This little oscillator just returns the R Squared Value of current price action. It is designed to show trend direction momentum. Great for confluence!

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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 :...

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R-squared Adaptive T3 Ribbon Filled Simple is a T3 ribbons indicator that uses a special implementation of T3 that is R-squared adaptive. What is the T3 moving average? Better Moving Averages Tim Tillson November 1, 1998 Tim Tillson is a software project manager at Hewlett-Packard, with degrees in Mathematics and Computer Science. He has privately traded...

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Adaptive Supertrend w/ Floating Levels is a Supertrend indicator made adaptive by comparing the coefficient of determination / average of the least squares. The basic concept is this: use correlation with an r-squared line to adapt the period of the indicator, thereby resulting in a more versatile Supertrend. This adaptive formula makes the Supertrend more...

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The full name of this indicator is R-Squared Adaptive Fisher Transform w/ Dynamic Zones and Divergences. This is an R-squared adaptive Fisher transform with adjustable dynamic zones, signals, alerts, and divergences. What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal...

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R-squared Adaptive T3 w/ DSL is the following T3 indicator but with Discontinued Signal Lines added to reduce noise and thereby increase signal accuracy. This adaptation makes this indicator lower TF scalp friendly. What is R-squared Adaptive? One tool available in forecasting the trendiness of the breakout is the coefficient of determination ( R-squared...

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Chande Kroll R-Squared Index script. This indicator was originally developed by Tushar S. Chande and Stanley Kroll (see their book `The New Technical Trader`, Chapter 2: `Linear Regression Analysis`).

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Pips-Stepped, R-squared Adaptive T3 is a a T3 moving average with optional adaptivity, trend following, and pip-stepping. This indicator also uses optional flat coloring to determine chops zones. This indicator is R-squared adaptive. This is also an experimental indicator. What is the T3 moving average? Better Moving Averages Tim Tillson November 1,...

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STD-Filterd, R-squared Adaptive T3 w/ Dynamic Zones is a standard deviation filtered R-squared Adaptive T3 moving average with dynamic zones. What is the T3 moving average? Better Moving Averages Tim Tillson November 1, 1998 Tim Tillson is a software project manager at Hewlett-Packard, with degrees in Mathematics and Computer Science. He has privately...

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Introduction I already mentioned various problems associated with the lsma, one of them being overshoots, so here i propose to use an lsma using a developed and adaptive form of 1st order polynomial to provide several improvements to the lsma. This indicator will adapt to various coefficient of determinations while also using various recursions. More In Depth ...

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Level: 1 Background The R-Squared indicator created by Jon Andersen in "Standard error bands" in the September 1996 STOCKS & COMMODITIES . Function This script fristly creates the coeffR function which is used to produced the R-Squared indicator. The coeffR function is used to calculate the correlation coefficient R. Once I have created and verified the coeffR...

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This script was written to calculate the correlation coefficient (Adjusted R-Squared) for one dependent and two independent variables.(3-way) Pearson correlation method was used with exponential moving averages as the correlation calculation method. Use your source ( i use "close" generally ) as the dependent variable. Inspired by this article :...

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Level: 2 Background @pips_v1 has proposed an interesting idea that is it possible to code an "Adaptive Jon Andersen R-Squared Indicator" where the length is determined by DCPeriod as calculated in Ehlers Sine Wave Indicator? I agree with him and starting to construct this indicator. After a study, I found "(blackcat) L2 Ehlers Autocorrelation Periodogram"...

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made a quick script to compare r2 correlation coefficient, can change source and correlation component in inputs menu example, here we can see that btc currently has a 0.85 correlation with eth vs usd when using simple moving avg on the daily (above 0.8 is positive correlation. below -0.8 is negitive correlation, and anything in between means there is no...

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