Minkowski Distance Period Linear Regression BandsHello, this script was created by using Linear Regression Bands Function with variable Function Minkowski Distance Adaptive Period.
Function Linear Regression Bands :
Minkowski Distance Function Original Script by RicardoSantos :
Functions saved from overloads . And suitable for mutable variable periods.
Regards.
Regressão Linear
Linear Regression - Auto Adjust To Ideal Pearson's R (Min & Max)This is meant as a partner to my linear regression strategy script. This one however is just the indicator only so you can overlay the technique over other strategies.
To use this script you need to understand what Pearson's R is; which is how correlated a set of data is to a line within a given deviation (+ or -).
If the Pearson's R is negative (-) then the trend is going upwards. If the value is positive (+) then the trend is going downwards.
There is a lot of debate as to what the ideal negative and positive values are for the Pearson's R, so you can change these in the settings. What the script will do is attempt to automatically find (and draw the trend lines) based on a given minimum period and a maximum period (both set in the settings) that match the ideal Pearson's R settings selected.
Ideally the data is MOST correlated the closest it is to -1 or 1. This means the pattern is very reliable.
This script was designed and works very well with the bar replay mode. You may need a more professional version of TradingView to use this correctly. This mode allows you to see the script in action as it mutates and changes according to the new data being introduced.
I've pre-set the Pearson's R (+) and (-) ranges to what I think is ideal.
Pair Trade cryptoPair trade for crypto with inputs:
* length of correlation and moving average
* trade pair
* spread threshold to enter long / short
* spread threshold to exit long / short
Pair TradePair trade with inputs:
* length of correlation and moving average
* trade pair
* spread threshold to enter long / short
* spread threshold to exit long / short
Linear Regression Pearson's R - Trend Channel StrategyThis script takes advantage of the Pearson's R attribute of the data set you provide.
Pearson's R attempts to find how correlated data is with a potential pattern. If the number is negative the correlation is upwards . If it's positive the correlation is downwards . Pearson's R can only be a number between -1 and 1. It should be impossible to ever reach -1 or 1 as that would be a perfect correlation.
This particular strategy involves using linear regression and Pearson's R to keep recalculating steps back from the current position until the Pearson's R reaches the desired amount. For example, in my experience I have found that 0.85 for as a buy point is very good as it means the trend is very reliable and solid. When the market tends to be bullish it tends to do so longer then when it's bearish.
Likewise when a downtrend is more real, I found that 0.71 for the negative Pearson's R value is ideal and gives the best results.
These can all be changed in the settings section (with the gear icon) next to when you set your results.
This strategy is really fun/useful to watch if you have the replay bar mode enabled for TradingView. This script supports this and all you have to do is go into the settings and enable realtime mode . Doing this you can actually see the trend lines change in realtime and comes in very handy for seeing long term reversals as you will see the Pearson's R value start to go down or up indicating the path it's going on.
WARNING: This script is very intensive on the processing power of your machine. If you find that it's to slow you may have to go into the settings of the script and adjust the 'step by' parameter so that it calculates a little faster. It won't be as accurate but it will be good enough. I feel I've optimized it with it's current setting as an example of what you want to aim for.
If there are any questions do no hesitate to message or ask me. I love feedback on the community for new features and ideas!
This works best with with XBTUSD on the 4 hourly chart . It does not seem to work well if you go below hourly or go above daily.
Linear Regression Logarithmiclinear regression channel plotted on log-scale
useful for bitcoin chart and other cryptos
Linear Regression ChannelLinear Regression Channel designed for easy analysis with 18 lines instead of the standard three.
Leavitt Convolution & Acceleration by CryptorhythmsLeavitt Projection, Convolution, & Acceleration by Cryptorhythms
Intro
Bringing you another open source Gem this time from the January 2020 Issue of TASC.
Description
In the article in the Oct 2019 TASC issue titled "An interplanetary marriage" author Jay Leavitt describes the evolution process required in strategy design by introducing his Mars strategy. This grew out of concepts presented in his earlier TASC articles such as the stratosphere, moon rocket, and tech emini strategies. This dual indicator uses a linear regression of price data to help derive slope and acceleration information, in turn helping him to identify trends and trend turning points.
Additions
As usual a few useful extras are included such as a rudimentary signaling system, bar coloration by trade state, overbought/oversold areas to assist in algorithmic setups, and more!
👍 We hope you enjoyed this indicator and find it useful! We post free crypto analysis, strategies and indicators regularly. This is our 71st script on Tradingview!
