regressionUtilities

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, show_data_table, tableYpos, tableXpos, table_textSize, barsToRight, plot_labels, include_levels)
: 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)
barsToRight (int)
plot_labels (bool)
include_levels (bool)
Returns: : Returns three line objects that conform the regression channel, plus the optimal length and maximum r2

get_regressionChannel_data(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight)
: Gets data for the linear regression channel
Parameters:
max_length (int): (int): Maximum length for the linear regression.
min_length (int): (int): Minimum length for the linear regression.
source (float): (float): Source for the linear regression
stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
plot_linearRegression (bool)
plot_labels (bool)
include_levels (bool)
barsToRight (int)
Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

get_regressionChannel_data_v2(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight)
Parameters:
max_length (int)
min_length (int)
source (float)
stdDev_mult (float)
plot_linearRegression (bool)
plot_labels (bool)
include_levels (bool)
barsToRight (int)

get_cuadratic_regression(x_array, y_array, bars_to_project, max_length)
: 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
max_length (int)
Returns: : Returns three line objects

Notes de version

v2

Updated:
get_regressionChannel_data(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight, plot_entry_levels)
: Gets data for the linear regression channel
Parameters:
max_length (int): (int): Maximum length for the linear regression.
min_length (int): (int): Minimum length for the linear regression.
source (float): (float): Source for the linear regression
stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
plot_linearRegression (bool)
plot_labels (bool)
include_levels (bool)
barsToRight (int)
plot_entry_levels (bool)
Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

Notes de version

v8

Removed:
get_regressionChannel_data_v2(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight)

Notes de version

v10

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v11

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v12

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v13

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v14

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v15

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v16

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v17

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v18

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v19

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v20

Added:
get_regressionChannel_by_length(length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight)
: Gets data for the linear regression channel
Parameters:
length (int): (int): Length for the linear regression.
source (float): (float): Source for the linear regression
stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
plot_linearRegression (bool)
plot_labels (bool)
include_levels (bool)
barsToRight (int)
Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

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Bibliothèque Pine

algoTraderGTP

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TradeCreator9
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