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 . ...
Introducing the Moving Regression Prediction Bands indicator. Here I aimed to combine the principles of traditional band indicators (such as Bollinger Bands), regression channel and outlier detection methods. Its upper and lower bands define an interval in which the current price was expected to fall with a prescribed probability, as predicted by the...
This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow...
Introducing the Pivot Regression Oscillator. This oscillator uses a similar formula to the Stochastic Oscillator. However, instead of comparing the closing price to the lowest price of a period, it compares the distance between current price and the current pivot point. By basing our oscillator on pivot levels, we incorporate a much more relevant and...
Multi-timeframe Strategy based on Logistic Regression algorithm Description: This strategy uses a classic machine learning algorithm that came from statistics - Logistic Regression (LR). The first and most important thing about logistic regression is that it is not a 'Regression' but a 'Classification' algorithm. The name itself is somewhat misleading....
Introducing the Delta-RSI Oscillator. This oscillator is a time derivative of the RSI, plotted as a histogram and serving as a momentum indicator. The derivative is calculated explicitly by means of local polynomial regression. It is designed to provide minimum false and premature buy/sell signals compared to many traditional momentum indicators such as...
Moving Regression is a generalization of moving average and polynomial regression. The procedure approximates a specified number of prior data points with a polynomial function of a user-defined degree. Then, polynomial interpolation of the last data point is used to construct a Moving Regression time series. Application: Moving Regression allows one to smooth...
Hello Traders, There are several nice Linear Regression Channel scripts in the Public Library. and I tried to make one with some extra features too. This one can check if the Price breaks the channel and it shows where is was broken. Also it checks the momentum of the channel and shows it's increasing/decreasing/equal in a label, shape of the label also...
Simple tool to find when to buy in bull market, and when to sell when bull ended. 26 EMA on weekly seems to be a decent combination for 2017 bull market. Use it and find your combination, and hope it guide you through current bull market.
This script is a combination of different logarithmic regression fits on weekly BTC data. It is meant to be used only on the weekly timeframe and on the BLX chart for bitcoin. The "fair value" line is still subjective, as it is only a regression and does not take into account other metrics.
Thanks to The Sweet Lord , here is the Gaur's Polynomial Regression Channel. Its a Polynomial Regression Channel but applied a little differently. Wont go into technical details much. Overview of options is as follows- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -...
Example of applying polynomial regression channel to spreads or hedges between 2 assets.
This is an experimental study designed to calculate polynomial regression for any order polynomial that TV is able to support. This study aims to educate users on polynomial curve fitting, and the derivation process of Least Squares Moving Averages (LSMAs). I also designed this study with the intent of showcasing some of the capabilities and potential applications...
Logarithmic regression of the USD price of Bitcoin , calculated according to the equation: y=A*exp(beta*x^lambda + c) + m*x + b where x is the number of days since the genesis block. All parameters are editable in the script options.
Description: A function that returns a polynomial regression and deviation information for a data set. Inputs: _X: Array containing x data points. _Y: Array containing y data points. Outputs: _predictions: Array with adjusted _Y values. _max_dev: Max deviation from the mean. _min_dev: Min deviation from the mean. ...
Description: A Function that returns a linear regression channel using (X,Y) vector points. Inputs: _X: Array containing x data points.¹ _Y: Array containing y data points.¹ Note: ¹: _X and _Y size must match. Outputs: _predictions: Array with adjusted _Y values at _X. _max_dev: Max deviation from the mean. _min_dev:...
Hello Traders, With the info "Trend is Your Friend ", you should not take position against the trend. This script checks multipte moving averages if they are above/below the closing price and try to find trend. The moving averages with the length 8, 13, 21, 34, 55, 89, 144, 233, 377 used. these are fibonacci numbers, but optionally you can change the lengths...
Return a linear regression channel with a window size within the range (min, max) such that the R-squared is maximized, this allows a better estimate of an underlying linear trend, a better detection of significant historical supports and resistance points, and avoid finding a good window size manually. Settings Min : Minimum window size value Max :...