Linear Regression

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Linear Regression

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Description

The Linear Regression Indicator plots the trend of a security's price over time. That trend is determined by calculating a Linear Regression Trendline using the least squares method. This ensures the minimum distance between the data points and a Linear Regression Trendline.

 

 

Syntax

LinReg(int period)
LinReg(ISeries<double> input, int period)

 

Returns default value
LinReg(int period)[int barsAgo]
LinReg(ISeries<double> input, int period)[int barsAgo]

 

 

Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.

 

 

Parameters

input

Indicator source data (?)

period

Number of bars used in the calculation

 

 

Examples

ns

// Prints the current value of a 20 period LinReg using default price type
double value = LinReg(20)[0];
Print("The current LinReg value is " + value.ToString());
 
// Prints the current value of a 20 period LinReg using high price type
double value = LinReg(High, 20)[0];
Print("The current LinReg value is " + value.ToString());

 

 

Source Code

You can view this indicator method source code by selecting the menu New > NinjaScript Editor > Indicators within the NinjaTrader Control Center window.