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Linear Regression Channel

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    Linear Regression Channel

    Disregard.
    Last edited by pivot44; 09-24-2008, 10:05 AM.

    #2
    pivot44,

    The LinReg indicator is built to the accepted mathematical formula for linear regressions. Data does represent a big factor in determining linear regression and as such without the same data set you cannot compare similarity between the two implementations. If TradeStation's is different then the indicators are simply different. You can see our formula by opening it up in the NinjaScript Editor. If this is not the formula you wish to use you can feel free to custom program your own version.
    Josh P.NinjaTrader Customer Service

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      #3
      Lrc

      I appreciate your quick response. However, if I double the NT standard deviation parameter from 2 to 4, it matches up exactly with a number of different TS LRC indicators set at 2 standard deviations. I am not familiar with ninjascript, but the difference cannot be caused by minor data differences.

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        #4
        It is possible the indicators are using different interpretations for the parameters. You can view our implementation in the NinjaScript Editor. If it is not what you like you can change it.
        Josh P.NinjaTrader Customer Service

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