A quadratic regression is the process of finding the equation that best fits a set of data.This form of regression is mainly used for smoothing data shaped like a parabola. Because we can use short/midterm/longterm periods we can say that we use a Quadratic Least Squares Moving Average or a Moving Quadratic Regression. Like the Linear Regression (LSMA) a...
Auto Regression Divergence Indicator (ARDI) Class : oscillator Trading type : reverse trading Time frame : any Purpose : reverse points detection Level of aggressiveness : any Indicator «Auto Regression Divergence Indicator» (ARDI) is used to detect moments of divergence between current prices and fair (theoretical) value of the asset. Significant...
Regression Oscillator indicator script. This indicator was originally developed by Richard Goedde (Stocks & Commodities V.15:3, Timing A Stock Using The Regression Oscillator).
Linear Regression Intercept is one of the indicators calculated by using the Linear Regression technique. Linear regression indicates the value of the Y (generally the price) when the value of X (the time series) is 0. Linear Regression Intercept is used along with the Linear Regression Slope to create the Linear Regression Line. The Linear Regression...
My first idea about the linear regression channel... It is free and available for everybody.
This study is an experimental regression curve built around fractal and ATR calculations. First, Williams Fractals are calculated, and used as anchoring points. Next, high anchor points are connected to negative sloping lines, and low anchor points to positive sloping lines. The slope is a specified percentage of the current ATR over the sampling period. The...
Hey all, Snoop here with another script this one is linear regression slope analysis; I used a base skeleton script of /u/ucsgears before adding some other cumulative log filtering and average customization functions I like :) If you have success with this script feel free to buy me a coffee through my bitcoin address :) Appreciate the love I get from the...
The original script was posted on ProRealCode by user Nicolas. This is an indicator made of the linear regression applied to the rate of change of price (or momentum). I made a simple signal line just by duplicating the first one within a period decay in the past, to make those 2 lines cross. You can add more periods decay to made signal smoother with less false entry.
experimental: draws a line from 2 vectors(price, time) update: reformatted the function, added automatic detection of the period multiplier by approximation(gets a bit goofy with stocks/week time), example using timestamp() function. offsetting is still bugged, i cant find a way around it atm.
ORDINARY LEAST SQUARES Slope by @XeL_Arjona Ver. 1 by Ricardo M Arjona @XeL_Arjona DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The embedded code and...
BUY & SELL PRESSURE Oscillator Ver. 2.0 XelMod WHAT'S THIS? This is an UPDATED version of a previous script already posted. List of changes from previous script: Separated as Column Histogram just the Regressive (Rate-Of-Change) Force of the indicator which gives a faster response of the trend. Default period is now set to 81, as better Oscillator...
Standard Error of the Estimate - Code and adaptation by @glaz & @XeL_arjona Ver. 2.00.a Original implementation idea of bands by: Traders issue: Stocks & Commodities V. 14:9 (375-379): Standard Error Bands by Jon Andersen This code is a former update to previous "Standard Error Bands" that was wrongly applied given that previous version in reality use the...
EXPERIMENTAL: Auto adjusting regressive channel.
In the era of central bank's helicopter money, the market will always be skyrocketing up and up given enough time. What's the strategy to profit from indices? Only short the market when its in a state of euphoria /irrational exuberance bubble, or sell when it is confirmed (20% drawdown). Otherwise, you really have no reason not to long at every chance. ...
EXPERIMENTAL: Experiment using Linear Regression based on %atr for decay(decay option is a mutiplier for the atr).
experiment with linear regression, the purpose was to catch break outs early, but it creates to much visual noise same as version 0 but with added margin filter and signal to mark entrys
Method to draw linear regression lines from average price advance&decline range