LR

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Keyword Description

Linear Regression

Class

Function

Where Legal

Resources

Entry Logic

Exit Logic

Initial Size

Resize

(Pre-Category)

Resize

(Category-Level)

l

l

l

 

 

 

Syntax

LR[v,n]   

Where v is either the Open, High, Low, Close, or a column number.   n is the number of periods in the study.

Example

Sample code

COL2 = LR[CLOSE, 30]

 

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Calculates the exact linear regression value for the time period beginning now and going back a number of days specified by you.