Regression Channels

Overview

Implementation

The regression channel can be computed using the channel library.

let ch = await import('/code/channels/v1.0.0/channels.mjs'); let data = [{:102.24741134846673},-01-06","price":92.05546663621999},{"date":"2000-01-07","price":87.63709379845189},{"date":"2000-01-08","price":82.43592144065678},...]; let coefTop = ch.regressionChannel(data.map(p=>p.price), 1, 1); let coefBottom = ch.regressionChannel(data.map(p=>p.price), -1, 1); let coefMid = ch.regressionChannel(data.map(p=>p.price), 0, 10); let data2 = data.map((p,i)=>{ return { date:p.date, price:p.price, top:coefTop[0] + i * coefTop[1], bottom:coefBottom[0] + i * coefBottom[1], mid:coefMid[0] + i * coefMid[1], } });