gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-21 03:58:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

doc headers

Browse Source
This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/channels/regchannel/regchannel.md
+17
View File
@@ -1,5 +1,22 @@
# REGCHANNEL: Linear Regression Channel
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default 20), `multiplier` (default 2.0) |
| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- Linear Regression Channel plots a best-fit line through price data over a specified period with parallel bands at a configurable standard deviation...
- Parameterized by `period` (default 20), `multiplier` (default 2.0).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Linear Regression Channel plots a best-fit line through price data over a specified period with parallel bands at a configurable standard deviation of residuals. Unlike moving average envelopes that offset from a smoothed price, regression channels adapt their slope to the underlying trend and their width to actual dispersion around that trend. The algorithm uses ordinary least squares with precomputed index sums, requiring two passes per bar: one for the regression coefficients and one for the residual standard deviation.
## Historical Context