simple_squares_regression

2022年3月22日

Library "simple_squares_regression"
simple_squares_regression: simple squares regression algorithm to find the optimal price interval for a given time period

basic_ssr(series, series, series) basic_ssr: Basic simple squares regression algorithm
  Parameters:
    series: float src: the regression source such as close
    series: int region_forward: number of candle lines at the right end of the regression region from the current candle line
    series: int region_len: the length of regression region
  Returns: left_loc, right_loc, reg_val, reg_std, reg_max_offset

search_ssr(series, series, series, series) search_ssr: simple squares regression region search algorithm
  Parameters:
    series: float src: the regression source such as close
    series: int max_forward: max number of candle lines at the right end of the regression region from the current candle line
    series: int region_lower: the lower length of regression region
    series: int region_upper: the upper length of regression region
  Returns: left_loc, right_loc, reg_val, reg_level, reg_std_err, reg_max_offset

2023年1月5日

發行說明

v2 Update usage samples and charts