regression

RicardoSantos Wizard Telah dikemas kini 

EXPERIMENTAL: Forecasting using a polynomial regression over the estimates of multiple linear regression forecasts. note: on low data the estimates are skewd away of initial value, i added the i_min_estimate option in to try curve this issue with limited success "o_o.

DanielLiu

This script was modified to fit ethereum logarithmic pricing action.

tbiktag

Introducing the Robust Channel indicator. This indicator is based on a remarkable property of robust statistics , namely, the resistance​ to the presence of data points that deviate significantly from the established trend (generally speaking, outliers ). Being outlier-resistant, the Robust Channel indicator “remembers” a pre-existing trend and thus exhibits...

lejmer

What's this all about? Ever since 1D arrays were added to Pine Script, many wonderful new opportunities have opened up. There has been a few implementations of matrices and matrix math (most notably by TradingView-user tbiktag in his recent Moving Regression script: ). However, so far, no comprehensive libraries for matrix math and linear algebra has been...

ugurvu

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

tbiktag Telah dikemas kini 

Introducing the Moving Regression Prediction Bands indicator. Here I aimed to combine the principles of traditional band indicators (such as Bollinger Bands), regression channel and outlier detection methods. Its upper and lower bands define an interval in which the current price was expected to fall with a prescribed probability, as predicted by the...

JRL_6 Telah dikemas kini 

Introducing the Pivot Regression Oscillator. This oscillator uses a similar formula to the Stochastic Oscillator. However, instead of comparing the closing price to the lowest price of a period, it compares the distance between current price and the current pivot point. By basing our oscillator on pivot levels, we incorporate a much more relevant and...

capissimo Telah dikemas kini 

Multi-timeframe Strategy based on Logistic Regression algorithm Description: This strategy uses a classic machine learning algorithm that came from statistics - Logistic Regression (LR). The first and most important thing about logistic regression is that it is not a 'Regression' but a 'Classification' algorithm. The name itself is somewhat misleading....

tbiktag Telah dikemas kini 

Introducing the Delta-RSI Oscillator. This oscillator is a time derivative of the RSI, plotted as a histogram and serving as a momentum indicator. The derivative is calculated explicitly by means of local polynomial regression. It is designed to provide minimum false and premature buy/sell​ signals compared to many traditional momentum indicators such as...

tbiktag Telah dikemas kini 

Moving Regression is a generalization of moving average and polynomial regression. The procedure approximates a specified number of prior data points with a polynomial function of a user-defined degree. Then, polynomial interpolation of the last data point is used to construct a Moving Regression time series. Application: Moving Regression allows one to smooth...

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...

MichaelWang66

Simple tool to find when to buy in bull market, and when to sell when bull ended. 26 EMA on weekly seems to be a decent combination for 2017 bull market. Use it and find your combination, and hope it guide you through current bull market.

memotyka9009

This script is a combination of different logarithmic regression fits on weekly BTC data. It is meant to be used only on the weekly timeframe and on the BLX chart for bitcoin. The "fair value" line is still subjective, as it is only a regression and does not take into account other metrics.

cpranavjoshi

Thanks to The Sweet Lord , here is the Gaur's Polynomial Regression Channel. Its a Polynomial Regression Channel but applied a little differently. Wont go into technical details much. Overview of options is as follows- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -...

RicardoSantos Wizard Telah dikemas kini 

Example of applying polynomial regression channel to spreads or hedges between 2 assets.

DonovanWall Wizard Telah dikemas kini 

This is an experimental study designed to calculate polynomial regression for any order polynomial that TV is able to support. This study aims to educate users on polynomial curve fitting, and the derivation process of Least Squares Moving Averages (LSMAs). I also designed this study with the intent of showcasing some of the capabilities and potential applications...

anon2414691 Telah dikemas kini 

Logarithmic regression of the USD price of Bitcoin , calculated according to the equation: y=A*exp(beta*x^lambda + c) + m*x + b where x is the number of days since the genesis block. All parameters are editable in the script options.

RicardoSantos Wizard Telah dikemas kini 

Description: A function that returns a polynomial regression and deviation information for a data set. Inputs: _X: Array containing x data points. _Y: Array containing y data points. Outputs: _predictions: Array with adjusted _Y values. _max_dev: Max deviation from the mean. _min_dev: Min deviation from the mean. ...