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PINE LIBRARY

regressionUtilities

By AlgoTrader_Pro
Updated
Library "regressionUtilities"

get_linear_regression(bar_index_array, prices_array, stdDev_mult)
  : Generates the linear regression channel for an array of values.
  Parameters:
    bar_index_array (array<int>): (array<int>): Array with bar indexes
    prices_array (array<float>): (array<float>): Array with prices
    stdDev_mult (float): (float): Standard deviation multiple for the channels
  Returns: : Returns x1, x2, y1_mid, y2_mid, y1_up, y2_up, y1_dn, y2_dn, m, b, R2, stdDev

get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
  Returns: : Returns three line objects

get_cuadratic_Regression(x_array, y_array, bars_to_project)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    x_array (array<int>): (array<int>): Maximum bar length
    y_array (array<float>): (array<float>): Minimum bar length
    bars_to_project (int): (int): Array with prices
  Returns: : Returns three line objects
Release Notes
v2

Added:
get_cuadratic_regression(x_array, y_array, bars_to_project)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    x_array (array<float>): (array<int>): Maximum bar length
    y_array (array<float>): (array<float>): Minimum bar length
    bars_to_project (int): (int): Array with prices
  Returns: : Returns three line objects

Removed:
get_cuadratic_Regression(x_array, y_array, bars_to_project)
  : Gets the best fitting linear regression using optimum length
Release Notes
v3
Release Notes
v4
Release Notes
v5

Updated:
get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult, show_data_table, tableYpos, tableXpos, table_textSize)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
    show_data_table (bool): (bool): Activates and shows the data table
    tableYpos (string)
    tableXpos (string)
    table_textSize (string)
  Returns: : Returns three line objects
Release Notes
v6

Updated:
get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult, show_data_table, tableYpos, tableXpos, table_textSize)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
    show_data_table (bool): (bool): Activates and shows the data table
    tableYpos (string)
    tableXpos (string)
    table_textSize (string)
  Returns: : Returns three line objects for the channel, plus the optimal length and maximum r2
Release Notes
v7
Release Notes
v8
Release Notes
v9
Release Notes
v10

Updated:
get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult, show_data_table, tableYpos, tableXpos, table_textSize, barsToRight, plot_labels, include_levels)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
    show_data_table (bool): (bool): Activates and shows the data table
    tableYpos (string)
    tableXpos (string)
    table_textSize (string)
    barsToRight (int)
    plot_labels (bool)
    include_levels (bool)
  Returns: : Returns three line objects for the channel, plus the optimal length and maximum r2
Release Notes
v11

Updated:
get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult, show_data_table, tableYpos, tableXpos, table_textSize)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
    show_data_table (bool): (bool): Activates and shows the data table
    tableYpos (string)
    tableXpos (string)
    table_textSize (string)
  Returns: : Returns three line objects for the channel, plus the optimal length and maximum r2
Release Notes
v12

Added:
get_regressionChannel_data(max_length, min_length, source, stdDev_mult, plot_regression, plot_labels, bars_to_right, include_levels)
  : Gets and plots the data for the linear regression channel
  Parameters:
    max_length (int): (int): Maximum length for the linear regression.
    min_length (int): (int): Minimum length for the linear regression.
    source (float): (float): Source for the linear regression
    stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
    plot_regression (bool): (bool): Plots the linear regression.
    plot_labels (bool): (bool): Plots the labels for the linear regression.
    bars_to_right (int): (int): Defines the number of bars to the right for the labels.
    include_levels (bool): (bool): Includes the levels in the labels.
  Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.

Updated:
get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult, show_data_table, tableYpos, tableXpos, table_textSize, barsToRight, plot_labels, include_levels)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
    show_data_table (bool): (bool): Activates and shows the data table
    tableYpos (string)
    tableXpos (string)
    table_textSize (string)
    barsToRight (int)
    plot_labels (bool)
    include_levels (bool)
  Returns: : Returns three line objects for the channel, plus the optimal length and maximum r2
Release Notes
v13
Release Notes
v14
Release Notes
v15

Updated:
get_regressionChannel_data(max_length, min_length, source, stdDev_mult)
  : Gets and plots the data for the linear regression channel
  Parameters:
    max_length (int): (int): Maximum length for the linear regression.
    min_length (int): (int): Minimum length for the linear regression.
    source (float): (float): Source for the linear regression
    stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
  Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.
Release Notes
v16

Updated:
get_regressionChannel_data(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels)
  : Gets data for the linear regression channel
  Parameters:
    max_length (int): (int): Maximum length for the linear regression.
    min_length (int): (int): Minimum length for the linear regression.
    source (float): (float): Source for the linear regression
    stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
    plot_linearRegression (bool)
    plot_labels (bool)
    include_levels (bool)
  Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.
Release Notes
v17
Release Notes
v18

Updated:
get_optimal_linearRegression_channel(max_length, min_length, source, stdDev_mult, show_data_table, tableYpos, tableXpos, table_textSize, barsToRight, plot_labels, include_levels)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    max_length (int): (int): Maximum bar length
    min_length (int): (int): Minimum bar length
    source (float): (float): Source for the regression
    stdDev_mult (float): (float): Array with prices
    show_data_table (bool): (bool): Activates and shows the data table
    tableYpos (string)
    tableXpos (string)
    table_textSize (string)
    barsToRight (int)
    plot_labels (bool)
    include_levels (bool)
  Returns: : Returns three line objects that conform the regression channel, plus the optimal length and maximum r2
Release Notes
v19
Release Notes
v20

Updated:
get_cuadratic_regression(x_array, y_array, bars_to_project, max_length)
  : Gets the best fitting linear regression using optimum length
  Parameters:
    x_array (array<float>): (array<int>): Maximum bar length
    y_array (array<float>): (array<float>): Minimum bar length
    bars_to_project (int): (int): Array with prices
    max_length (int)
  Returns: : Returns three line objects
Release Notes
v21
Release Notes
v22
Release Notes
v23
Release Notes
v24

Updated:
get_regressionChannel_data(max_length, min_length, source, stdDev_mult, plot_linearRegression, plot_labels, include_levels, barsToRight)
  : Gets data for the linear regression channel
  Parameters:
    max_length (int): (int): Maximum length for the linear regression.
    min_length (int): (int): Minimum length for the linear regression.
    source (float): (float): Source for the linear regression
    stdDev_mult (float): (float): Multiple for the standar deviations for the linear regression channel.
    plot_linearRegression (bool)
    plot_labels (bool)
    include_levels (bool)
    barsToRight (int)
  Returns: : Returns a maps with the regression levels, the direction flag and the datatable map.
Release Notes
v25
Release Notes
v26
Release Notes
v27
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