Regresi Linear
Penunjuk, Strategi dan Perpustakaan
Linear Cross Trading Strategy The Linear Cross trading strategy is a technical analysis strategy that uses linear regression to predict the future price of a stock. The strategy is based on the following principles: The price of a stock tends to follow a linear trend over time. The slope of the linear trend can be used to predict the future price of the...
Regresi Linear
Baca lebih mengenai Linear Regression Channels.
The Advanced Trend Detection Strategy is a sophisticated trading algorithm based on the indicator "Percent Levels From Previous Close". This strategy is based on calculating the Pearson's correlation coefficient of logarithmic-scale linear regression channels across a range of lengths from 50 to 1000. It then selects the highest value to determine the length for...
This strategy uses the MACD indicator to determine buy and sell signals. In addition, the strategy employs the use of "TrueLevel Bands," which are essentially envelope bands that are calculated based on the linear regression and standard deviation of the price data over various lengths. The TrueLevel Bands are calculated for 14 different lengths and are plotted on...
This strategy is a momentum-based strategy that uses the Relative Strength Index (RSI) indicator and a TrueLevel envelope to generate trade signals. The strategy uses user-defined input parameters to calculate TrueLevel envelopes for 14 different lengths. The TrueLevel envelope is a volatility-based technical indicator that consists of upper and lower bands. The...
This script strategy is used to follow the trending EMA with a delta difference (Price-EMA) to know when to enter and with 5 variables mentioned below, stop loss is below EMA line all the time in long and above EMA line in short, is like a trailing stop after candle is closed. Hard stop is also placed to prevent big candles movements, also correlation between VIX...
Like the PRX Indicator (which is also available) this PRX Strategy includes all the elements necessary to run the PRX Trading System or to incorporate any of its elements into your own analysis. But since this is a strategy it also includes all of the system entry and exit orders which allows them to be displayed on the charts and backtested in different...
![XTZUSDT: [Fedra Algotrading Strategy 2tp+L&S] Futures Long or Short](https://s3.tradingview.com/w/WVVbIlg0_mid.png "[Fedra Algotrading Strategy 2tp+L&S] Futures Long or Short")
Strategy for crypto market, designed for automatic algorithmic trading with bots. Can place long and short orders Calculates your entries based on the breakout of the simple deviation of the linear regression of the last X periods. Configures TP (green line) and SL (red line) percentages, the TP is a trailing TP. Optionally, you can set a first TP (white line)...
Hello everyone, we are developing a strategy which is suited for people that likes to trade in small time frames. Our strategy uses many indications for entries. These indicators can be used individually or better solution we combined them together for best prediction. These indications like True Range, Average True Range , moving averages also previous bars...
Pairs trading using hedge ratio. Firstly, it calculates hedge ration using OLS linear regression. Then it calculates spread and z-score of spread. if spread in specific range (which it's possible to change in settings) it makes Long/Short orders. The very basic script.
This strategy is designed for those who are looking for long-term positions with low risk and high profitability. How does it work? In short, the basis of this strategy is the frequent modeling of the price using regression equations and the estimation of the range of price movements. The price modeling process starts from the first bars and will be repeated...
I calculate a fair value of the US 10 year yield applying a rolling regression (default 15 periods) with 2 different ratios. Entry of long and short are based on differ and exit are based if yield high/low price is below/above the fair value -/+ 1 std dev. Exit when long is based on if short is indicated or yield is inside the boundary of the FV value (+/-5%...
This 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...
This strategy is made for market timing in the bull markets. Hence, more ideal to use it with index ETFs or high conviction large caps. This makes use of different custom indicators: Multi Band Channel - Overbought/Oversold Oscillator VixFix Linear regression Regular Linear Regression. Multi Band Oscillator is used for identifying overbought/oversold...
This idea came up while discussing about strategies with one of the trading enthusiast from tradingview community. Strategy basically uses existing script of Vix Fix by Chris Moody: VixFix is a great indicator for finding the market bottoms. But, sometimes it generates signal too early. But, we can apply linear regression on vix fix to find vix fix top to make...
Following the introduction of the Moving Regression Prediction Bands indicator (see link below), I'd like to propose how to utilize it in a simple band breakout strategy : Go long after the candle closes above the upper band . The lower band (alternatively, the lower band minus the 14-period ATR or the central line ) will serve as a support line . ...
For my first foray into pine script I took the code from the generic "Consecutive up/down" and flipped the logic. I added a linear regression filter to try and stay with the overall trend. ATR added for visual, I eventually want to use it as part of the money management. Rules to open trade or close the opposite: IF the linear regression slope is >=0 AND the...
To be clear I'm using the code from Richard Santos for the functional polynomial regression. I really loved his script idea (given that I'm into linear regression myself). I took his code and made a strategy which applies to bitcoin on the 5 minute chart (but you could adjust this for any asset), and you could make this work on anytime frame by adjusting the...
script serves as an example how we can close trades at end of day. can be session controlled or the time controlled. the session should be adjusted to be earlier than the candle time.