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[_ParkF]Linreg & Trendlines* The script has been uploaded again. Linear regression and trendline not only facilitate trend identification, but also identify support and resistance within it, and linear regression and trendline departure can detect trend changes, which are useful in trading. Linear regression and trend lines are shown in the chart. It offers a variety of options, length, color, thickness, on/off switch, etc. I hope it will help you with your trading. hope you become rich! --------------------------------------------------------------------------------------------------------------------------- * 스크립트가 다시 업로드 되었습니다. 선형 회귀(채널) 및 추세선은 추세 식별을 용이하게 할 뿐만 아니라, 또한 그 안에서 지지와 저항을 식별하고, 선형 회귀(채널) 및 추세선 이탈은 거래에 유용한 추세 변화를 감지할 수 있습니다. 선형 회귀(채널) 및 추세선이 차트에 표시됩니다. 길이, 색상, 두께, 온/오프 스위치 등 다양한 옵션을 제공합니다. 거래에 도움이 되셨으면 합니다. 부자되세요! --------------------------------------------------------------------------------------------------------------------------- * I would like to express my gratitude to zdmre for revealing the linear regression source.
지표
ParkF의
18
[_ParkF]MFI+Added the Moneyflow Index indicator. Divergence signals and diversion lines are drawn. Support and resistance were also confirmed when linear regression and trend lines were used for the Moneyflow Index. Two linear regression and two trend lines are drawn. Because the two linear regression values are different, you can see the support and resistance of long-term and short-term linear regression. Since the periodic values of the two trend lines are also different, support and resistance that could not be identified in linear regression can be identified. Each linear regression line and trend line can be turned on or off. In addition, each linear regression line and trend line can arbitrarily modify period values and deviation values. I hope it will help you trade. ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- 머니플로우인덱스 지표를 추가하였습니다. 다이버전스 신호와 다이버전스 라인이 그려집니다. 머니플로우인덱스에도 선형회귀와 추세선을 이용했을 때 지지와 저항이 확인이 되었습니다. 2개의 선형회귀와 2개의 추세선이 그려지고 두 선형 회귀 값은 서로 다르기 때문에 장기 및 단기 선형 회귀의 지지 및 저항을 확인할 수 있습니다. 두 추세선의 주기 값도 다르므로 선형 회귀 분석에서 확인할 수 없었던 지지 및 저항을 확인할 수 있습니다. 각 선형 회귀선 및 추세선은 켜거나 끌 수 있습니다. 또한 각 선형 회귀선 및 추세선은 주기 값과 편차 값을 임의로 수정할 수 있습니다. 당신의 트레이딩에 도움이 되었으면 합니다. ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- * I would like to express my gratitude to zdmre for revealing the linear regression source. * I would like to express my gratitude to aaahopper for revealing the trendlines source.
지표
ParkF의
1
[_ParkF]RSI+RSI ----- UPGRADE ----> RSI+ ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- The RSI index has been upgraded. The display function of RSI Candle, RSI Line, Divergence, and Divergence Line, which were previous functions, has been maintained. As an upgrade, two linear regression and two trend lines are drawn. Since the two linear regression values are different, support and resistance of long-term and short-term linear regression can be confirmed. The two trend lines also have different period values, so it is possible to check support and resistance that could not be confirmed in linear regression. Each linear regression and trend line can be turned on and off. In addition, each linear regression and trend line can arbitrarily modify period values and deviation values. Log charts and linear chart switches have been added to the trend line. I hope it will help you with your trading. ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- RSI 인덱스가 업그레이드되었습니다. 기존 기능이었던 캔들, 라인, 다이버전스, 다이버전스 라인의 디스플레이 기능은 그대로 유지됐다. 업그레이드로 두 개의 선형 회귀 분석과 두 개의 추세선이 그려집니다. 두 선형 회귀 값은 서로 다르기 때문에 장기 및 단기 선형 회귀의 지지 및 저항을 확인할 수 있습니다. 두 추세선의 주기 값도 다르므로 선형 회귀 분석에서 확인할 수 없었던 지지 및 저항을 확인할 수 있습니다. 각 선형 회귀선 및 추세선은 켜거나 끌 수 있습니다. 또한 각 선형 회귀선 및 추세선은 주기 값과 편차 값을 임의로 수정할 수 있습니다. 로그 차트 및 선형 차트 스위치가 추세선에 추가되었습니다. 당신의 트레이딩에 도움이 되었으면 합니다. * I would like to express my gratitude to zdmre for revealing the linear regression source. * I would like to express my gratitude to aaahopper for revealing the trendlines source.
지표
ParkF의
14
[_ParkF]RSI (+ichimoku cloud)RSI Typical RSI indicators were plotted with candles and expressed wick to resemble a candle chart, and linear regression was added to predict changes in force intensity, which allowed us to confirm support and resistance within linear regression . In addition, divergence signal was marked as an additional basis for the price fluctuation point due to support and resistance . In other words, if the diversity signal appears together when the rsi candle is supported and resisted within linear regression , this is the basis for predicting that it is a point of change in the existing trend. Finally, the period value and standard deviation of linear regression can be arbitrarily modified and used. I hope it will help you with your trading. -------------------------------------------------------------------------------------------------------------------------------------------------------------- (+ichimoku cloud) Clouds made of the preceding span 1 and the preceding span 2 of the balance table can predict the trend by displaying the current price balance ahead of the future. In addition to the role of clouds in the above-described balance sheet, this indicator also shows the cloud band support and resistance of the current RSI value. 일반적인 RSI 지표를 캔들화 하였고 꼬리까지 포함하여 캔들 차트와 유사하게 표현 하고, 캔들화한 RSI 지표에 선형회귀(채널)를 추가 하여 RSI 지표 특유의 힘의 강도의 변화를 지지와 저항으로 확인할 수 있게 해봤습니다. 또한 다이버전스 신호를 추가하여 선형회귀(채널)로 인한 지지와 저항에 따른 가격 변동의 근거로 삼을 수 있습니다. 즉, 선형회귀(채널) 안에서 RSI 캔들이 지지와 저항을 받을 때 다이버전스 신호가 함께 나타난다면 이는 기존 추세의 변화 지점임을 예측해 볼 수 있는 근거가 됩니다. 마지막으로 선형회귀(채널)의 기간값과 표준편차는 임의로 수정하여 사용할 수 있습니다. 당신의 트레이딩에 도움이 되었으면 합니다. -------------------------------------------------------------------------------------------------------------------------------------------------------------- (+일목균형표의 구름) 일목균형표의 선행스팬1과 선행스팬2로 만들어진 구름은 현재 가격의 균형을 미래에 선행하여 표시하여 추세를 예측해볼 수 있습니다. 본 지표에서는 위에서 설명한 일목균형표의 구름의 역할과 더불어 현 RSI 값의 구름대 지지, 저항 또한 확인해볼 수 있습니다. * I would like to express my gratitude to zdmre for revealing the linear regression source.
지표
ParkF의
12
[_ParkF]RSIRSI Typical RSI indicators were plotted with candles and expressed wick to resemble a candle chart, and linear regression was added to predict changes in force intensity, which allowed us to confirm support and resistance within linear regression. In addition, divergence signal was marked as an additional basis for the price fluctuation point due to support and resistance. In other words, if the diversity signal appears together when the rsi candle is supported and resisted within linear regression, this is the basis for predicting that it is a point of change in the existing trend. Finally, the period value and standard deviation of linear regression can be arbitrarily modified and used. I hope it will help you with your trading. 일반적인 RSI 지표를 캔들화 하였고 꼬리까지 포함하여 캔들 차트와 유사하게 표현 하고, 캔들화한 RSI 지표에 선형회귀(채널)를 추가 하여 RSI 지표 특유의 힘의 강도의 변화를 지지와 저항으로 확인할 수 있게 해봤습니다. 또한 다이버전스 신호를 추가하여 선형회귀(채널)로 인한 지지와 저항에 따른 가격 변동의 근거로 삼을 수 있습니다. 즉, 선형회귀(채널) 안에서 RSI 캔들이 지지와 저항을 받을 때 다이버전스 신호가 함께 나타난다면 이는 기존 추세의 변화 지점임을 예측해 볼 수 있는 근거가 됩니다. 마지막으로 선형회귀(채널)의 기간값과 표준편차는 임의로 수정하여 사용할 수 있습니다. 당신의 트레이딩에 도움이 되었으면 합니다. * I would like to express my gratitude to zdmre for revealing the linear regression source.