💬Check my Signature for other information
Leavitt Convolutions Multicator - Jay Leavitt, Ph.D.Hot off the press, I present this next generation "Leavitt Convolutions Multicator" employing PSv4.0, originally formulated by Jay Leavitt, Ph.D. for TASC - January 2020 Traders Tips. Basically it's an all-in-one combination of three Leavitt indicators. This triplet indicator, being less than a 60 line implementation at initial release, is a heavily modified version of the original indicator using novel techniques, surpassing Leavitt's original intended design.
Utilizing the "Power of Pine", I included the maximum amount of features I could surmise in an ultra small yet powerful package. Configurations are displayed above in multiple scenarios that should be suitable for most traders.
Features List Includes:
Dark Background - Easily disabled in indicator Settings->Style for "Light" charts or with Pine commenting
AND much, much more... You have the source!
For those of you who are new to Pine Script, this script may also help you understand advanced programming techniques in Pine and how they may be utilized in a most effective manner. Most notably, the script shows how to potentially combine three indicators in one with Pine. This is commonly what my dense intricate code looks like behind the veil, and if you are wondering why there is no notes, that's because the notation is in the variable naming.
The comments section below is solely just for commenting and other remarks, ideas, compliments, etc... regarding only this indicator, not others. When available time provides itself, I will consider your inquiries, thoughts, and concepts presented below in the comments section, should you have any questions or comments regarding this indicator. When my indicators achieve more prevalent use by TV members, I may implement more ideas when they present themselves as worthy additions. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
SharaySharay indicator
The Sharay indicator is a trading tool based on the analysis of consecutive candles. The signals to generate alerts can also be a sign of support and resistance.
The indicator has the visualization of the classic bluesky indicator and it can clearly identify the direction of a trend or market momentum.
The signals produced help traders find the most optimal entry and exit points for their operations.
Configurations
The length of consecutive candles in a range of 2 to 5
Show the previous origin of a signal in the form of support
Show parabolic SAR
NAND PerceptronExperimental NAND Perceptron based upon Python template that aims to predict NAND Gate Outputs. A Perceptron is one of the foundational building blocks of nearly all advanced Neural Network layers and models for Algo trading and Machine Learning.
The goal behind this script was threefold:
To prove and demonstrate that an ACTUAL working neural net can be implemented in Pine, even if incomplete.
To pave the way for other traders and coders to iterate on this script and push the boundaries of Tradingview strategies and indicators.
To see if a self-contained neural network component for parameter optimization within Pinescript was hypothetically possible.
NOTE: This is a highly experimental proof of concept - this is NOT a ready-made template to include or integrate into existing strategies and indicators, yet (emphasis YET - neural networks have a lot of potential utility and potential when utilized and implemented properly).
Hardcoded NAND Gate outputs with Bias column (X0):
// NAND Gate + X0 Bias and Y-true
// X0 // X1 // X2 // Y
// 1 // 0 // 0 // 1
// 1 // 0 // 1 // 1
// 1 // 1 // 0 // 1
// 1 // 1 // 1 // 0
Column X0 is bias feature/input
Column X1 and X2 are the NAND Gate
Column Y is the y-true values for the NAND gate
yhat is the prediction at that timestep
F0,F1,F2,F3 are the Dot products of the Weights (W0,W1,W2) and the input features (X0,X1,X2)
Learning rate and activation function threshold are enabled by default as input parameters
Uncomment sections for more training iterations/epochs:
Loop optimizations would be amazing to have for a selectable length for training iterations/epochs but I'm not sure if it's possible in Pine with how this script is structured.
Error metrics and loss have not been implemented due to difficulty with script length and iterations vs epochs - I haven't been able to configure the input parameters to successfully predict the right values for all four y-true values for the NAND gate (only been able to get 3/4; If you're able to get all four predictions to be correct, let me know, please).
// //---- REFERENCE for final output
// A3 := 1, y0 true
// B3 := 1, y1 true
// C3 := 1, y2 true
// D3 := 0, y3 true
PLEASE READ: Source article/template and main code reference:
towardsdatascience.com
towardsdatascience.com
towardsdatascience.com
Function Decimal To Binary/Binary To DecimalNOTE: Experimental. Pinescript implementation of Decimal to Binary and Binary to Decimal that is intended for use in the development of a neural network proof of concept.
Intended for use in as subcomponent in the development of a more complex/highly experimental prototype.
Protection/logic for edge cases above 11111111/255 (8bits) is NOT implemented.
