Список проголосовавших за комментарий "<p>Вот сам код регрессии с отклонениями:</p><pre class="brush: lua;">Settings = { Name = "*Linear_Regression with Standard Deviation Bands", Period = 20, show_line = 1, show_bands = 1, bands_coeff = 2, line = { { Width = 2, Name = "Linear_Regression", Type = TYPE_LINE, Color = RGB(255, 0, 0) }, { Width = 1, Name = "Upper_Band", Type = TYPE_LINE, Color = RGB(0, 255, 0) }, { Width = 1, Name = "Lower_Band", Type = TYPE_LINE, Color = RGB(0, 255, 0) } } } function LinearRegression(index, period) if index == 1 then Closes = {} end Closes[index] = C(index) if index >= period then sumX = 0 sumY = 0 sumXY = 0 sumXX = 0 for i = 0, period - 1 do x = i + 1 y = Closes[index - period + x] sumX = sumX + x sumY = sumY + y sumXY = sumXY + x * y sumXX = sumXX + x * x end slope = (period * sumXY - sumX * sumY) / (period * sumXX - sumX * sumX) intercept = (sumY - slope * sumX) / period -- Calculate standard deviation bands stdev_sum = 0 for i = 0, period - 1 do stdev_sum = stdev_sum + (Closes[index - period + i + 1] - slope * i - intercept)^2 end stdev = math.sqrt(stdev_sum / period) upper_band = slope * period + intercept + stdev * Settings.bands_coeff lower_band = slope * period + intercept - stdev * Settings.bands_coeff return slope * period + intercept, upper_band, lower_band end end function Init() return #Settings.line end function OnCalculate(index) line, upper_band, lower_band = LinearRegression(index, Settings.Period) if index >= Settings.Period and Settings.show_bands == 1 then return line, upper_band, lower