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

Notas de prensa

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.

Notas de prensa

v8

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

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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.

Biblioteca Pine

Fiel al espíritu de TradingView, el autor ha publicado este código de Pine como biblioteca de código abierto, para que otros programadores de nuestra comunidad puedan reutilizarlo. ¡Enhorabuena al autor! Puede usar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero su reutilización en publicaciones está sujeta a nuestras Normas internas.

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La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.

Biblioteca Pine

algoTraderGTP

Code. Structure. Execution. Zones and flows from a live algorithmic trading desk. algotraderpro.io

También en: