RicardoSantos

[RS]Fractal Regression Channel V0

EXPERIMENTAL:
Fractals/fibs/linear regression
Skrip sumber terbuka

Dalam semangat TradingView yang sebenar, penulis skrip ini telah menerbitkannya dengan menggunakan sumber terbuka supaya pedagang-pedagang dapat memahami dan mengesahkannya. Sorakan kepada penulis! Anda dapat menggunakannya secara percuma tetapi penggunaan semula kod ini dalam penerbitan adalah dikawalselia oleh Peraturan Dalaman. Anda boleh menyukainya untuk menggunakannya pada carta.

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.

Ingin menggunakan skrip ini pada carta?
//@version=2
study(title='[RS]Fractal Regression Channel V0', shorttitle='FRC', overlay=true)

f_falling_linear_regression(_src, _window)=>
    _h = highest(_src, _window)
    _h_fractal = _src[1] >= _h[1] and _src < _h
    _h0h = valuewhen(_h_fractal, _src[1], 0)
    _h1h = valuewhen(_h_fractal, _src[1], 1)
    _h0n = valuewhen(_h_fractal, n[1], 0)
    _h1n = valuewhen(_h_fractal, n[1], 1)
    _price_range = _h0h < _h1h ? _h0h-_h1h : _price_range[1]
    _bar_range = _h0h < _h1h ? _h0n-_h1n : _bar_range[1]
    _step = _price_range/_bar_range
    _return_regression = _h0h+(_step*(n-_h0n))
    [_h0h, _step, _return_regression]

f_rising_linear_regression(_src, _window)=>
    _l = lowest(_src, _window)
    _l_fractal = _src[1] <= _l[1] and _src > _l
    _l0l = valuewhen(_l_fractal, _src[1], 0)
    _l1l = valuewhen(_l_fractal, _src[1], 1)
    _l0n = valuewhen(_l_fractal, n[1], 0)
    _l1n = valuewhen(_l_fractal, n[1], 1)
    _price_range = _l0l > _l1l ? _l0l-_l1l : _price_range[1]
    _bar_range = _l0l > _l1l ? _l0n-_l1n : _bar_range[1]
    _step = _price_range/_bar_range
    _return_regression = _l0l+(_step*(n-_l0n))
    [_l0l, _step, _return_regression]

window = input(3)
grid_size = input(1)
[h_value, h_step, h_regression] = f_falling_linear_regression(high, window)
[l_value, l_step, l_regression] = f_rising_linear_regression(low, window)

avg_h_step = cum(h_step)/(n+1)
avg_l_step = cum(l_step)/(n+1)


h_base = na(h_base[1]) ? high : high >= h_base[1] ? high : h_base[1]+avg_h_step//high >= h_base[1] ? high : high >= h_regression ? h_base[1]-avg_h_step : h_regression
l_base = na(l_base[1]) ? low : low <= l_base[1] ? low : l_base[1]+avg_l_step//low <= l_base[1] ? low : low <= l_regression ? l_base[1]+avg_l_step : l_regression

direction = na(direction[1]) ? 1 : direction[1] < 0 and rising(l_base, 1) and not falling(h_base,1) ? 1 : direction[1] > 0 and falling(h_base, 1) and not rising(l_base,1) ? -1 : direction[1]
base0 = direction > 0 ? l_base : h_base
base = change(direction)!=0 ? na : base0
grid_block = direction > 0 ? (avg_l_step*grid_size) : (avg_h_step*grid_size)

plot(title='-1.618(-34)', series=base + grid_block*-34, style=linebr , color=direction>0?blue:fuchsia, linewidth=1)
plot(title='-0.618(-13)', series=base + grid_block*-13, style=linebr , color=direction>0?blue:fuchsia, linewidth=1)
plot(title='0(0)', series=base, style=linebr, color=black, linewidth=3)
plot(title='0.236(5)', series=base + grid_block*5, style=linebr , color=direction>0?green:maroon, linewidth=2)
plot(title='0.382(8)', series=base + grid_block*8, style=linebr , color=direction>0?green:maroon, linewidth=2)
plot(title='0.618(13)', series=base + grid_block*13, style=linebr , color=direction>0?lime:red, linewidth=1)
plot(title='1(21)', series=base + grid_block*21, style=linebr , color=direction>0?black:black, linewidth=1)
plot(title='1.618(34)', series=base + grid_block*34, style=linebr , color=direction>0?olive:orange, linewidth=1)
plot(title='2.618(55)', series=base + grid_block*55, style=linebr , color=direction>0?olive:orange, linewidth=1)
plot(title='4.272(89)', series=base + grid_block*89, style=linebr , color=direction>0?blue:fuchsia, linewidth=1)
plot(title='6.827(144)', series=base + grid_block*144, style=linebr , color=direction>0?navy:aqua, linewidth=1)