OPEN-SOURCE SCRIPT
Updated Example: Polynomial Regression for Spread Analysis
Example of applying polynomial regression channel to spreads or hedges between 2 assets.
Release Notes
changed method to support multivariate series as input to the polynomial regression function.NOTE: this script is very demanding, it may time out if its processing too much data..
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 publications is governed by House rules. You can favorite it to use it on a chart.
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