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v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup

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Miha Kralj
2026-03-13 13:46:52 -07:00
parent e3e9555fc1
commit c75135ab14
402 changed files with 2222 additions and 1779 deletions
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lib/statistics/linreg/LinReg.md
+2 -4
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@@ -13,9 +13,7 @@
| **PineScript** | [linreg.pine](linreg.pine) |
- The Linear Regression Curve plots the end point of the linear regression line for each bar.
- Parameterized by `period`, `offset` (default 0).
- Output range: Varies (see docs).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [Polyfit](../polyfit/Polyfit.md), [TSF](../../trends_FIR/tsf/Tsf.md) | **Trading note:** Linear regression; slope = trend direction/speed, R² = trend strength. Foundation of many indicators.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The Linear Regression Curve plots the end point of the linear regression line for each bar. It fits a straight line $y = mx + b$ to the data points using the least squares method, providing a smoothed representation of the price trend that is more responsive than a Simple Moving Average (SMA).
@@ -118,4 +116,4 @@ linreg.Update(new TValue(DateTime.UtcNow, 100.0));
// Access result
double value = linreg.Last.Value;
double slope = linreg.Slope;
double r2 = linreg.RSquared;
double r2 = linreg.RSquared;