OPEN-SOURCE SCRIPT

Exponential Regression

已更新
In Tradingview it is not possible to actually display arbitrary non-linear functions retrospectively.
Series objects can only depend on the current or past bars
Thus, while regression is possible, display of a non-linear curve into the past is not possible

This script is a workaround to be able to still display an exponential fit of the last n bars.
It is based on a linear regression of the log(close). The parameters of this regression are printed in the label.
To create the correct plot, these parameters have to be written into the properties of the indicator.
The functions displayed follow the expression exp(A)* exp(pot*t+d)
where d =0 for the center line, and d = +-std * upperMult for the upper and lower line respectiveley.
The parameters of the function are:
  • amplitude in log scale A
  • exponent of the exponential function pot
  • standard deviation of the linear regression std
  • number of bars of the current chart bindex
  • multiplicator of the std of the upper and lower exponential line upperMult and lowerMult +







This code is a version of the built-in "linear regression" script of Tradingview alztered by Forza so it can be plotted correctly on logarithmic charts
The code of Forza was further adjusted by altustro to be able to plot the full exponential curve also in regular scale

發行說明
removed other indicators to give clear view.

moved stop loss (SL) / take profit (TP) and holding time tHold a little lower for better view
發行說明
removed other indicators in chart
發行說明
renamed and default length now 360
Linear RegressionStandard DeviationVolatility

開源腳本

在真正的TradingView精神中,這個腳本的作者以開源的方式發佈,這樣交易員可以理解和驗證它。請向作者致敬!您可以免費使用它,但在出版物中再次使用這段程式碼將受到網站規則的約束。 您可以收藏它以在圖表上使用。

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