least_squares_regression

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

basic_lsr(series, series, series) basic_lsr: Basic least squares regression algorithm
Parameters:
series: int[] t: time scale value array corresponding to price
series: float[] p: price scale value array corresponding to time
series: int array_size: the length of regression array
Returns: reg_slop, reg_intercept, reg_level, reg_stdev

trend_line_lsr(series, series, series, string, series, series) top_trend_line_lsr: Trend line fitting based on least square algorithm
Parameters:
series: int[] t: time scale value array corresponding to price
series: float[] p: price scale value array corresponding to time
series: int array_size: the length of regression array
string: reg_type: regression type in 'top' and 'bottom'
series: int max_iter: maximum fitting iterations
series: int min_points: the threshold of regression point numbers
Returns: reg_slop, reg_intercept, reg_level, reg_stdev, reg_point_num

릴리즈 노트

v2 modify some discriptions

파인 라이브러리

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.