Do NOT use this in any trading system or component without edge case testing/unit tests.
// Decimal to Binary, Binary to Decimal Reference:
// diwasfamily.com
// www.wikihow.com
//
// www.khanacademy.org
[Uki] Channel LineThree channel lines using linear regression and standard deviation.
Red: Short Term
Green: Medium term
Blue: Long Term
Bitcoin Logarithmic Growth CurvesThis plots logarithmic curves fitted to major Bitcoin bear market tops & bottoms. Top line is fitted to bull tops, bottom line is fitted to lower areas of the logarithmic price trend (which is not always the same as bear market bottoms). Middle line is the median of the top & bottom, and the faded solid lines are fibonacci levels in between.
Inspired by & based on a Medium post by Harold Christopher Burger, which shows how linear Bitcoin's long-term price growth is when plotted on a double-log chart (log scaling on the price AND time axis).
These curves will only make sense for tickers representing Bitcoin vs. USD (such as BITSTAMP:BTCUSD, BITMEX:XBTUSD, BLX index). Plotting on other assets will probably end up with lines that shoot off into space without any relationship to the underlying price action.
The upper, middle & lower curves can be projected into the future, which can be turned on or off in the indicator settings. The fibonacci levels can also be switched on/off. And the upper & lower curve intercepts & slopes can be tweaked.
I'm releasing this open-source, if you end up making something cool based off of this code, I don't need attribution but please hit me up on here or on twitter (same username) so I can check out what ya made. Thanks, hope y'all enjoy it.
HTF Double Logarithmic Curves OscillatorThis a companion indicator for HTF Double Logarithmic Curves
This is an oscillator version of the above. When the indicator is at/near 1 then Bitcoin price is at/near the upper range of it's longterm logarithmic growth trend. When at/near 0 then price is at/near the lower range of that trend.
This indicator only works with the BLX Brave New Coin Index (ticker:BLX) and only on 1 day, 3 day, or 1 week timeframes.
Center of Gravity BF 🚀Thanks to HPotter for the code I based this strategy on.
Center of Gravity calculation is based here on a linear regression function using the least squares method.
We use this to calculate a channel consisting of 2 lines, green and red on the chart
This strategy employs a dynamic stop loss function that measures stop loss placement based on recent ATR.
How signals are generated:
Price closes above green line = Go Long
Price closes below red line = Go Short
Yellow dotted line = stop loss based on long entry
Orange dotted line = stop loss based on short entry
INSTRUCTIONS
Green background = Go Long, put your stop loss at the yellow dotted line
Red background = Go Short, put your stop loss at the orange dotted line
NB: The stop losses printed on the chart are calculated from the point of entry on a trade, if you make a different entry to what is indicated, the corresponding stop loss will be different to what the indicator displays.
Regression Channel [DW]This is an experimental study which calculates a linear regression channel over a specified period or interval using custom moving average types for its calculations.
Linear regression is a linear approach to modeling the relationship between a dependent variable and one or more independent variables.
In linear regression, the relationships are modeled using linear predictor functions whose unknown model parameters are estimated from the data.
The regression channel in this study is modeled using the least squares approach with four base average types to choose from:
-> Arnaud Legoux Moving Average (ALMA)
-> Exponential Moving Average (EMA)
-> Simple Moving Average (SMA)
-> Volume Weighted Moving Average (VWMA)
When using VWMA, if no volume is present, the calculation will automatically switch to tick volume, making it compatible with any cryptocurrency, stock, currency pair, or index you want to analyze.
There are two window types for calculation in this script as well:
-> Continuous, which generates a regression model over a fixed number of bars continuously.
-> Interval, which generates a regression model that only moves its starting point when a new interval starts. The number of bars for calculation cumulatively increases until the end of the interval.
The channel is generated by calculating standard deviation multiplied by the channel width coefficient, adding it to and subtracting it from the regression line, then dividing it into quartiles.
To observe the path of the regression, I've included a tracer line, which follows the current point of the regression line. This is also referred to as a Least Squares Moving Average (LSMA).
For added predictive capability, there is an option to extend the channel lines into the future.
A custom bar color scheme based on channel direction and price proximity to the current regression value is included.
I don't necessarily recommend using this tool as a standalone, but rather as a supplement to your analysis systems.
Regression analysis is far from an exact science. However, with the right combination of tools and strategies in place, it can greatly enhance your analysis and trading.
