Linear Regression Forecast (LRF)

[CRCatNinja]

Has anyone seen an Indicator on NT that use a regression on a moving average, typically titled as LRF?

LRF = Regression(MA(PRICE, Z), X) + Slope * Y

where
Z = MA period
X = Regression Period
Y = Forecast Period (optional)
Slope = Slope of the regression line

[NinjaTrader_Bertrand]

Hi CRCatNinja, I'm not aware of this for NinjaTrader already. But you can easily create this by feeding the MA into the Linear Regression as input -

[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]double[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2] myLRF = LinReg(SMA(Close, [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]20[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]), [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]20[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2])[[/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]];[/SIZE][/SIZE]
[SIZE=2][SIZE=2][/SIZE][/SIZE]

[CRCatNinja]

Thank you, Bertrand!

[dandxg]

For those of us that don't know how to code, could some nice person post the completed code after they modify it. It would be greatly appreciated.

[Mindset]

Dandxg

Here you go.

Edit - please see above updated version

[NinjaTrader_Bertrand]

Thanks for sharing Mindset!

[Mindset]

Tidied up version

Rushed it a little and left a rogue dataseries in there.
Now removed.

[dandxg]

Thank you Mind.