Hi Blaiserboy:

Thanks for the info / post, but I do indeed need a good linear regression algorithm or mq4 program. Although I do use CCI, I prefer Linear Regression in combo with the bolliger bands for trading.

Also, it is a task I need to complete for others.

What struck me strange about the LSMA is that I had not read that LR is a MA calculation, although I do understand the concept of an algorithm to find a line that matches a 2 dimensional set of points best using the least squares method. I'd never seen indicator lines plotted in 3 colours

I am a long-term C/C++ programmer in Windows with Visual Studio, but using mq4 is new to me and, despite being very C-like, not having a good IDE to learn in is stunting my progress a bit.

So... does anyone else have any input on a different Linear Regression alorithm, or how I might tweak this one?

Thank you all,
-Derk