static public method mathex.lregSlope

Brief

Calculates the linear regression slope of the stream values in the specified range.

Declaration
Lua
number mathex.lregSlope (stream, range, to?)

Parameters
stream

The stream of ticks.
range

Can be either the range table or the index of the period to calculate the value from.

The range can be created using core.range, core.rangeTo, or core.rangeFrom methods.
to

If range parameter is a number, the parameter must contain the index of the period to calculate the value to.

Details

Please note that all the periods inside the range specified must conform the following rule: stream:first() <= index <= stream:size() - 1

Example: Calculate the linear regression slope of the last N periods using core.rangeTo method [hide]

   local N;
   local first;
   local source;
 
   function Prepare()
       ...
       source = instance.source;
       first = source:first() + N - 1;
       ...
   end
   ...
   function Update(period, mode)
       ...
       if period >= first then
           local range = core.rangeTo(period, N);
           local s;
           if source:isBar() then
               s = mathex.lregSlope(source.close, range);
           else
               s = mathex.lregSlope(source, range);
           end
       end
       ...
   end

For the performance reason it is recommended to:

Example: Calculate the linear regression slope of the last N periods using from/to values [hide]

   local N;
   local first;
   local source;
   local tsource;
 
   function Prepare()
       ...
       source = instance.source;
       if source:isBar() then
          tsource = source.close;
       else
          tsource = source;
       end
       first = source:first() + N - 1;
       ...
   end
   ...
   function Update(period, mode)
       ...
       if period >= first then
           local s;
           s = mathex.lregSlope(tsource, period - N + 1, period);
           ...
       end
   end

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