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Logarithmic regression

Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=3716
Forum: 17 · Topic 3716 · 8 post(s)


Logarithmic regression

Alexander.Gettinger · Wed Mar 23, 2011 9:43 pm

Indicator looks like Polynomial regression (viewtopic.php?f=17&t=3715), but instead of polynomial use a logarithmic function.

LR.png

Download:

Logarithmic_Regression.lua

The indicator was revised and updated


Re: Logarithmic regression

mfoste1 · Sun Apr 24, 2011 7:02 pm

this log regression as well as the polynomial regression would probably make excellent algorithmic strategies.

-enter short if price exceeds upper line by N number of pips.

-enter long if price exceeds bottom line by N number of pips.

parameters

lot sizing allowed side stop and limit time period allowed to trade as specified by user


Re: Logarithmic regression

Apprentice · Mon Apr 25, 2011 4:14 am

Your request has been added to developmental cue.


Re: Logarithmic regression

Alexander.Gettinger · Thu Apr 28, 2011 12:00 am

mfoste1 wrote: this log regression as well as the polynomial regression would probably make excellent algorithmic strategies.

-enter short if price exceeds upper line by N number of pips.

-enter long if price exceeds bottom line by N number of pips.

parameters

lot sizing allowed side stop and limit time period allowed to trade as specified by user

This strategy you may find here: viewtopic.php?f=31&t=4050


Re: Logarithmic regression

TakisGen · Tue Jun 14, 2011 4:35 am

Hi,

Is it possible to modify the algorithm so that it works with negative streams too?

Thnx in advance Takis


Re: Logarithmic regression

Flemming_Dall · Thu Jul 14, 2011 6:18 am

What time scale is the best for this signal…?

15min, 2hours, 4hours… etc.?

I also tried the Polynominal regresion signal and sometimes they tell me to in to opposite directions.

The Logarithmic seems to work fine in a 15 min timechart?

Thanks !


Re: Logarithmic regression

Alexander.Gettinger · Fri Jun 29, 2012 1:36 pm

MQL4 version of this indicator: viewtopic.php?f=38&t=20676


Re: Logarithmic regression

Apprentice · Tue Apr 04, 2017 6:07 am

Indicator was revised and updated.