Linear Regression forecast formula

whis.gg
19 Jan 2016, 17:05

RE:

This documentation might help.

If you want to implement it in your cAlgo, it's built-in already.

Example:

private LinearRegressionForecast lrForecast;

protected override void OnStart()
{
    lrForecast = Indicators.LinearRegressionForecast(Source, Period);
}
protected override void OnTick()
{
    Print("LRF Last Value = {0}", lrForecast.Result.LastValue);
}

I hope it helped.