PINE LIBRARY
מעודכן Forecasting

This Forecasting library has a couple of Novel and traditional approaches to forecasting stock prices.
Traditionally, it provides a basic ARIMA forecaster using simple autoregression, as well as a linear regression and quadratic regression channel forecaster.
Novel approaches to forecasting include:
1) A Moving Average based Forecaster (modelled after ARIMA), it is capable of forecasting based on a user selected SMA.
2) Z-Score Forecast: Forecasting based on Z-Score (example displayed in chart).
Library "Forecasting"
ARIMA_Modeller(src)
: Creates a generic autoregressive ARIMA model
Parameters:
src (float)
Returns: : arima_result, arima_ucl, arima_lcl, arima_cor, arima_r2, arima_err, y1, y2, y3, y0
machine_learning_regression(output, x1, x2, x3, x4, x5, show_statistics)
: Creates an automatic regression based forecast model (can be used for other regression operations) from a list of possible independent variables.
Parameters:
output (float)
x1 (float)
x2 (float)
x3 (float)
x4 (float)
x5 (float)
show_statistics (bool)
Returns: : result, upper bound levels, lower bound levels, optional statitics table that displays the model parameters and statistics
time_series_linear_forecast(src, forecast_length, standard_deviation_extension_1, standard_deviation_extension_2)
: Creates a simple linear regression time series channel
Parameters:
src (float)
forecast_length (int)
standard_deviation_extension_1 (float)
standard_deviation_extension_2 (float)
Returns: : Linreg Channel
quadratic_time_series_forecast(src, forecast_length)
: Creates a simple quadratic regression time series channel
Parameters:
src (float)
forecast_length (int)
Returns: : Quadratic Regression Channel
moving_average_forecaster(source, train_time, ma_length, forecast_length, forecast_result, upper_bound_result, lower_bound_result)
: Creates an ARIMA style moving average forecaster
Parameters:
source (float)
train_time (int)
ma_length (int)
forecast_length (int)
forecast_result (float[])
upper_bound_result (float[])
lower_bound_result (float[])
Returns: : forecast_result, upper_bound_result, lower_bound_result, moving_average, ucl, lcl
zscore_forecast(z_length, z_source, show_alerts, forecast_length, show_forecast_table)
: Creates a Z-Score Forecast and is capable of plotting the immediate forecast via a Polyline
Parameters:
z_length (int)
z_source (float)
show_alerts (bool)
forecast_length (int)
show_forecast_table (bool)
Returns: : The export is void, it will export the Polyline forecast and the Z-forecast table if you enable it.
Traditionally, it provides a basic ARIMA forecaster using simple autoregression, as well as a linear regression and quadratic regression channel forecaster.
Novel approaches to forecasting include:
1) A Moving Average based Forecaster (modelled after ARIMA), it is capable of forecasting based on a user selected SMA.
2) Z-Score Forecast: Forecasting based on Z-Score (example displayed in chart).
Library "Forecasting"
ARIMA_Modeller(src)
: Creates a generic autoregressive ARIMA model
Parameters:
src (float)
Returns: : arima_result, arima_ucl, arima_lcl, arima_cor, arima_r2, arima_err, y1, y2, y3, y0
machine_learning_regression(output, x1, x2, x3, x4, x5, show_statistics)
: Creates an automatic regression based forecast model (can be used for other regression operations) from a list of possible independent variables.
Parameters:
output (float)
x1 (float)
x2 (float)
x3 (float)
x4 (float)
x5 (float)
show_statistics (bool)
Returns: : result, upper bound levels, lower bound levels, optional statitics table that displays the model parameters and statistics
time_series_linear_forecast(src, forecast_length, standard_deviation_extension_1, standard_deviation_extension_2)
: Creates a simple linear regression time series channel
Parameters:
src (float)
forecast_length (int)
standard_deviation_extension_1 (float)
standard_deviation_extension_2 (float)
Returns: : Linreg Channel
quadratic_time_series_forecast(src, forecast_length)
: Creates a simple quadratic regression time series channel
Parameters:
src (float)
forecast_length (int)
Returns: : Quadratic Regression Channel
moving_average_forecaster(source, train_time, ma_length, forecast_length, forecast_result, upper_bound_result, lower_bound_result)
: Creates an ARIMA style moving average forecaster
Parameters:
source (float)
train_time (int)
ma_length (int)
forecast_length (int)
forecast_result (float[])
upper_bound_result (float[])
lower_bound_result (float[])
Returns: : forecast_result, upper_bound_result, lower_bound_result, moving_average, ucl, lcl
zscore_forecast(z_length, z_source, show_alerts, forecast_length, show_forecast_table)
: Creates a Z-Score Forecast and is capable of plotting the immediate forecast via a Polyline
Parameters:
z_length (int)
z_source (float)
show_alerts (bool)
forecast_length (int)
show_forecast_table (bool)
Returns: : The export is void, it will export the Polyline forecast and the Z-forecast table if you enable it.
הערות שחרור
v2Added:
auto_trend_lookback_value(src)
: Finds the strongest correlation to time in trend from 50 to 850 candles back
Parameters:
src (float)
Returns: : trend length interval
הערות שחרור
v3ספריית Pine
ברוח TradingView אמיתית, המחבר פרסם את קוד Pine זה כספריית קוד פתוח כך שמתכנתי Pine אחרים מהקהילה שלנו יוכלו לעשות בו שימוש חוזר. כל הכבוד למחבר! אתה יכול להשתמש בספרייה זו באופן פרטי או בפרסומי קוד פתוח אחרים, אך השימוש החוזר בקוד זה בפרסומים כפוף לכללי הבית.
Get:
- Live Updates,
- Discord access,
- Access to my Proprietary Merlin Software,
- Access to premium indicators,
patreon.com/steversteves
Now on X!
- Live Updates,
- Discord access,
- Access to my Proprietary Merlin Software,
- Access to premium indicators,
patreon.com/steversteves
Now on X!
כתב ויתור
המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.
ספריית Pine
ברוח TradingView אמיתית, המחבר פרסם את קוד Pine זה כספריית קוד פתוח כך שמתכנתי Pine אחרים מהקהילה שלנו יוכלו לעשות בו שימוש חוזר. כל הכבוד למחבר! אתה יכול להשתמש בספרייה זו באופן פרטי או בפרסומי קוד פתוח אחרים, אך השימוש החוזר בקוד זה בפרסומים כפוף לכללי הבית.
Get:
- Live Updates,
- Discord access,
- Access to my Proprietary Merlin Software,
- Access to premium indicators,
patreon.com/steversteves
Now on X!
- Live Updates,
- Discord access,
- Access to my Proprietary Merlin Software,
- Access to premium indicators,
patreon.com/steversteves
Now on X!
כתב ויתור
המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.