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Standard Linear regression?


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Standard Linear regression?

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  #1 (permalink)
uk
 
Experience: Intermediate
Platform: ninja
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I'm playing around with a linear regression method.
I'm using ninjatrader, but I can't get the linear regression indicator to look like those of people using other platforms?
I'm assuming there's a difference in the way it's been coded and calculates it?
See how on this persons chart, his red linear regression line is under all of the bars for a while from 15.31 on the chart.
I can't seem to recreate this effect with ninjatraders standard linear regression indicator.


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subterfuge View Post
I'm playing around with a linear regression method.
I can't seem to recreate this effect with ninjatraders standard linear regression indicator.

Without knowing what time frame is being used I suggest you try a simple NT LinReg with a value of 18 or 20 which should give you the effect you are trying to get.


sandman

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uk
 
Experience: Intermediate
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sandman2 View Post
Without knowing what time frame is being used I suggest you try a simple NT LinReg with a value of 18 or 20 which should give you the effect you are trying to get.


sandman

Hi,
in the end I just downloaded a different platform and use that for experimenting with the Linear regressions instead.
I couldn't get them to look the same as I think for some reason there must be some big differences in the way the indicator is calculated between the platforms.

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subterfuge View Post
I'm playing around with a linear regression method.
I'm using ninjatrader, but I can't get the linear regression indicator to look like those of people using other platforms?
I'm assuming there's a difference in the way it's been coded and calculates it?
See how on this persons chart, his red linear regression line is under all of the bars for a while from 15.31 on the chart.
I can't seem to recreate this effect with ninjatraders standard linear regression indicator.


First: Do you use exactly the same data for NT that are used on the other pic?
Second: Do you use exactly the same LinReg options that are used for the other pic?

If both answers are "yes", the other pic doesn't show a standard LinReg (NT has it).

Besides: Don't expect any riches from multiple cross-over rolling LinReg systems. Institutions started to use them during the 80s
of the last century when SMAs (60s) and EMAs (70s) went out of fashion and computer power went up. In sum they are as
good/bad as multiple MAs (today).

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