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Statistic Functions

Indicator Description Parameters
BETA Beta real = BETA(high, low, timeperiod=5)
CORREL Pearson’s Correlation Coefficient (r) real = CORREL(high, low, timeperiod=30)
LINEARREG Linear Regression real = LINEARREG(close, timeperiod=14)
LINEARREG_ANGLE Linear Regression Angle real = LINEARREG_ANGLE(close, timeperiod=14)
LINEARREG_INTERCEPT Linear Regression Intercept real = LINEARREG_INTERCEPT(close, timeperiod=14)
LINEARREG_SLOPE Linear Regression Slope real = LINEARREG_SLOPE(close, timeperiod=14)
STDDEV Standard Deviation real = STDDEV(close, timeperiod=5, nbdev=1)
TSF Time Series Forecast real = TSF(close, timeperiod=14)
VAR Variance real = VAR(close, timeperiod=5, nbdev=1)

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