Least Squares Moving Average

BigMike

Junior Member

Join Date: Jul 2009

Posts: 46
#1

Least Squares Moving Average

07-20-2009, 11:52 AM

I am trying to create an Inertia Indicator that requires the Least sqaures moving average (LSMA) of the Relative Volaltility Index(RVI). Is there a function call for the LSMA? I can't seem to find it NinjaTrader Help. Or does anyone have it to share?
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NinjaTrader_JoshP

NinjaTrader Product Manager

Join Date: May 2007

Posts: 17520
#2

07-20-2009, 11:56 AM

BigMike,

You would need to self program such a function and then you can use it throughout your other scripts.

Josh P.NinjaTrader Customer Service
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VTtrader

Junior Member

Join Date: Feb 2008

Posts: 270
#3

07-20-2009, 01:03 PM

Least squares moving average is kind of a misnomer, it's actually the linear regression calculation. Try calling LinReg.
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BigMike

Junior Member

Join Date: Jul 2009

Posts: 46
#4

07-22-2009, 03:17 PM

Got It

Thanks for the help, That did it.
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