Hello Derk,
I will be starting a new thread shortly on LSMA and will be posting indicators and experts related to LSMA on the first few posts.
LSMA as a moving average is based on plotting the end point of the linear regression line. I have versions that I need to find that also use other forms of straight line fit using hyperbolic, exponention, power and parabolic fit. This was someting I worked on for an auto emisions test lab back in 1978 and wrote in BASIC+II for a PDP 11.
I did find that straigt line worked best.
Quote:
Originally Posted by DerkWehler
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
|
Linear Mode