지표
ParkF의
12
Tillson IE/2 [CC]The IE/2 was created by Tim Tillson (Stocks and Commodities Jan 1998) and this is a practically undiscovered gem because in that same article he goes on to to create the popular T3 moving average and the GDEma but practically no one seemed to notice the IE2 or maybe it is just my imagination. Anyway this indicator name is short for Integral of Linear Regression Slope + Endpoint Moving Average / 2 so you can why it was shortened to IE/2. Like the name implies this takes two variations of smoothing that complement each other and averages them together to in theory get the benefits of each. The EPMA is much noiser but follows the data more closely and the complete opposite for the ILRS so you can see the idea in action. Like all of my indicators I include strong buy and sell signals in addition to normal ones so strong signals are darker in color and normal signals are lighter in color. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators or scripts you would like to see me publish!
지표
cheatcountry의
6
Linear Regression Relative Strength[image/x/iZvwDWEY/ Relative Strength indicator comparing the current symbol to SPY (or any other benchmark). It may help to pick the right assets to complement the portfolio build around core ETFs such as SPY. The general idea is to show if the current symbol outperforms or underperforms the benchmark (SPY by default) when bought some certain time ago. Relative performance is displayed as percent and is calculated for three different time ranges - short (1 mo by default), mid (1 quarter), and long (half a year). To smooth the volatility, the script uses linear regression to estimate the trend and takes the start and the end points of the linear regression line to compute the relative strength. It is important to remember that the script shows the gain relative to SPY (or other selected benchmark), not the asset's gain. Therefore, it may indicate that the asset is profitable, but it still may lose value if SPY is in downtrend. Therefore, it is crucial to check other indicators before making a decision. In the example above, standard linear regression for one quarter is used to indicate the direction of the trend.
지표
gaperton의
2
Fusion: Trend and thresholdsThis is your basic single moving average but with a "slope" component. The idea here is that once a slope reaches a value great enough you should probably only trade with the trend so this indicator allows you to set that threshold separately for going long and short. The indicator is designed to display on both the main chart and a separate chart area. If you want to display it on the main chart then the quick way is to just check the "On main chart" option and it will disable off main chart items and then just move it to the main chart. There's half a dozen or so moving average types to select from so you will probably find one that suits you pretty well. Once a threshold is reached you will get a signal showing the trend is strong enough where you probably should not trade in the opposite direction. There is a "normalize" option which will fix the oscillator to a maximum of 100. The upside of this is that you can be more consistent in your settings of a threshold. The down side is that normalization happens over a predefined number of bars so it's a floating number, not an absolute number however I set the number of bars default to 3,000 so it should be pretty close to ideal. I haven't found a perfect way of getting a consistent maximum on the oscillator as a benchmark yet so if anyone has any ideas please contact me and I'll do an update. I may look into using percentage rank instead of normalization. I like to see it as both an oscillator and on the main chart so I generally have two copies. The settings are certainly not optimized so set to whatever suits your needs as my defaults will probably be wrong for you. The code is structured to easily drop into a bigger system so use it as a lone indicator or add the code to some bigger project you are creating. If you do, send me a note, it would be nice to know it's being well used. Finally, if you find value please do make a comment, give a thumbs up etc. Enjoy and good luck!
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Koalems의
Projection Bands [CC]The Projection Bands were created by Mel Widner (Stocks and Commodities Jul 1995) and this indicator and the other two that rely on this one (I will publish them later) are very underappreciated in my humble opinion. The biggest strength of this indicator is the fact that it is a leading indicator for dramatic price movements. As you can see in my example chart it consistently gives great exit points before a downturn. I have included strong buy and sell signals in addition to normal ones so strong signals are darker in color and normal signals are lighter in color. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators or scripts you would like to see me publish!
지표
cheatcountry의
9
Linear Regression 200/100/50/20Four time frames in one indicator in different colors, showing current price trend in different scopes. If the slope of the smaller time frame is in a (0,75;1,25) interval of some of the bigger ones the smaller one is omitted (different signs near zero are not coalesced in that way though). Every time frame has four deltas of range in trend lines of different grade of transparency (2-1-4-3), as well as a vertical line denoting regression date range start, also bearing the same color (blue-red-green-gray for 200/100/50/20). On the right of the latest bar are Pearson coefficients and slopes of the regressions, 200/100/50/20 bottom-up, also appropriately colored.
지표
btrnc의
7
Linear Regression Histogram [LuxAlgo]This indicator is inspired by traditional statistical histograms. It will return the number of occurrences of price falling within each interval (bins) of the linear regression channel. This can be useful to highlight zones of interest within a trend. Settings Length: Number of recent closing prices used for the computation of the linear regression. Bins Number: Number of intervals constructed from the linear regression channel. Mult: Multiplicative factor for the RMSE. Controls the width of the linear regression channel. Src: Input source of the indicator. Usage The indicator is constructed by dividing the linear regression channel range into a series of intervals (bins) of equal width. We then count the number of price values falling within each interval. If a significant number of price values fall within a specific interval then that interval can highlight a potential zone of interest within a trend. The zone of interest is highlighted in blue.
