mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 20:47:43 +00:00
Miha Kralj
86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
63 lines
2.0 KiB
Plaintext
63 lines
2.0 KiB
Plaintext
// The MIT License (MIT)
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Slope, Linear Regression (SLOPE)", "SLOPE", overlay=false, precision=8)
|
|
|
|
//@function Calculates slope (linear regression)
|
|
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/numerics/slope.md
|
|
//@param src Source series to calculate slope from
|
|
//@param len Lookback period for calculation
|
|
//@returns Slope value properly calculated
|
|
slope(series float src, simple int len) =>
|
|
if len <= 1
|
|
runtime.error("Length must be greater than 1")
|
|
var float sumX = 0.0
|
|
var float sumY = 0.0
|
|
var float sumXY = 0.0
|
|
var float sumX2 = 0.0
|
|
var int validCount = 0
|
|
var array<float> x_values = array.new_float(len)
|
|
var array<float> y_values = array.new_float(len)
|
|
var int head = 0
|
|
var int internal_time_counter = 0
|
|
if internal_time_counter >= len
|
|
float oldX = array.get(x_values, head)
|
|
float oldY = array.get(y_values, head)
|
|
if not na(oldY)
|
|
sumX := sumX - oldX
|
|
sumY := sumY - oldY
|
|
sumXY := sumXY - oldX * oldY
|
|
sumX2 := sumX2 - oldX * oldX
|
|
validCount := validCount - 1
|
|
float currentX = internal_time_counter
|
|
float currentY = src
|
|
array.set(x_values, head, currentX)
|
|
array.set(y_values, head, currentY)
|
|
if not na(currentY)
|
|
sumX := sumX + currentX
|
|
sumY := sumY + currentY
|
|
sumXY := sumXY + currentX * currentY
|
|
sumX2 := sumX2 + currentX * currentX
|
|
validCount := validCount + 1
|
|
head := (head + 1) % len
|
|
internal_time_counter := internal_time_counter + 1
|
|
float calculatedSlope = na
|
|
if validCount >= 2
|
|
float n = validCount
|
|
float divisor = n * sumX2 - sumX * sumX
|
|
if divisor != 0.0
|
|
calculatedSlope := (n * sumXY - sumX * sumY) / divisor
|
|
calculatedSlope
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_period = input.int(14, "Period", minval=2)
|
|
i_source = input.source(close, "Source")
|
|
|
|
// Calculation
|
|
s = slope(i_source, i_period)
|
|
|
|
// Plot
|
|
plot(s, "Slope", color=color.yellow, linewidth=2)
|