RicardoSantos

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 a publication is governed by House Rules. You can favorite it to use it on a chart.

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Comments

great direction of thinking!
any chance you write TrumpTweetCator ?

all the best :)
+4 Reply
Nice man :), good write, will have to play around with this and see if there is any strategies.
Reply
very interesting indicator, thanks for sharing!
Reply
No me funciona en NQ100
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