지표
LuxAlgo의
33
RSI Linear Regression with ZigZag by zdmreBoth the RSI (Relative Strength Index) and the Linear Regression ( LR ) rank among the most popular momentum indicators used in trading. When used in combination with other technical indicators (ZigZag), both RSI, LR and ZigZag can offer value in validating trade opportunities to optimize your risk management practices. Here’s a look at how to use RSI, LR and ZigZag (Can be used for divergence patterns.) as part of your trade analysis. If you have new ideas to improve this indicator then let me know please. ***Use it at your own risk
지표
zdmre의
11
Linear Regression Fan [LuxAlgo]This indicator displays a fan using a linear regression fit to the price as a base. All lines are equidistant and are drawn from the first point of the linear regression to the most recent point of the linear regression plus the root-mean-square deviation (RMSD) multiplied by a certain factor. Settings Length: Lookback period for the linear regression. Mult: Multiplier for the RMSD, allows returning wider fans. Lines Per Side: Number of lines on each side of the fan. Src: Input source of the indicator. Usage Traders often use the lines of fans to determine significant points of support or resistance at which they might expect price variations to reverse. The length can be adjusted so that the starting point of the linear regression is located at a pivot high/low. Some technical analysts use the measure rule of broadening wedges with fans when price breaks one of the extremities. This allows setting precise take-profits/stop-losses. To learn more about the measure rule see:
지표
LuxAlgo의
11
The Echo Forecast [LuxAlgo]This indicator uses a simple time series forecasting method derived from the similarity between recent prices and similar/dissimilar historical prices. We named this method "ECHO". This method originally assumes that future prices can be estimated from a historical series of observations that are most similar to the most recent price variations. This similarity is quantified using the correlation coefficient. Such an assumption can prove to be relatively effective with the forecasting of a periodic time series. We later introduced the ability to select dissimilar series of observations for further experimentation. This forecasting technique is closely inspired by the analogue method introduced by Lorenz for the prediction of atmospheric data. 1. Settings Evaluation Window: Window size used for finding historical observations similar/dissimilar to recent observations. The total evaluation window is equal to "Forecast Window" + "Evaluation Window" Forecast Window: Determines the forecasting horizon. Forecast Mode: Determines whether to choose historical series similar or dissimilar to the recent price observations. Forecast Construction: Determines how the forecast is constructed. See "Usage" below. Src: Source input of the forecast Other style settings are self-explanatory. 2. Usage This tool can be used to forecast future trends but also to indicate which historical variations have the highest degree of similarity/dissimilarity between the observations in the orange zone. The forecasting window determines the prices segment (in orange) to be used as a reference for the search of the most similar/dissimilar historical price segment (in green) within the gray area. Most forecasting techniques highly benefit from a detrended series. Due to the nature of this method, we highly recommend applying it to a detrended and periodic series. You can see above the method is applied on a smooth periodic oscillator and a momentum oscillator. The construction of the forecast is made from the price changes obtained in the green area, denoted as w(t) . Using the "Cumulative" options we construct the forecast from the cumulative sum of w(t) . Finally, we add the most recent price value to this cumulated series. Using the "Mean" options will add the series w(t) with the mean of the prices within the orange segment. Finally the "Linreg" will add the series w(t) to an extrapolated linear regression fit to the prices within the orange segment.
지표
LuxAlgo의
116
Exponential Regression Channel with novel volatilityThis code is a modified version of the built-in "linear regression" script of Tradingviews which can be plotted correctly on logarithmic charts The log reg code of Forza was adjusted by altustro to generate an exponential regression (or a correct linear regression on the log scale, this is equivalent). The standard deviation in the log scale is a better volatility measure which we call novola, and which defines the trend channel displayed in addition to the main indicator. The exponential regression slope and channel also defines the typical holding time of the stock and the SL/TP boundaries, which are calculated and displayed at the last bar. The display works both in log and regular scale. But only in the log scale it can be compared to the linear extension, which can also be plotted when activated in the properties. The underlying exponential fit can not be displayed in regular scale as only lines can be plotted by TV. But with the related script Exponental Regression also the exponential regression can be exactly displayed using a workaround.
