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Can Ninjatrader 7 replicate linear Regression Channel Lines in Esignal
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Can Ninjatrader 7 replicate linear Regression Channel Lines in Esignal

  #21 (permalink)
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eDanny View Post
Thanks for pointing that out Harry. I knew it worked real time but didn't even think about it in a scrolling chart. An updated indicator is in the downloads.

Dan

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  #22 (permalink)
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Fat Tails View Post
The regression indicator is a modified version of the default NinjaTrader regression channel.

It can be downloaded here:

https://futures.io/download/ninjatrader-7/indicators/754-download.html?view


Also, could you explain me, what type of regression channel you look for.

Do you want a regression channel, which is based on time rather than a number of bars?

Please specify. Maybe it is easy to code.

How do you select the defaults for all your indicators,if i may ask?Is there any statistical evidence behind them,or they are just arbitrary/average?

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  #23 (permalink)
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I was trying to get every single data point on the chart to be used in the calculation of linear regression channel. A lot of people use a regression based on for example the last 30 bars. I find this useless. I use for example a 30 minute chart with 5 days of data and plot the regression with all the data.

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  #24 (permalink)
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dr0832 View Post
I was trying to get every single data point on the chart to be used in the calculation of linear regression channel. A lot of people use a regression based on for example the last 30 bars. I find this useless. I use for example a 30 minute chart with 5 days of data and plot the regression with all the data.

If you trade ES, this is equivalent to a regression channel calculated from 235 bars.

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  #25 (permalink)
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I don't trade ES. I don't actually use 5 days. That was just an example.

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  #26 (permalink)
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dr0832 View Post
I don't trade ES. I don't actually use 5 days. That was just an example.

But what would you gain, if you use all the bars on your chart? This would be like going to a restaurant and eat all the food available in the kitchen.

A defined lookback period tells you something about the trend. A scalper does not need to know what happened five years ago, does he?

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dr0832 View Post
I use for example a 30 minute chart with 5 days of data and plot the regression with all the data....I don't actually use 5 days.

So do you or do you not?

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  #28 (permalink)
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That's what works for me whether it makes sense to you or not. What makes sense to the crowd is the best way to go broke.

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  #29 (permalink)
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Bi-variate linear regression

I want to run a linear regression such as y = a + bx, where y and x are different dataseries in NinjaTrader. Has anyone done this? Thanks.

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