mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
62 lines
2.0 KiB
Plaintext
62 lines
2.0 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Slope, Linear Regression (SLOPE)", "SLOPE", overlay=false, precision=8)
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//@function Calculates slope (linear regression)
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//@param src Source series to calculate slope from
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//@param len Lookback period for calculation
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//@returns Slope value properly calculated
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slope(series float src, simple int len) =>
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if len <= 1
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runtime.error("Length must be greater than 1")
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var float sumX = 0.0
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var float sumY = 0.0
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var float sumXY = 0.0
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var float sumX2 = 0.0
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var int validCount = 0
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var array<float> x_values = array.new_float(len)
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var array<float> y_values = array.new_float(len)
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var int head = 0
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var int internal_time_counter = 0
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if internal_time_counter >= len
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float oldX = array.get(x_values, head)
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float oldY = array.get(y_values, head)
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if not na(oldY)
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sumX := sumX - oldX
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sumY := sumY - oldY
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sumXY := sumXY - oldX * oldY
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sumX2 := sumX2 - oldX * oldX
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validCount := validCount - 1
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float currentX = internal_time_counter
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float currentY = src
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array.set(x_values, head, currentX)
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array.set(y_values, head, currentY)
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if not na(currentY)
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sumX := sumX + currentX
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sumY := sumY + currentY
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sumXY := sumXY + currentX * currentY
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sumX2 := sumX2 + currentX * currentX
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validCount := validCount + 1
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head := (head + 1) % len
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internal_time_counter := internal_time_counter + 1
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float calculatedSlope = na
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if validCount >= 2
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float n = validCount
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float divisor = n * sumX2 - sumX * sumX
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if divisor != 0.0
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calculatedSlope := (n * sumXY - sumX * sumY) / divisor
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calculatedSlope
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=2)
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i_source = input.source(close, "Source")
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// Calculation
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s = slope(i_source, i_period)
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// Plot
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plot(s, "Slope", color=color.yellow, linewidth=2)
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