Due to popular request, this is an envelope implementation of my non-repainting Nadaraya-Watson indicator using the Rational Quadratic Kernel. For more information on this implementation, please refer to the original indicator located here:
What is an Envelope?
In technical analysis, an "envelope" typically refers to a pair of upper and lower bounds that...
This indicator is best suited for mean reversion trading, shorting at the upper band and buying at the lower band, but it can be used in all the same ways as a standard bollinger band.
It differs from a normal bollinger band because it is centered around the linear regression line, as opposed to the moving average line, and uses the linear regression of the...
Plot three linear regression channels using alexgrover 's Computing The Linear Regression Using The WMA And SMA indicator for the linear regression calculations.
Length : Number of inputs to be used
Source : Source input of the indicator
Midline Colour : The colour of the midline
Channel One, Two, and Three Multiplicative Factor :...
A take on alexgrover 's Optimized Linear Regression Channel script which allows users to apply multiple linear regression channel with unique multiplicative factors.
Adjust the amount of channels and multiplicative factors of existing or additional channels using the "Mults" input.
An input of "1" creates a single linear regression...
This library provides non-repainting kernel functions for Nadaraya-Watson estimator implementations. This allows for easy substitution/comparison of different kernel functions for one another in indicators. Furthermore, kernels can easily be combined with other kernels to create newer, more customized kernels. Compared to Moving...
DB Change Forecast Pro
What does the indicator do?
The DB Change Forecast Pro is a unique indicator that uses price change on HLC3 to detect buy and sell periods along with plotting a linear regression price channel with oversold and undersold zones. It also has a linear regression change forecast mode to optionally project market direction.
This indicator builds upon the previously posted Nadaraya-Watson Estimator. Here we have created an envelope indicator based on kernel smoothing with integrated alerts from crosses between the price and envelope extremities. Unlike the Nadaraya-Watson Estimator, this indicator follows a contrarian methodology.
For more information on the Nadaraya-Watson Estimator...
There are several nice Linear Regression Channel scripts in the Public Library. and I tried to make one with some extra features too. This one can check if the Price breaks the channel and it shows where is was broken. Also it checks the momentum of the channel and shows it's increasing/decreasing/equal in a label, shape of the label also...
The following tool smooths the price data using the Nadaraya-Watson estimator, a simple Kernel regression method. We make use of the Gaussian kernel as a weighting function.
Kernel smoothing allows the estimating of underlying trends in the price and has found certain applications in stock prices pattern detection.
Note that results are subject to repainting,...
This indicator displays polynomial regression channels fitted using data within a user selected time interval.
The model is fitted using the same method described in our previous script:
Degree: Degree of the fitted polynomial
Width: Multiplicative factor of the model RMSE. Controls the width of the polynomial regression's channels
This indicator fits a polynomial with a user set degree to the price using least squares and then extrapolates the result.
Length: Number of most recent price observations used to fit the model.
Extrapolate: Extrapolation horizon
Degree: Degree of the fitted polynomial
Src: Input source
Lock Fit: By default the fit and extrapolated result...
Logarithmic regression is used to model data where growth or decay accelerates rapidly at first and then slows over time. This model is for the long term series data (such as 10 years time span).
The user can consider entering the market when the price below 25% or 5% confidence and consider take profit when the price goes above 75% or 95% confidence line.
Due to public demand
Linear Regression Formula
Scraped Calculation With Alerts
Here is the Linear Regression Script For traders Who love rich features
++ Multi time frame -> Source Regression from a different Chart
++ Customized Colors -> This includes the pine lines
++ Smoothing -> Allow Filtered Regression; Note: Using 1 Defaults to the original...
A mathematically elegant, native & modern way how to measure velocity/ strength/ momentum. As you can see it looks like MACD, but !suddenly! has N times shorter code (disregard the functions), and only 1 parameter instead of 3. OMG HOW DID HE DO IT?!?
MACD: "Let's take one filter (1 parameter), than another filter (2 parameters), then let's take dem difference,...
Hi fellow traders..
Happy to share a Linear Regression & RSI Multi-Function Custom Screener with Table-Labels...
The Screener scans for Linear Regression 2-SD Breakouts and RSI OB/OS levels for the coded tickers and gives Summary alerts
Uses Tables (dynamica resizing) for the scanner output instead of standard labels!
This Screener cum indicator collection has...
Multi-timeframe Strategy based on Logistic Regression algorithm
This strategy uses a classic machine learning algorithm that came from statistics - Logistic Regression (LR).
The first and most important thing about logistic regression is that it is not a 'Regression' but a 'Classification' algorithm. The name itself is somewhat misleading....
This script retrieves most of the available Bitcoin data published by Quandl; the script utilizes the new request.security_lower_tf() function.
My Wallet # Of Users
Average Block Size
Median Transaction Confirmation Time
Cost Per Transaction
Return a linear regression channel with a window size within the range (min, max) such that the R-squared is maximized, this allows a better estimate of an underlying linear trend, a better detection of significant historical supports and resistance points, and avoid finding a good window size manually.
Min : Minimum window size value