What is Faytterro Estimator?
This indicator is an advanced moving average.
What it does?
This indicator is both a moving average and at the same time, it predicts the future values that the price may take based on the values it has taken before.
How it does it?
takes the weighted average of data of the selected length (reducing the weight from the middle to the...
Polynomial Regression Derivatives is an indicator that explores the different derivatives of polynomial position. This indicator also includes a signal line. In a later release, alerts with signal markings will be added.
Polynomial Derivatives are as follows
1rst Derivative - Velocity: Velocity is the directional speed of a object in motion as an...
Polynomial-Regression-Fitted RSI is an RSI indicator that is calculated using Polynomial Regression Analysis. For this one, we're just smoothing the signal this time. And we're using an odd moving average to do so: the Sine Weighted Moving Average. The Sine Weighted Moving Average assigns the most weight at the middle of the data set. It does this by weighting...
Polynomial-Regression-Fitted Oscillator is an oscillator that is calculated using Polynomial Regression Analysis. This is an extremely accurate and processor intensive oscillator.
What is Polynomial Regression?
In statistics, polynomial regression is a form of regression analysis in which the relationship between the independent variable x and the dependent...
This indicator displays polynomial regression channels fitted using data within a user selected time interval.
The model is fitted using the same method described in our previous script:
Degree: Degree of the fitted polynomial
Width: Multiplicative factor of the model RMSE. Controls the width of the polynomial regression's channels
PA-Adaptive Polynomial Regression Fitted Moving Average is a moving average that is calculated using Polynomial Regression Analysis. The purpose of this indicator is to introduce polynomial fitting that is to be used in future indicators. This indicator also has Phase Accumulation adaptive period inputs. Even though this first indicator is for demonstration...
This indicator fits a polynomial with a user set degree to the price using least squares and then extrapolates the result.
Length: Number of most recent price observations used to fit the model.
Extrapolate: Extrapolation horizon
Degree: Degree of the fitted polynomial
Src: Input source
Lock Fit: By default the fit and extrapolated result...
This is an experimental study designed to calculate polynomial regression for any order polynomial that TV is able to support.
This study aims to educate users on polynomial curve fitting, and the derivation process of Least Squares Moving Averages (LSMAs).
I also designed this study with the intent of showcasing some of the capabilities and potential applications...
A function that returns a polynomial regression and deviation information for a data set.
_X: Array containing x data points.
_Y: Array containing y data points.
_predictions: Array with adjusted _Y values.
_max_dev: Max deviation from the mean.
_min_dev: Min deviation from the mean.
Forecasting using a polynomial regression over the estimates of multiple linear regression forecasts.
note: on low data the estimates are skewd away of initial value, i added the i_min_estimate option in to try curve this issue with limited success "o_o.
Performs Polynomial Regression fit to data.
In statistics, polynomial regression is a form of regression analysis in which
the relationship between the independent variable x and the dependent variable
y is modelled as an nth degree polynomial in x.
gauss_elimination(A, m, n) ...
Back when i started using pine i made a script called periodic channel who aimed to rescale an average correlated sine wave to the price...don't worked very well. So i tried to fix problems induced by the indicator without much success, i had to redo it from scratch while abandoning the idea of rescaling correlated smooth functions to the price, at...
polyreg(sample_x, sample_y) Method to return a polynomial regression channel using (X,Y) sample points.
sample_x : float array, sample data X points.
sample_y : float array, sample data Y points.
Returns: tuple with:
_predictions: Array with adjusted Y values.
This is a moving average with a customizable polynomial kernel. You can shape your kernel by selecting your parameters in the settings window. This is not something that is immediately ready to mess with by just applying it on the chart, it is very useful for people who are researching indicators and developing new tools. To see the shape of your kernel you can...