Linear Regression

Download and learn how to trade the Linear Regression indicator, calculated over a specified period on the close.

Linear Regression Formula

y[x] = y0 + b*x

where:

  • x is a bar number (x=1..n);
  • y[x] is the corresponding price (open, close, median etc);
  • b is a proportionality coefficient
  • y0 is a bias.

The linear regression slope, given by this indicator, is equal to a normalized version of the coefficient b.

Linear Regression Line

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  • File: linreg.mq4
  • Size: 2 Kb

Linear Regression Modified

what is linear regression

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  • File: LinearRegression mod.mq4
  • Size: 2 Kb
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