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YKL Multiple Regression

5

Indicador Multiple Regression

Indicador faz o plot da Curva de Retorno e dos canais superior e inferior de uma regressão para os preços de fechamento do ativo do gráfico. A Curva de Retorno é a linha central do indicador e representa a região de equilíbrio do preço entre vendedores e compradores. Nesse indicador o usuário escolhe o tipo da regressão podendo ser de 3 tipos: primeiro grau, segundo grau ou terceiro grau.

Os plots do indicador são:

  • Linha central – cor padrão preta;
  • Linha superior – cor padrão vermelha;
  • Linha inferior – cor padrão azul.

Inputs do indicador:

  • Barras de regressão: número de barras para que seja feita a regressão.
  • Desvio padrão: é o desvio considerado nos cálculos da regressão.
  • Tipo da regressão: usuário pode escolher plotar uma regressão de primeiro grau (“1 Regression”), segundo grau (“2 Regressions”) ou terceiro grau (“3 Regressions”).

Resumo dos buffers do indicador:

  • Buffer 0 - Linha Central
  • Buffer 1 - Linha Superior
  • Buffer 2 – Linha Inferior

Indicador é compatível com qualquer ativo da Bolsa Brasileira B3, BMF e Forex.


Reviews 1
Findolin
1075
Findolin 2023.10.25 13:20 
 

Very good made. Thank you very much!

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Indicador Volatilidade Histórica Indicador é um oscilador que faz o plot da volatilidade histórica de um ativo, representado pelas fórmulas: Volatilidade Histórica = Raiz quadrada da média das diferenças ao quadrado * Fator de anualização. Média das diferenças ao quadrado = soma de todas as diferenças de retorno diário / número total das diferenças. Retorno diário = (preço atual - preço anterior) / preço anterior. Nesse indicador estamos utilizando os preços de fechamento de cada barra e fazemos
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Dynamic Indicator --> YKL_DinDX Dynamic Indicator that creates a Band based on the distance from moving average specified by the user. The indicator considers the period entered by the user in order to calculate the average distance from moving average, creating an upper band and a lower band. This indicator is utilized by EA YKL_Scalper, version 2.0 or superior.
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Indicador Monte Carlo Simulation Indicador faz uma regressão linear nos preços de fechamento do ativo escolhido e gera uma simulação de Monte Carlo de N preços aleatórios para definir 3 níveis de sobrecompra e 3 níveis de sobrevenda. O primeiro processo é a Regressão Linear dos preços de fechamento do ativo, no qual é regido pela equação: Y = aX + b + R Onde   Y   é o valor do ativo escolhido,  X   é o tempo,   a   é a inclinação da reta,   b   é a intersecção da reta e   R   é o resíduo. O resí
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Indicador Regressão Linear – Par de Ativos Indicador é um oscilador que faz o plot do Resíduo resultado da regressão linear entre os dois ativos inseridos como input do indicador, representado pela fórmula: Y = aX + b + R Onde Y é o valor do ativo dependente, X é o valor do ativo independente, a é a inclinação da reta entre os dois ativos, b é a intersecção da reta e R é o resíduo. O resíduo representa a quantidade da variabilidade que Y que o modelo ajustado não consegue explicar. E os resíduos
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Estratégia Bandas de Bollinger (“Estratégia da Paula”) Estratégia A estratégia desse robô é baseada no retorno as médias, operando o indicador Bandas de Bollinger. Essa estratégia é popularmente conhecida como “Estratégia da Paula”. Basicamente o robô fica monitorando barras que rompam a Banda de Bollinger (tanto a superior quanto a inferior) para depois voltar para dentro da Banda na próxima barra. Se a condição acima for satisfeita, considerando também os demais parâmetros do robô, o mesmo
YKL Scalper 8
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YKL Scalper   Estrategia YKL Scalper - NOVA VERSÃO 8.0   Estratégia Afastamento da Média Móvel Estratégia A estratégia desse robô é baseada no afastamento do preço em relação as médias móveis, operando o indicador Média Móvel, standard do MT5. Basicamente o robô fica monitorando o afastamento da média móvel, conforme distância DX inserida pelo usuário. Quando o afastamento atinge a distância DX, o robô inicia uma operação de compra ou venda, no sentido de voltar ao encontro da média móvel.
YKL Quant
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EA YKL Quant Esse EA faz operações de compra e venda de dois pares de ativos com base no Resíduo  resultado da regressão linear entre esses dois ativos, representado pela fórmula: Y = aX + b + R Onde  Y  é o valor do ativo dependente,  X  é o valor do ativo independente,  a  é a inclinação da reta (Beta) entre os dois ativos,  b  é a intersecção da reta e  R  é o resíduo. O resíduo representa a quantidade da variabilidade que Y que o modelo ajustado não consegue explicar. E os resíduos podem ser
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EA YKL DayTrade Esse EA faz operações de compra de ações da bolsa Brasileira B3 de acordo com uma das 3 estratégias pré-definidas e realiza a venda das mesmas no final do dia (operação DAYTRADE). Cada estratégia tem um algoritmo de cálculo do valor de entrada (compra), do stop loss e possíveis filtros. Estratégias : JoeBiden : entrada com 1.5% de desconto em relação às duas mínimas anteriores saída no final do dia stop loss de 4% em relação a entrada timeframe diário sem filtros Chicotada : entr
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Findolin
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Findolin 2023.10.25 13:20 
 

Very good made. Thank you very much!

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