지표
altustro의
6
Exponential RegressionIn Tradingview it is not possible to actually display arbitrary non-linear functions retrospectively. Series objects can only depend on the current or past bars Thus, while regression is possible, display of a non-linear curve into the past is not possible This script is a workaround to be able to still display an exponential fit of the last n bars. It is based on a linear regression of the log(close). The parameters of this regression are printed in the label. To create the correct plot, these parameters have to be written into the properties of the indicator. The functions displayed follow the expression exp(A)* exp(pot*t+d) where d =0 for the center line, and d = +-std * upperMult for the upper and lower line respectiveley. The parameters of the function are: amplitude in log scale A exponent of the exponential function pot standard deviation of the linear regression std number of bars of the current chart bindex multiplicator of the std of the upper and lower exponential line upperMult and lowerMult + This code is a version of the built-in "linear regression" script of Tradingview alztered by Forza so it can be plotted correctly on logarithmic charts The code of Forza was further adjusted by altustro to be able to plot the full exponential curve also in regular scale
지표
altustro의
MACD Linear Regression by zdmreBoth the Moving Average Convergence Divergence (MACD) and the Linear Regression (LR) rank among the most popular momentum indicators used in trading. When used in combination with other technical indicators, both MACD and LR can offer value in validating trade opportunities to optimize your risk management practices. While they represent a similar approach to evaluating trades, the functions of both MACD and LR are distinct, which makes them useful indicators to combine in trade evaluation. Here’s a look at how to use MACD and LR as part of your trade analysis. ***Use it at your own risk If you have new ideas to improve this indicator then let me know please. Keep Learning, Keep Earning
지표
zdmre의
5
MACandles-LinearRegression-StrategyThis is combination of multiple indicators and strategies. Mainly useful for indexes and to time the entry and exits of indexes. No stoploss used - makes it less desirable for leveraged trades or trading individual stocks. Let us rewind and look back at some of the indicators/strategies published earlier. 1. Moving Average Candles - this is one of my favourite tool for general trend filtering. Applying supertrend on moving average candles is one of the easiest ways to find reversal in trending market without exiting positions too early. Few scripts published on this basis are: MA Candles Supertrend MA Candles Supertrend Strategy 2. VixFix and Linear Regression - this itself is combination of two indicators. Williams-Vix-Fix-Finds-Market-Bottoms - by @ChrisMoody Squeeze-Momentum-Indicator - by @LazyBear I have combined these two indicators to derive VIX-Fix linear regression to find absolute market bottoms. More description here: VixFixLinReg-Strategy VixFixLinReg-Indicator Now, in this strategy, we combine all these together. Derive moving average candles Derive momentum of moving average candles Derive Linear regression on momentum Optionally, also calculate VIX Fix and Linear regression on VixFix momentum To find market bottom: There are two options 1. Use when momentum of MA candles hit bottom (red) and slowly turn up (orange). In aggressiveLong mode, signals are also generated when momentum starts going positive from negative. 2. Use Vix Fix linear regression of MA candles as described in the original script of VixFixLinReg-Strategy To find market top Here only Ma candles momentum decreasing is used as signal. If looking for longTrades , exit signal is generated only when momentum is turning negative extreme(orange). Or else, exit signal is generated when momentum has turned neutral. At this stage, it is very much experimental - use it with caution :)
전략
Trendoscope의
10
KINSKI Volume Regression TrendRegression trends are typically used to determine when a price is unusually far from its baseline. The script calculates the linear regression of volume and price to determine the trend direction and strength. This can be used to determine the volume support for upward/downward trends. As a special feature, this indicator allows you to choose from three (as of 07/20/2021) templates with special presets. The following templates are available: "Precise" (Period: 4, Smoothing Factor Type: "DISABLED", Smoothing Factor Length = 1). "Smooth" (Period: 4, Smoothing Factor Type: "RMA", Smoothing Factor Length = 2) "Long Term (Period: 20, Smoothing Factor Type: "DISABLED", Smoothing Factor Length = 1) In the selection for templates, the option "DISABLED" can also be selected. Then the user-defined settings selectable under it take effect. There are the following setting options. "Length": Adjustable period "Smoothing Factor: Type": Type of moving average "Smoothing Factor: Length": Adjustable period Other setting options are: Color codes: The color codes are explained in the settings Display types: "Columns", "Histogram", "Area", "Line", "Stepline"
지표
KINSKI의
15