regression

taylor_o

Library "regress" produces the slope (beta), y-intercept (alpha) and coefficient of determination for a linear regression regress(x, y, len) regress: computes alpha, beta, and r^2 for a linear regression of y on x   Parameters:      x : the explaining (independent) variable      y : the dependent variable      len : use the most recent "len" values of x and...

BillionaireLau Diupdate 

Logarithmic regression is used to model data where growth or decay accelerates rapidly at first and then slows over time. This model is for the long term series data (such as 10 years time span). The user can consider entering the market when the price below 25% or 5% confidence and consider take profit when the price goes above 75% or 95% confidence line. This...

cache_that_pass

Tradingview Community, As I progress through my journey, I have come to the realization that it is time to give back. This script isn't a life changer, but it has the building blocks for a motivated individual to optimize the parameters and have a production script ready to go. Credit for the indicator is due to @rumpypumpydumpy I adapted this indicator to a...

BobRivera990

An article titled Bitcoin Stock-to-Flow Model was published in March 2019 by "PlanB" with mathematical model used to calculate Bitcoin model price during the time. We know that Ripple has a strong correlation with Bitcoin. But does this correlation have a definite rule? In this study, we examine the relationship between bitcoin's stock-to-flow ratio and the...

RicardoSantos Wizard

just a example on how to edit line style on the output of the polynomial regression library..

LuxAlgo Wizard Diupdate 

This indicator builds upon the previously posted Nadaraya-Watson smoothers. Here we have created an envelope indicator based on Kernel Smoothing with integrated alerts from crosses between the price and envelope extremities. Unlike the Nadaraya-Watson estimator, this indicator follows a contrarian methodology. Please note that by default this indicator can be...

RicardoSantos Wizard

Library "FunctionPolynomialRegression" TODO: polyreg(sample_x, sample_y) Method to return a polynomial regression channel using (X,Y) sample points.   Parameters:      sample_x : float array, sample data X points.      sample_y : float array, sample data Y points.   Returns: tuple with: _predictions: Array with adjusted Y values. _max_dev: Max...

rumpypumpydumpy Wizard Diupdate 

Calculates a log-log regression from arrays. Due to line limits, for sets greater than the limit, only every nth value is plotted in order to cover the entire set.

rumpypumpydumpy Wizard

Calculates an exponential regression from arrays. Due to line limits, for sets greater than the limit, only every nth value is plotted in order to cover the entire set.

LuxAlgo Wizard Diupdate 

The following tool smoothes the price data using various methods derived from the Nadaraya-Watson estimator, a simple Kernel regression method. This method makes use of the Gaussian kernel as a weighting function. Users have the option to use a non-repainting as well as a repainting method, see the USAGE section for more information. 🔶 USAGE 🔹 Non...

sharaaU7

Hi fellow traders.. Happy to share a Linear Regression & RSI Multi-Function Custom Screener with Table-Labels... The Screener scans for Linear Regression 2-SD Breakouts and RSI OB/OS levels for the coded tickers and gives Summary alerts Uses Tables (dynamica resizing) for the scanner output instead of standard labels! This Screener cum indicator collection has...

FractalTrade_ Diupdate 

This indicator is basically the standard linear regression but adjusted to be suitable for log scale. You can use 2 different standard deviation values, choose the data source and lookback length. The colors are chosen directly on the main menu. Enjoy!

RicardoSantos Wizard Diupdate 

EXPERIMENTAL: Forecasting using a polynomial regression over the estimates of multiple linear regression forecasts. note: on low data the estimates are skewd away of initial value, i added the i_min_estimate option in to try curve this issue with limited success "o_o.

DanielLiu

This script was modified to fit ethereum logarithmic pricing action.

tbiktag

Introducing the Robust Channel indicator. This indicator is based on a remarkable property of robust statistics , namely, the resistance​ to the presence of data points that deviate significantly from the established trend (generally speaking, outliers ). Being outlier-resistant, the Robust Channel indicator “remembers” a pre-existing trend and thus exhibits...

lejmer

What's this all about? Ever since 1D arrays were added to Pine Script, many wonderful new opportunities have opened up. There has been a few implementations of matrices and matrix math (most notably by TradingView-user tbiktag in his recent Moving Regression script: ). However, so far, no comprehensive libraries for matrix math and linear algebra has been...

ugurvu

There are many linear regression indicators out there, most of them draw lines or channels, but this one actually draws a chart.

tbiktag Diupdate 

Following the introduction of the Moving Regression Prediction Bands indicator (see link below), I'd like to propose how to utilize it in a simple band breakout strategy : Go long after the candle closes above the upper band . The lower band (alternatively, the lower band minus the 14-period ATR or the central line ) will serve as a support line . ...