Leavitt convolution

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  • 12/01/2019 at 2:07 PM #113993 quote
    Jan
    Participant
    Veteran

    Is there a way in PRT to determine the slope and starting point from the standard PRT-Linear Regression function ?

    If so, it would be possible to determine the next point and make a line with a lag of -1 as suggested by the “Leavitt projection” (?)

    Any suggestions appreciated, Jan Wind

     

    • Leavitt projection
    Mathematicians call the process of finding the line linear regression. If you were an engineer, you would say this was a least
    square’s fit of a straight line to a set of N data points (Figure 1).
    Then the line is extrapolated one point. In contrast with moving
    averages, which signal their information sometime in the past,
    this extrapolation represents the value of the market in the next
    trading session. Unlike moving averages, which have positive
    lag, the Leavitt projection has a negative lag of -1.
    • Leavitt convolution
    The Leavitt convolution is the extrapolation of the square root
    of Leavitt projections. It is an extrapolation of extrapolations

    05/21/2020 at 3:06 PM #132612 quote
    denmar
    Participant
    Veteran

    Has also been requested here: https://www.prorealcode.com/topic/leavitt-convolution-acceleration-by-cryptorhythms-da-tradingview/

    Code of these indicators for a variety of other platforms: http://traders.com/Documentation/FEEDbk_docs/2020/01/TradersTips.html

     

     

     

    05/22/2020 at 9:21 AM #132767 quote
    Nicolas
    Keymaster
    Master

    The same linear regression code as the one from the platform can be found here: Standard Deviation & Standard Error Linear Regression Channel

    denmar and Jan thanked this post
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Leavitt convolution


ProBuilder: Indicators & Custom Tools

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Jan @janwd Participant
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This topic contains 2 replies,
has 3 voices, and was last updated by Nicolas
5 years, 8 months ago.

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Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 12/01/2019
Status: Active
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