Forecasting - Least Squares Regression — Strategy by capissimo

volatility trendanalysis least suares regression forecasting ols

Tested on 5m TF with EURUSD. Settings should be modified appropriately for other TFs, lookbacks and securities. This indicator does not repaint.

Release Notes:

Added repainting/non-repainting option.

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

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