OPEN-SOURCE SCRIPT
Multiple Regression Polynomial Forecast
Updated
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.
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.
Release Notes
added source data to the polynomialRelease Notes
fixed a issue with the estimation process, it should work correctly now.do note the algorithm is quite heavy and may error with timeout or take quite a bit to show anything..
Release Notes
added optional input to skip line output, this allows to use larger data samplesRelease Notes
update to V5, functions are imported from libraries nowRelease Notes
You can now select the starting point on chart(like a drawing tool).Open-source script
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.
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