PINE LIBRARY

regressionUtilities

アップデート済

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

リリースノート

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

リリースノート

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

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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

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v10

Updated:
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 for the channel, plus the optimal length and maximum r2

リリースノート

v11

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

リリースノート

v12

Added:
get_regressionChannel_data(max_length, min_length, source, stdDev_mult, plot_regression, plot_labels, bars_to_right, include_levels)
: Gets and plots the 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_regression (bool): (bool): Plots the linear regression.
plot_labels (bool): (bool): Plots the labels for the linear regression.
bars_to_right (int): (int): Defines the number of bars to the right for the labels.
include_levels (bool): (bool): Includes the levels in the labels.
Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

Updated:
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 for the channel, plus the optimal length and maximum r2

リリースノート

v13

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v14

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v15

Updated:
get_regressionChannel_data(max_length, min_length, source, stdDev_mult)
: Gets and plots the 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.
Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

リリースノート

v16

Updated:
get_regressionChannel_data(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_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)
Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

リリースノート

v17

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v18

Updated:
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

リリースノート

v19

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v20

Updated:
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

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v21

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v22

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v23

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v24

Updated:
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.

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v25

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v26

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v27

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