Channel LogReg + Forecast Zones + BB/KC

indicator('<[Канал_ЛогРег + Прогнозные Зоны + BB/KC]>', '<[Канал_ЛогРег+ПЗ+ BB/KC]>', overlay = true, precision = 2, max_bars_back = 4000)

showLogReg = input.bool(true, title = "Показать Лог. Регрессию", group = "Отключение индикаторов")
showForecast = input.bool(true, title = "Показать Прогн. Диапазоны", group = "Отключение индикаторов")
showBBKC = input.bool(true, "Показать BB/KC", group = "Отключение индикаторов")

srcinput = input(title = 'Источник', defval = hlc3)
use1Dev = input.float(1, title = 'Коэффициент отклонения 1', minval = 0.1)
use2Dev = input.float(2, title = 'Коэффициент отклонения 2', minval = 0.1)

lstyle = input.string('Сплошная', title = 'Стиль линии', options = ['Сплошная', 'Пунктирная', 'Точечная']) 
wid = input(defval = 1, title = 'Толщина линии') 
extendLines = input(title = 'Продлевать линии', defval = false) 
filldev = input(false, title = 'Заливка отклонений') 
fillin = input(false, title = 'Заливка внутреннего канала') 
tr = input(89, title = 'Прозрачность заливки') 
rcol = input(#2196f3, 'Цвет быков') 
scol = input(#e040fb, 'Цвет медведей') 
mcol = input(#b2b5be, 'Цвет средней линии') 

linestyle = lstyle == 'Сплошная' ? line.style_solid : lstyle == 'Пунктирная' ? line.style_dashed : line.style_dotted

len = input.int(100, title = 'Длина', minval = 1)

src = request.security(syminfo.tickerid, timeframe.period, math.log(srcinput))
extend = extendLines ? extend.right : extend.none

calcSlope(src, len) =>
    max_bars_back(src, 300)
    if not barstate.islast or len <= 1
        [float(na), float(na), float(na)]
    else
        sumX = 0.0
        sumY = 0.0
        sumXSqr = 0.0
        sumXY = 0.0
        for j = 0 to len - 1 by 1
            val = src[j]
            per = j + 1.0
            sumX := sumX + per
            sumY := sumY + val
            sumXSqr := sumXSqr + per * per
            sumXY := sumXY + val * per
        slope = (len * sumXY - sumX * sumY) / (len * sumXSqr - sumX * sumX)
        average = sumY / len
        intercept = average - slope * sumX / len + slope
        [slope, average, intercept]

[s, a, i] = calcSlope(src, len)
startPrice = i + s * (len - 1)
endPrice = i

var line baseLine = na
if na(baseLine) and not na(startPrice) and showLogReg
    baseLine := line.new(bar_index - len + 1, math.exp(startPrice), bar_index, math.exp(endPrice), width = wid, extend = extend, color = mcol, style = linestyle)
else if showLogReg and not na(baseLine)
    line.set_xy1(baseLine, bar_index - len + 1, math.exp(startPrice))
    line.set_xy2(baseLine, bar_index, math.exp(endPrice))
else if not na(baseLine)
    line.delete(baseLine)
    baseLine := na

calcDev(src, len, slope, average, intercept) =>
    upDev = 0.0
    dnDev = 0.0
    stdDevAcc = 0.0
    dsxx = 0.0
    dsyy = 0.0
    dsxy = 0.0
    periods = len - 1
    daY = intercept + slope * periods / 2
    val = intercept
    for k = 0 to periods by 1
        price = high[k] - val
        if price > upDev
            upDev := price
        price := val - low[k]
        if price > dnDev
            dnDev := price
        price := src[k]
        dxt = price - average
        dyt = val - daY
        price := price - val
        stdDevAcc := stdDevAcc + price * price
        dsxx := dsxx + dxt * dxt
        dsyy := dsyy + dyt * dyt
        dsxy := dsxy + dxt * dyt
        val := val + slope
    stdDev = math.sqrt(stdDevAcc / (periods == 0 ? 1 : periods))
    pearsonR = dsxx == 0 or dsyy == 0 ? 0 : dsxy / math.sqrt(dsxx * dsyy)
    [stdDev, pearsonR, upDev, dnDev]

[stdDev, pearsonR, upDev, dnDev] = calcDev(src, len, s, a, i)

upperStartPrice1 = startPrice + use1Dev * stdDev
upperStartPrice2 = startPrice + use2Dev * stdDev
upperEndPrice1 = endPrice + use1Dev * stdDev
upperEndPrice2 = endPrice + use2Dev * stdDev

var line upper1 = na
var line upper2 = na

lowerStartPrice1 = startPrice + use1Dev * -stdDev
lowerStartPrice2 = startPrice + use2Dev * -stdDev
lowerEndPrice1 = endPrice + use1Dev * -stdDev
lowerEndPrice2 = endPrice + use2Dev * -stdDev

var line lower1 = na
var line lower2 = na

if na(upper2) and not na(upperStartPrice2) and showLogReg
    upper1 := line.new(bar_index - len + 1, math.exp(upperStartPrice1), bar_index, math.exp(upperEndPrice1), width = wid, extend = extend, color = rcol, style = linestyle)
    upper2 := line.new(bar_index - len + 1, math.exp(upperStartPrice2), bar_index, math.exp(upperEndPrice2), width = wid, extend = extend, color = rcol, style = linestyle)
else if showLogReg and not na(upper1)
    line.set_xy1(upper1, bar_index - len + 1, math.exp(upperStartPrice1))
    line.set_xy2(upper1, bar_index, math.e

Показано первые 50% кода (символов: 7325)