use replay feature to see it in action: streamable.com

Shizaru

The original script was posted on ProRealCode by user Nicolas. This is an indicator made of the linear regression applied to the rate of change of price (or momentum). I made a simple signal line just by duplicating the first one within a period decay in the past, to make those 2 lines cross. You can add more periods decay to made signal smoother with less false entry.

nboone

Linear Weighted MA that changes colors based on slope. Green = slope up from last bar Yellow = slope is 0 from last bar Red = slope down from last bar This time with the ability to change the period.

capissimo

Holt's Forecasting method Holt (1957) extended simple exponential smoothing to allow the forecasting of data with a trend. This method involves a forecast equation and two smoothing equations (one for the level and one for the trend): Forecast equation: ŷ = l + h * b Level equation: l = alpha * y + (1 - alpha) * (l + b) Trend equation: b = beta * (l - l)...

RicardoSantos

EXPERIMENTAL: Experiment using Linear Regression based on %atr for decay(decay option is a mutiplier for the atr).

LastBattle

In the era of central bank's helicopter money, the market will always be skyrocketing up and up given enough time. What's the strategy to profit from indices? Only short the market when its in a state of euphoria /irrational exuberance bubble, or sell when it is confirmed (20% drawdown). Otherwise, you really have no reason not to long at every chance. ...

RicardoSantos

EXPERIMENTAL: improved range detection (it now locks range when its last formed on the appropriate side improving readability as it doesnt auto adjust when opposite extreme moves)

RicardoSantos

Method to draw linear regression lines from average price advance&decline range