Library "LinearRegressionLibrary" contains functions for fitting a regression line to the time series by means of different models, as well as functions for estimating the accuracy of the fit.
Linear regression algorithms:
RepeatedMedian(y, n, lastBar) applies repeated median regression (robust linear regression algorithm) to the input time series...
Library "amibroker"
This library consists of functions from amibroker that doesn't exist on tradingview pinescript. The example of these are the ExRem and Flip.
In the example below, I used ExRem to remove the excessive buy and sell signals. Meanwhile, I used the Flip to highlight the bg color when there is an open position.
exrem(series1, series2) Removes...
Library "FunctionCompoundInterest"
Method for compound interest.
simple_compound(principal, rate, duration) Computes compound interest for given duration.
Parameters:
principal : float, the principal or starting value.
rate : float, the rate of interest.
duration : float, the period of growth.
Returns: float.
variable_compound(principal,...
Library "FunctionSMCMC"
Methods to implement Markov Chain Monte Carlo Simulation (MCMC)
markov_chain(weights, actions, target_path, position, last_value) a basic implementation of the markov chain algorithm
Parameters:
weights : float array, weights of the Markov Chain.
actions : float array, actions of the Markov Chain.
target_path : float...
Library "FunctionGeometricLineDrawings"
array_delete_all_lines(lines) deletes all lines in array.
Parameters:
lines : line array, array with line objects to delete.
Returns: void.
triangle(sample_x, sample_y, xloc, extend, color, style, width) Draw a Triangle with 3 vector2D(x, y) coordinates.
Parameters:
sample_x : int array, triangle...
This is same as existing zigzag library with respect to functionality. But, there is a small update with respect to how arrays are used internally. This also leads to issues with backward compatibility. Hence I decided to make this as new library instead of updating the older one.
Below are the major changes:
Earlier version uses array.unshift for adding...
This is a public library that include the functions explained below. The libraries are considered public domain code and permission is not required from the author if you reuse these functions in your open-source scripts
Library "LibraryCheckNthBar"
TODO: add library description here
canwestart(UTC, prd) this function can be used if current bar is in last Nth bar
Parameters:
UTC : is UTC of the chart
prd : is the length of last Nth bar
Returns: true if the current bar is in N bar
Library "FunctionDecisionTree"
Method to generate decision tree based on weights.
decision_tree(weights, depth) Method to generate decision tree based on weights.
Parameters:
weights : float array, weights for decision consideration.
depth : int, depth of the tree.
Returns: int array
Library "FunctionDaysInMonth"
Method to find the number of days in a given month of year.
days_in_month(year, month) Method to find the number of days in a given month of year.
Parameters:
year : int, year of month, so we know if year is a leap year or not.
month : int, month number.
Returns: int
Library "MA_library"
OVERVIEW
This library contains moving average functions that calculate values for which they do not exist by default in PineScript
Functions
tema(source,length) : Triple Exponencial Moving Average
dema(source,length) : Double Exponencial Moving Average
wwma(source,length) : Welles Wilder Moving Average
gma(source,length) :...
Library "FunctionForecastLinear"
Method for linear Forecast, same as found in excel and other sheet packages.
forecast(sample_x, sample_y, target_x) linear forecast method.
Parameters:
sample_x : float array, sample data X value.
sample_y : float array, sample data Y value.
target_x : float, target X to get Y forecast value.
Returns: float
Library "FunctionPolynomialRegression"
TODO:
polyreg(sample_x, sample_y) Method to return a polynomial regression channel using (X,Y) sample points.
Parameters:
sample_x : float array, sample data X points.
sample_y : float array, sample data Y points.
Returns: tuple with:
_predictions: Array with adjusted Y values.
_max_dev: Max...
Library "TimeframeToMinutes"
The timeframeToMinutes() function returns the number of minutes in an arbitrary timeframe string.
timeframeToMinutes()
Returns the number of minutes in the supplied timeframe string, which is arbitrary, i.e. it doesn't have to be the timeframe of the current chart but can be taken from an input.
The sole advantage over the short...
Library "FunctionLinearRegression"
Method for Linear Regression using array sample points.
linreg(sample_x, sample_y) Performs Linear Regression over the provided sample points.
Parameters:
sample_x : float array, sample points X value.
sample_y : float array, sample points Y value.
Returns: tuple with:
_predictions: Array with adjusted Y...
Library "Labels"
Functions to create labels, from simple to complex.
labelSimple()
Creates a label each time a condition is true. All label parameters can be customised.
_condition The condition which must evaluate true for the label to be printed.
_x The x location.
_y The y location.
_text The text to print on the label.
_color The...
![BTCUSD: [MX]Moving Average - Library](https://s3.tradingview.com/r/rIjrXh97_mid.png "[MX]Moving Average - Library")
