Logarithmic regression

[Alexander.Gettinger]

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

Download:

Logarithmic_Regression.lua

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The indicator was revised and updated

[mfoste1]

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

[Apprentice]

Your request has been added to developmental cue.

[Alexander.Gettinger]

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

[TakisGen]

Hi,

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

Thnx in advance
Takis

[Flemming_Dall]

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 !

[Alexander.Gettinger]

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

[Apprentice]

Indicator was revised and updated.