FTB-C000635 / Formula component

Trendline Slope per Bar

Trendline Slope per Bar is the log-price slope associated with one event-index bar of the fitted line.

Advanced 1 linked topicEvidence-reviewed

Definitions

In plain terms

It describes the fitted ratio-like change per bar without annualizing it.

Technical

slope_log_per_bar = b* in z_hat(t)=a*+b*t; its unit is log-price per bar.

Scope

Annualizing or converting to a return requires a separate calendar and compounding contract.

Examples

  • A reviewer computes Trendline Slope per Bar on a small deterministic fixture and checks timing, units, and boundary behavior before publication.

Common misconceptions

  • Annualizing or converting to a return requires a separate calendar and compounding contract.

Concept relationships

Prerequisites

Related

Required by

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D08-F01-A04 Important

Evidence and governance

  1. Linear Least Squares Regression NIST/SEMATECH · official standard

    Supports: preferred label, short definition, technical definition, units

    Limits: A fitted line remains descriptive and is not evidence of a future price path.

  2. sklearn.linear_model.RANSACRegressor scikit-learn · first party technical publication

    Supports: preferred label, short definition, technical definition, units

    Limits: This package enumerates every two-point hypothesis for small pivot sets instead of using random sampling.

  3. numpy.log NumPy · first party technical publication

    Supports: preferred label, short definition, technical definition, units

    Limits: A log transform requires positive finite prices and does not by itself define a financial level.

  4. numpy.polyfit NumPy · first party technical publication

    Supports: preferred label, short definition, technical definition, units

    Limits: The glossary freezes its own log-space OLS contract, diagnostics, and tie rules.

Reviewed by
fintech-builder-batch-011
Last reviewed
2026-08-09
Next review
2027-08-09
Record status
evidence reviewed

This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.

Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.