PINE LIBRARY
simple_squares_regression
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Library "simple_squares_regression"
simple_squares_regression: simple squares regression algorithm to find the optimal price interval for a given time period
basic_ssr(series, series, series) basic_ssr: Basic simple squares regression algorithm
Parameters:
series: float src: the regression source such as close
series: int region_forward: number of candle lines at the right end of the regression region from the current candle line
series: int region_len: the length of regression region
Returns: left_loc, right_loc, reg_val, reg_std, reg_max_offset
search_ssr(series, series, series, series) search_ssr: simple squares regression region search algorithm
Parameters:
series: float src: the regression source such as close
series: int max_forward: max number of candle lines at the right end of the regression region from the current candle line
series: int region_lower: the lower length of regression region
series: int region_upper: the upper length of regression region
Returns: left_loc, right_loc, reg_val, reg_level, reg_std_err, reg_max_offset
simple_squares_regression: simple squares regression algorithm to find the optimal price interval for a given time period
basic_ssr(series, series, series) basic_ssr: Basic simple squares regression algorithm
Parameters:
series: float src: the regression source such as close
series: int region_forward: number of candle lines at the right end of the regression region from the current candle line
series: int region_len: the length of regression region
Returns: left_loc, right_loc, reg_val, reg_std, reg_max_offset
search_ssr(series, series, series, series) search_ssr: simple squares regression region search algorithm
Parameters:
series: float src: the regression source such as close
series: int max_forward: max number of candle lines at the right end of the regression region from the current candle line
series: int region_lower: the lower length of regression region
series: int region_upper: the upper length of regression region
Returns: left_loc, right_loc, reg_val, reg_level, reg_std_err, reg_max_offset
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