major documentation update. moving regression example script and readme.

README.md

@@ -107,3 +107,6 @@ Indicators is a [Julia](https://julialang.org) package offering efficient implem
 #### Corn futures daily data
 ![alt text](https://raw.githubusercontent.com/dysonance/Indicators.jl/master/examples/example3.png "Example 3")
 
+#### Gold Futures Moving Regression
+[alt text](https://raw.githubusercontent.com/dysonance/Indicators.jl/master/examples/example4.png "Example 4")
+

docs/Project.toml

@@ -1,2 +1,5 @@
 [deps]
+AbstractPlotting = "537997a7-5e4e-5d89-9595-2241ea00577e"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
+Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
+GLMakie = "276b4fcb-3e11-5398-bf8b-a0c2d153d008"

docs/make.jl

@@ -1,4 +1,4 @@
-using Documenter, Indicators, Plots
+using Documenter, Indicators, Plots, GLMakie
 
 makedocs(
     modules = [Indicators],
@@ -10,6 +10,7 @@ makedocs(
                               "Volatility Indicators" => "vol.md"],
            "Exotic" => ["Regressions"=>"reg.md",
                         "Trendlines" => "trendy.md",
+                        "Chaos" => "chaos.md",
                         "Patterns" => "patterns.md"]],
     format = Documenter.HTML(),
     doctest=false,

docs/src/chaos.md

@@ -23,6 +23,6 @@ savefig("chaos_example.svg")  # hide
 ## Reference
 
 ```@autodocs
-modules = [Indicators]
-pages = ["chaos.jl"]
+Modules = [Indicators]
+Pages = ["chaos.jl"]
 ```

docs/src/ma.md

@@ -22,5 +22,5 @@ savefig("ma_example.svg")  # hide
 
 ```@autodocs
 Modules = [Indicators]
-Pages = ["ma.jl"]
+Pages = ["ma.jl", "run.jl"]
 ```

docs/src/reg.md

@@ -1,5 +1,38 @@
 # Regression Indicators
 
+## Example
+
+```@example
+using Temporal, Indicators, GLMakie
+
+N = 252
+X = quandl("CHRIS/CME_GC1", rows=N)
+x = rename(cl(X), :Settle => :Gold)
+
+lookback = 20
+n_sigma = 2.0
+reg = mlr_bands(x, n=lookback, se=n_sigma)
+coef = mlr_beta(x, n=lookback)
+rsq = mlr_rsq(x, n=lookback)
+
+fig = Figure()
+fig[1,1] = Axis(fig, title="Corn Futures")
+lines!(fig[1,1], x.values[:,1], label="Price (Observed)", linewidth=3, color=:black)
+lines!(fig[1,1], reg[:MLR].values[:], label="Predicted", linewidth=1, color=:blue)
+lines!(fig[1,1], reg[:MLRLB].values[:], label="-2 Std Err", linewidth=1, color=:red)
+lines!(fig[1,1], reg[:MLRUB].values[:], label="+2 Std Err", linewidth=1, color=:green)
+band!(1:N, reg.values[:,1], reg.values[:,3], color="#80800040")
+axislegend(bgcolor="#00000040", framecolor="#00000040", position=:cb, orientation=:horizontal)
+lines(fig[2,1], 1:N, coef[:Slope].values[:], label="Beta", linewidth=2, color=:purple)
+lines!(fig[2,1], 1:N, rsq.values[:], label="R-Squared", linewidth=2, color="#FF8000")
+band!(1:N, zeros(N), rsq.values[:], color="#FF800040")
+hlines!(current_axis(), [0.0, 1.0], linestyle=:dash, linewidth=1)
+axislegend(bgcolor="#00000040", framecolor="#00000040", position=:cb, orientation=:horizontal)
+save("reg_example.png", fig) # hide
+nothing # hide
+```
+![](reg_example.png)
+
 ## Reference
 
 ```@autodocs

examples/example4.jl

@@ -0,0 +1,25 @@
+using Temporal, Indicators, GLMakie
+
+N = 252
+X = quandl("CHRIS/CME_GC1", rows=N)
+x = rename(cl(X), :Settle => :Gold)
+
+lookback = 20
+n_sigma = 2.0
+reg = mlr_bands(x, n=lookback, se=n_sigma)
+coef = mlr_beta(x, n=lookback)
+rsq = mlr_rsq(x, n=lookback)
+
+fig = Figure()
+fig[1,1] = Axis(fig, title="Corn Futures")
+lines!(fig[1,1], x.values[:,1], label="Price (Observed)", linewidth=3, color=:black)
+lines!(fig[1,1], reg[:MLR].values[:], label="Predicted", linewidth=1, color=:blue)
+lines!(fig[1,1], reg[:MLRLB].values[:], label="-2 Std Err", linewidth=1, color=:red)
+lines!(fig[1,1], reg[:MLRUB].values[:], label="+2 Std Err", linewidth=1, color=:green)
+band!(1:N, reg.values[:,1], reg.values[:,3], color="#80800040")
+axislegend(bgcolor="#00000040", framecolor="#00000040", position=:cb, orientation=:horizontal)
+lines(fig[2,1], 1:N, coef[:Slope].values[:], label="Beta", linewidth=2, color=:purple)
+lines!(fig[2,1], 1:N, rsq.values[:], label="R-Squared", linewidth=2, color="#FF8000")
+band!(1:N, zeros(N), rsq.values[:], color="#FF800040")
+hlines!(current_axis(), [0.0, 1.0], linestyle=:dash, linewidth=1)
+axislegend(bgcolor="#00000040", framecolor="#00000040", position=:cb, orientation=:horizontal)