# Quadratic_Regression_Inflection input length = 100; input ROClength = 5; input crossingType = {default above, below}; def bn = BarNumber(); def lastBar = HighestAll(if IsNaN(close) then 0 else bn); def x = bn; def y = close; def n = RoundUp((length / (Round(AbsValue(Average(((close / close[ROClength] - 1) * 100), ROClength)), 0))), 0); # calculate sumation values def startBar = lastBar - (n - 1); def sumX = if bn < startBar then 0 else x + sumX[1]; def sumY = if bn < startBar then 0 else y + sumY[1]; def sumX2 = if bn < startBar then 0 else Power(x, 2) + sumX2[1]; def sumX3 = if bn < startBar then 0 else Power(x, 3) + sumX3[1]; def sumX4 = if bn < startBar then 0 else Power(x, 4) + sumX4[1]; def sumXY = if bn < startBar then 0 else x * y + sumXY[1]; def sumX2Y = if bn < startBar then 0 else Power(x, 2) * y + sumX2Y[1]; # intermediary calculations def xx = sumX2 - Power(sumX, 2) / n; def xy = sumXY - (sumX * sumY / n); def xx2 = sumX3 - (sumX2 * sumX / n); def x2y = sumX2Y - (sumX2 * sumY / n); def x2x2 = sumX4 - (Power(sumX2, 2) / n); # calculate coefficients for the quadratic equation def a0 = (x2y * xx - xy * xx2) / (xx * x2x2 - Power(xx2, 2)); def b0 = (xy * x2x2 - x2y * xx2) / (xx * x2x2 - Power(xx2, 2)); def c0 = sumY / n - b0 * sumX / n - a0 * sumX2 / n; # for a, b, and c use the final value on the last bar of the chart for all calculations def a = GetValue(a0, bn - lastBar); def b = GetValue(b0, bn - lastBar); def c = GetValue(c0, bn - lastBar); # calculate and plot parabola and slope inflection point plot parabola = if bn < startBar then Double.NaN else a * Power(x, 2) + b * x + c; def zero = 0; def slope = if bn < startBar then Double.NaN else (2 * a * x) + b; plot crossing = Crosses(slope, zero, CrossingDirection.ANY); crossing.SetPaintingStrategy(PaintingStrategy.BOOLEAN_POINTS); AddLabel(yes, slope, Color.BLUE); Alert(slope[0] > 0 and slope[1] < 0, "Slope Crosses Zero!", Alert.BAR, Sound.Ding);