mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 10:08:05 +00:00
doc headers
This commit is contained in:
@@ -1,4 +1,21 @@
|
||||
# ILRS: Integral of Linear Regression Slope
|
||||
# ILRS: Integral of Linear Regression Slope
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Trend (FIR MA) |
|
||||
| **Inputs** | Source (close) |
|
||||
| **Parameters** | `period` (default 14) |
|
||||
| **Outputs** | Single series (Ilrs) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period` bars |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- ILRS computes the linear regression slope over a rolling window, then accumulates it via discrete integration (running sum) to reconstruct a smooth...
|
||||
- Parameterized by `period` (default 14).
|
||||
- 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.
|
||||
|
||||
> "John Ehlers took the slope of a regression line, integrated it, and got a smoother trend follower. Differentiate to find direction, integrate to find position. Calculus: still useful after 300 years."
|
||||
|
||||
|
||||
Reference in New Issue
Block a user