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Linear regression with standard deviation
[Jaface]
 Post subject: Linear regression with standard deviation Post rating: 0   New post Posted: Tue 11 Jan, 2011, 15:46 

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Joined: Tue 21 Dec, 2010, 18:59
Posts: 1
I plot an indicator on a data streaming package as such:

Linear regression 30(bars) closed with standard deviation 1
Linear regression 30(bars) closed with standard deviation 2
Linear regression 30(bars) closed with standard deviation 3

This in turns produces lines as on the attached word document.

I would like to be able to plot or be able to retrieve data from the
charts in order to execute trades based on the results.
Is this possible?
Thanks,


Attachments:
linearRwithStandDev.doc [111.5 KiB]
Downloaded 461 times
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API Support
 Post subject: Re: Linear regression with standard deviation Post rating: 0   New post Posted: Wed 19 Jan, 2011, 09:50 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Hi,
Yes, it's possible, you can call linearReg methods from a custom strategy and use the results accordingly.
Have a look at the following JForex Wiki article: https://www.dukascopy.com/wiki/index.php ... Indicators
 
LS5
 Post subject: Re: Linear regression with standard deviation Post rating: 0   New post Posted: Wed 15 Jun, 2011, 15:31 

User rating: -
Hi Jaface,

Great work with the indicator. Any chance that you could humour a beginner and give me a hint as to how you coded the linear regression channel?

Thanks in advance!
 
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