Can Ninjatrader 7 replicate linear Regression Channel Lines in Esignal

April 27th, 2012, 12:12 AM

eDanny

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

Update notices sent.

Mike

November 5th, 2014, 11:46 PM

Fat Tails

The regression indicator is a modified version of the default NinjaTrader regression channel.

It can be downloaded here:

Download: Regression Channel V2

Exported using NT 7.0.1000.6 This indicator is an enhanced version of the NinjaTrader Regression Channel Indicator. The indicator calculates the same values for the linear regression as the default NinjaTrader indicator does, but uses a modified …

Fat Tails

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?

November 7th, 2014, 05:25 PM

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.

November 8th, 2014, 05:34 AM

dr0832

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.

November 8th, 2014, 04:45 PM

I don't trade ES. I don't actually use 5 days. That was just an example.

November 8th, 2014, 05:44 PM

dr0832

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?

November 8th, 2014, 06:52 PM

dr0832

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?

November 9th, 2014, 09:31 AM

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.

April 6th, 2015, 03:18 PM

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.

Can Ninjatrader 7 replicate linear Regression Channel Lines in Esignal

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Can Ninjatrader 7 replicate linear Regression Channel Lines in Esignal