linear

LuxAlgo Wizard

This indicator fits a polynomial with a user set degree to the price using least squares and then extrapolates the result. Settings Length: Number of most recent price observations used to fit the model. Extrapolate: Extrapolation horizon Degree: Degree of the fitted polynomial Src: Input source Lock Fit: By default the fit and extrapolated result...

AbdullahAhmedEgypt

The indicator calculates the distance between linear regression line and the data point (price) as a percentage , then calculates the standard deviation for the linear regression distance , then draw the channel of two lines depending on the values of standard deviation . ///////// How to use //////////////// 1 - for Best result , indicator should be used on 2H...

gorx1

Relative slope metric Description: I was in need to create a simple, naive and elegant metric that was able to tell how strong is the trend in a given rolling window. While abstaining from using more complicated and arguably more precise approaches, I’ve decided to use Linearly Weighted Linear Regression slope for this goal. Outright values are useful, but the...

gorx1 Telah dikemas kini 

A mathematically elegant, native & modern way how to measure velocity/ strength/ momentum. As you can see it looks like MACD, but !suddenly! has N times shorter code (disregard the functions), and only 1 parameter instead of 3. OMG HOW DID HE DO IT?!? MACD: "Let's take one filter (1 parameter), than another filter (2 parameters), then let's take dem difference,...

TradingAmmo

Simple way how to use Linear Regression for trading. What we use: • Linear Regression • HMA as a trend filter Logic: Firstly we make simple linear regression moving. It is the white line which appears on the chart. Then we make second line (named: band2) on the chart by multiplying linreg and value difference. The third step is to ad HMA as a trend filter. The...

taylor_o

Library "regress" produces the slope (beta), y-intercept (alpha) and coefficient of determination for a linear regression regress(x, y, len) regress: computes alpha, beta, and r^2 for a linear regression of y on x   Parameters:      x : the explaining (independent) variable      y : the dependent variable      len : use the most recent "len" values of x and...

TradingAmmo

Simple way how to use Linear Regression for trading. What we use: • Linear Regression • EMA 200 as a trend filter Logic: Firstly we make two different linear regression movings as oscillator. For this we need to subtract slow moving from fast moving, so we get the single moving around zero. This is the green/red line which appears on the chart. The trade open...

TradingAmmo

This script consist of two parts: linear SSL and DEMA. The difference between original SSL and current is that it calculated by linear regression. The logic is simple: when SSL "crossunder" and DEMA is above the price - we get short signal. When price became above DEMA and SSL "crossover" - close short.

sharaaU7

Hi fellow traders.. Happy to share a Linear Regression & RSI Multi-Function Custom Screener with Table-Labels... The Screener scans for Linear Regression 2-SD Breakouts and RSI OB/OS levels for the coded tickers and gives Summary alerts Uses Tables (dynamica resizing) for the scanner output instead of standard labels! This Screener cum indicator collection has...

cheatcountry

The NonLinear Filter was created by John Ehlers and this one of his more unknown filters that work very well as a trendline and moving average. This is one of my favorites along with the instantenous trendlines that he created. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators you would like to see me publish...

TradingAmmo

This oscillator is based on RSI combined with linear regression. The calculation of RSI is based on the linear regression value, not on simple "src" as usual. Otherwise, everything remains as usual: overbought and oversold values (which are painted in green and red).

ugurvu

There are many linear regression indicators out there, most of them draw lines or channels, but this one actually draws a chart.

LonesomeTheBlue Wizard Telah dikemas kini 

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...

alexgrover Wizard

Fit a line at successive intervals, where the interval period is determined by a user-selected time frame, this allows the user to have an estimate of the intrinsic trend within various intervals. Settings Timeframe : Determine the period of the interval, if the timeframe is weekly then a new line will be fit at the start each weeks, by default "Daily" ...

io72signals Telah dikemas kini 

Couldn't find searching for Linearly Weighted Moving Average (LWMA) in tradingview. Found one with the LWMA title, but it uses plain WMA calculation without the linearity which more heavily weights recent price data, which I need, so I try to made one. LWMAs are also quicker to react to price changes than SMA and EMA. If you want a moving average with less lag...

RicardoSantos Wizard Telah dikemas kini 

Experimental: its a play at linear forecasting. use replay feature to see it in action: streamable.com

alexgrover Wizard

Introduction Lines are the most widely used figures in technical analysis, this is due to the linear trends that some securities posses (daily log SP500 for example), support and resistances are also responsible for the uses of lines, basically linear support and resistances are made with the assumption that the line connecting two local maximas or minimas will...

alexgrover Wizard

Introduction Nothing fancy in terms of code, take this post as an educational post where i provide information rather than an useful tool. Time-Series Forecasting And The Drift Method In time-series analysis one can use many many forecasting methods, some share similarities but they can all by classified in groups and sub-groups, the drift method is a...