pine files

2026-08-23 13:08:04 +00:00 · 2026-01-31 14:05:53 -08:00
parent 51e885a4a6
commit 5ed4b6c0fc
102 changed files with 2883 additions and 593 deletions
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+// The MIT License (MIT)
+// © mihakralj
+//@version=6
+indicator("Linear Regression (LINREG)", "LINREG", overlay=false, precision=8)
+
+//@function Calculates linear regression and slope over the specified period
+//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/linreg.md
+//@param src Source series to calculate linear regression from
+//@param len Lookback period for the calculation
+//@returns Tuple containing [intercept, slope]
+linreg(series float src, simple int len) =>
+    if len < 2
+        [na, na]
+    else
+        var float lastValid = na
+        var array<float> buf = array.new_float(len, 0.0)
+        var int count = 0
+        var int head = 0
+        float curr = src
+        if na(curr) and not na(lastValid)
+            curr := lastValid
+        if not na(curr)
+            lastValid := curr
+        if not na(curr)
+            array.set(buf, head, curr)
+            if count < len
+                count := count + 1
+            head := (head + 1) % len
+        float n = count
+        if n < 2
+            [na, na]
+        else
+            int start = count < len ? 0 : head
+            float sumY = 0.0, sumXY = 0.0
+            for i = 0 to int(n) - 1
+                int idx = (start + i) % len
+                float y_val = array.get(buf, idx)
+                sumY += y_val
+                sumXY += i * y_val
+            float sumX = 0.5 * (n - 1) * n
+            float sumX2 = (n - 1) * n * (2 * n - 1) / 6.0
+            float D = n * sumX2 - sumX * sumX
+            float s = D != 0 ? (n * sumXY - sumX * sumY) / D : na
+            float intercept = (sumY / n) - s * ((n - 1) / 2)
+            float lr = intercept + s * (n - 1)
+            [lr, s]
+
+// ---------- Main loop ----------
+
+// Inputs
+i_period = input.int(14, "Period", minval=2)
+i_source = input.source(close, "Source")
+
+// Calculation: Assign tuple elements.
+[lr, slope] = linreg(i_source, i_period)
+
+// Plot
+plot(lr, "LinReg", color=color.yellow, linewidth=2)
+// plot(slope, "Slope", color=color.orange, linewidth=2, plot.style_histogram)