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@@ -13,9 +13,7 @@
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| **PineScript** | [lineartrans.pine](lineartrans.pine) |
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- The Linear transformer applies an affine transformation $y = \text{slope} \cdot x + \text{intercept}$ to each value in a time series.
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- Parameterized by `slope` (default 1.0), `intercept` (default 0.0).
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- Output range: Varies (see docs).
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- Requires `0` bars of warmup before first valid output (IsHot = true).
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- **Trading note:** Linear transformation; scales and shifts values. Used for indicator normalization and rescaling.
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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The Linear transformer applies an affine transformation $y = \text{slope} \cdot x + \text{intercept}$ to each value in a time series. This fundamental operation enables scaling, offsetting, unit conversion, and normalization—the building blocks for preparing data for analysis or combining signals from different sources.
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@@ -227,4 +225,4 @@ var offset = new Lineartrans(scale, 1.0, 10.0); // Chain: scale then add 10
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- Strang, G. (2016). *Introduction to Linear Algebra*. Wellesley-Cambridge Press.
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- Goldberg, D. (1991). "What Every Computer Scientist Should Know About Floating-Point Arithmetic." *ACM Computing Surveys*.
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- Intel Corporation. (2023). *Intel 64 and IA-32 Architectures Optimization Reference Manual*. (FMA instruction details)
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- Intel Corporation. (2023). *Intel 64 and IA-32 Architectures Optimization Reference Manual*. (FMA instruction details)
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