PINE LIBRARY

regressionUtilities

By AlgoTrader_Pro
Updated
Library "regressionUtilities"

get_linear_regression(bar_index_array, prices_array, stdDev_mult)
  : Generates the linear regression channel for an array of values.
  Parameters:
    bar_index_array (array<int>): (array<int>): Array with bar indexes
    prices_array (array<float>): (array<float>): Array with prices
    stdDev_mult (float): (float): Standard deviation multiple for the channels
  Returns: : Returns x1, x2, y1_mid, y2_mid, y1_up, y2_up, y1_dn, y2_dn, m, b, R2, stdDev

get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
  Returns: : Returns three line objects

get_cuadratic_Regression(x_array, y_array, bars_to_project)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    x_array (array<int>): (array<int>): Maximum bar length
    y_array (array<float>): (array<float>): Minimum bar length
    bars_to_project (int): (int): Array with prices
  Returns: : Returns three line objects
Release Notes
v2

Added:
get_cuadratic_regression(x_array, y_array, bars_to_project)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    x_array (array<float>): (array<int>): Maximum bar length
    y_array (array<float>): (array<float>): Minimum bar length
    bars_to_project (int): (int): Array with prices
  Returns: : Returns three line objects

Removed:
get_cuadratic_Regression(x_array, y_array, bars_to_project)
  : Gets the best fitting linear regression using optimum length
Release Notes
v3
Release Notes
v4
Release Notes
v5

Updated:
get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult, show_data_table, tableYpos, tableXpos, table_textSize)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
    show_data_table (bool): (bool): Activates and shows the data table
    tableYpos (string)
    tableXpos (string)
    table_textSize (string)
  Returns: : Returns three line objects
Release Notes
v6

Updated:
get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult, show_data_table, tableYpos, tableXpos, table_textSize)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
    show_data_table (bool): (bool): Activates and shows the data table
    tableYpos (string)
    tableXpos (string)
    table_textSize (string)
  Returns: : Returns three line objects for the channel, plus the optimal length and maximum r2
Release Notes
v7
Release Notes
v8
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Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in a publication is governed by House rules.

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