Function : Linear Regression Bands
Used with Pearson Correlation. It can be used to make sense of the trends. Very successful results can be obtained with a MACD style indicator and volume indicator that gives Buy and Sell orders.Open for adaptive and mutable variable periods of moving averages. Best regards!
Auto Trend Channel [Anan]Hello Friends..
This is Auto Trend Channel using linear regression ,,
So helpful and smart !
Play with the options to adjust the precision.
*Note that the selected time frame in options must be > your current time frame (logic) to draw lines.
Top Cap [aamonkey]Historically matched market tops for BTC.
It's the Average Cap (see my other indicator) multiplied by 35.
The default settings are for BTC.
If you want to test this indicator on another chart you have to change the launch date settings (and maybe play around with the multiplier).
Some Interesting Launch dates:
- BTC: 3 JAN 2009
- ETH: 30. JUL 2015
- LTC: 7. OCT 2011
LTIThis is a customised indicator which assists us to easily identify strong linear bullish or bearish trends. It gives us the opportunity to enter only the strongest looking trends which results in potentially faster profits.
Linear Regression Trend ChannelThis is my first public release of indicator code and my PSv4.0 version of "Linear Regression Channel", as it is more commonly known. It replicates TV's built-in "Linear Regression" without the distraction of heavy red/blue fill bleeding into other indicators. We can't fill() line.new() at this time in Pine Script anyways. I entitled it Linear Regression Trend Channel, simply because it seems more accurate as a proper description. I nicely packaged this to the size of an ordinary napkin within 20 lines of compact code, simplifying the math to the most efficient script I could devise that fits in your pocket. This is commonly what my dense intricate code looks like behind the veil, and if you are wondering why there is no notes, that's because the notation is in the variable naming. I excluded Pearson correlation because it doesn't seem very useful to me, and it would comprise of additional lines of code I would rather avoid in this public release. Pearson correlation is included in my invite-only advanced version of "Enhanced Linear Regression Trend Channel", where I have taken Linear Regression Channeling to another level of fully featured novel attainability using this original source code.
Features List Includes:
"Period" adjustment
"Deviation(s)" adjustment
"Extend Method" option to extend or not extend the upper, medial, and lower channeling
Showcased in the chart below is my free to use "Enhanced Schaff Trend Cycle Indicator", having a common appeal to TV users frequently. If you do have any questions or comments regarding this indicator, I will consider your inquiries, thoughts, and ideas presented below in the comments section, when time provides it. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
Enhanced Linear Regression Trend ChannelThis is my PSv4.0 enhanced version of "Linear Regression Channel", as it is more commonly known. I entitled it Enhanced Linear Regression Trend Channel, simply because it seems more accurate as a proper description. However, this is actually a dual linear regression channel all-in-one Swiss army knife, nicely packaged within 104 lines of code. The primary one tracks in real-time, while the secondary, with an enabled "time warp" setting, is displayed monitoring the linear regression channel in the past for comparison, providing fully adjustable tandem tracking capabilities. It seemed like a superb novel idea to me to add this capability for super analytical approaches. The Pearson correlation displays in the rear middle of the primary linear regression trend channel. I did this because during a steep uptrend zoomed in, it often moves off the chart being placed on the bottom and is no longer visible for a while. Additionally, for the second time, I am releasing my "Neon Source" plot feature in a bright stunning yellow corona. Charts these days have so many plots on them, so I devised a unique way to resolve any confusion by emulating neon light. You may still easily use candles with this neon line too, or just simply disable it if you wish.
Features List Includes:
Enable/disable dark background for enhanced visibility
Dual "Source" selections
Dual "Period" adjustments
Dual "Deviation(s)" adjustments
Dual "Time Warp" adjustments
Dual selectable line extension method
"Pearson Correlation" color change selection for enhancing visual acuity amongst other indicators
Secondary "Linear Regression Trend Channel" time warped with enable/disable capability
"Neon Source" has a brightness control with an enable/disable capability
This is not a freely available indicator, FYI. To witness my Pine poetry in action, properly negotiated requests for unlimited access, per indicator, may ONLY be obtained by direct contact with me using TV's "Private Chats" or by "Message" hidden in my member name above. The comments section below is solely just for commenting and other remarks, ideas, compliments, etc... regarding only this indicator, not others. If you do have any questions or comments regarding this indicator, I will consider your inquiries, thoughts, and ideas presented below in the comments section, when time provides it. When my indicators achieve more prevalent use by TV members, I will implement more ideas when they present themselves as worthy additions. As always, "Like" it if you simply just like it, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
