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TaLib_statistic_functions

Open Trading edited this page Feb 26, 2016 · 2 revisions

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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